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Divide-and-conquer Eigenvalue Algorithm
Divide-and-conquer eigenvalue algorithms are a class of eigenvalue algorithms for Hermitian or real symmetric matrices that have recently (circa 1990s) become competitive in terms of stability and efficiency with more traditional algorithms such as the QR algorithm. The basic concept behind these algorithms is the divide-and-conquer approach from computer science. An eigenvalue problem is divided into two problems of roughly half the size, each of these are solved recursively, and the eigenvalues of the original problem are computed from the results of these smaller problems. Here we present the simplest version of a divide-and-conquer algorithm, similar to the one originally proposed by Cuppen in 1981. Many details that lie outside the scope of this article will be omitted; however, without considering these details, the algorithm is not fully stable. Background As with most eigenvalue algorithms for Hermitian matrices, divide-and-conquer begins with a reduction to tridiagonal ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Eigenvalue Algorithm
In numerical analysis, one of the most important problems is designing efficient and stable algorithms for finding the eigenvalues of a matrix. These eigenvalue algorithms may also find eigenvectors. Eigenvalues and eigenvectors Given an square matrix of real or complex numbers, an ''eigenvalue'' and its associated ''generalized eigenvector'' are a pair obeying the relation :\left(A - \lambda I\right)^k = 0, where is a nonzero column vector, is the identity matrix, is a positive integer, and both and are allowed to be complex even when is real. When , the vector is called simply an ''eigenvector'', and the pair is called an ''eigenpair''. In this case, . Any eigenvalue of has ordinaryThe term "ordinary" is used here only to emphasize the distinction between "eigenvector" and "generalized eigenvector". eigenvectors associated to it, for if is the smallest integer such that for a generalized eigenvector , then is an ordinary eigenvector. The value can always ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Rank (linear Algebra)
In linear algebra, the rank of a matrix is the dimension of the vector space generated (or spanned) by its columns. p. 48, § 1.16 This corresponds to the maximal number of linearly independent columns of . This, in turn, is identical to the dimension of the vector space spanned by its rows. Rank is thus a measure of the " nondegenerateness" of the system of linear equations and linear transformation encoded by . There are multiple equivalent definitions of rank. A matrix's rank is one of its most fundamental characteristics. The rank is commonly denoted by or ; sometimes the parentheses are not written, as in .Alternative notation includes \rho (\Phi) from and . Main definitions In this section, we give some definitions of the rank of a matrix. Many definitions are possible; see Alternative definitions for several of these. The column rank of is the dimension of the column space of , while the row rank of is the dimension of the row space of . A fundamental result in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Society For Industrial And Applied Mathematics
Society for Industrial and Applied Mathematics (SIAM) is a professional society dedicated to applied mathematics, computational science, and data science through research, publications, and community. SIAM is the world's largest scientific society devoted to applied mathematics, and roughly two-thirds of its membership resides within the United States. Founded in 1951, the organization began holding annual national meetings in 1954, and now hosts conferences, publishes books and scholarly journals, and engages in advocacy in issues of interest to its membership. Members include engineers, scientists, and mathematicians, both those employed in academia and those working in industry. The society supports educational institutions promoting applied mathematics. SIAM is one of the four member organizations of the Joint Policy Board for Mathematics. Membership Membership is open to both individuals and organizations. By the end of its first full year of operation, SIAM had 130 memb ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
LAPACK
LAPACK ("Linear Algebra Package") is a standard software library for numerical linear algebra. It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It also includes routines to implement the associated matrix factorizations such as LU, QR, Cholesky and Schur decomposition. LAPACK was originally written in FORTRAN 77, but moved to Fortran 90 in version 3.2 (2008). The routines handle both real and complex matrices in both single and double precision. LAPACK relies on an underlying BLAS implementation to provide efficient and portable computational building blocks for its routines. LAPACK was designed as the successor to the linear equations and linear least-squares routines of LINPACK and the eigenvalue routines of EISPACK. LINPACK, written in the 1970s and 1980s, was designed to run on the then-modern vector computers with shared memory. LAPACK, in contrast, was designed to effectivel ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Algebra
Linear algebra is the branch of mathematics concerning linear equations such as: :a_1x_1+\cdots +a_nx_n=b, linear maps such as: :(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n, and their representations in vector spaces and through matrices. Linear algebra is central to almost all areas of mathematics. For instance, linear algebra is fundamental in modern presentations of geometry, including for defining basic objects such as lines, planes and rotations. Also, functional analysis, a branch of mathematical analysis, may be viewed as the application of linear algebra to spaces of functions. Linear algebra is also used in most sciences and fields of engineering, because it allows modeling many natural phenomena, and computing efficiently with such models. For nonlinear systems, which cannot be modeled with linear algebra, it is often used for dealing with first-order approximations, using the fact that the differential of a multivariate function at a point is the linear ma ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Parallel Algorithm
In computer science, a parallel algorithm, as opposed to a traditional serial algorithm, is an algorithm which can do multiple operations in a given time. It has been a tradition of computer science to describe serial algorithms in abstract machine models, often the one known as random-access machine. Similarly, many computer science researchers have used a so-called parallel random-access machine (PRAM) as a parallel abstract machine (shared-memory). Many parallel algorithms are executed concurrently – though in general concurrent algorithms are a distinct concept – and thus these concepts are often conflated, with which aspect of an algorithm is parallel and which is concurrent not being clearly distinguished. Further, non-parallel, non-concurrent algorithms are often referred to as "sequential algorithms", by contrast with concurrent algorithms. Parallelizability Algorithms vary significantly in how parallelizable they are, ranging from easily parallelizable to completely ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Floating Point
In computing, floating-point arithmetic (FP) is arithmetic that represents real numbers approximately, using an integer with a fixed precision, called the significand, scaled by an integer exponent of a fixed base. For example, 12.345 can be represented as a base-ten floating-point number: 12.345 = \underbrace_\text \times \underbrace_\text\!\!\!\!\!\!^ In practice, most floating-point systems use base two, though base ten (decimal floating point) is also common. The term ''floating point'' refers to the fact that the number's radix point can "float" anywhere to the left, right, or between the significant digits of the number. This position is indicated by the exponent, so floating point can be considered a form of scientific notation. A floating-point system can be used to represent, with a fixed number of digits, numbers of very different orders of magnitude — such as the number of meters between galaxies or between protons in an atom. For this reason, floating-poin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Recurrence Relation
In mathematics, a recurrence relation is an equation according to which the nth term of a sequence of numbers is equal to some combination of the previous terms. Often, only k previous terms of the sequence appear in the equation, for a parameter k that is independent of n; this number k is called the ''order'' of the relation. If the values of the first k numbers in the sequence have been given, the rest of the sequence can be calculated by repeatedly applying the equation. In ''linear recurrences'', the th term is equated to a linear function of the k previous terms. A famous example is the recurrence for the Fibonacci numbers, F_n=F_+F_ where the order k is two and the linear function merely adds the two previous terms. This example is a linear recurrence with constant coefficients, because the coefficients of the linear function (1 and 1) are constants that do not depend on n. For these recurrences, one can express the general term of the sequence as a closed-form expression o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Master Theorem (analysis Of Algorithms)
In the analysis of algorithms, the master theorem for divide-and-conquer recurrences provides an asymptotic analysis (using Big O notation) for recurrence relations of types that occur in the analysis of many divide and conquer algorithms. The approach was first presented by Jon Bentley, Dorothea Blostein (née Haken), and James B. Saxe in 1980, where it was described as a "unifying method" for solving such recurrences. The name "master theorem" was popularized by the widely used algorithms textbook ''Introduction to Algorithms'' by Cormen, Leiserson, Rivest, and Stein. Not all recurrence relations can be solved with the use of this theorem; its generalizations include the Akra–Bazzi method. Introduction Consider a problem that can be solved using a recursive algorithm such as the following: procedure p(input ''x'' of size ''n''): if ''n'' 1). Crucially, a and b must not depend on n. The theorem below also assumes that, as a base case for the recurrence, T(n)=\Th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Big O Notation
Big ''O'' notation is a mathematical notation that describes the limiting behavior of a function when the argument tends towards a particular value or infinity. Big O is a member of a family of notations invented by Paul Bachmann, Edmund Landau, and others, collectively called Bachmann–Landau notation or asymptotic notation. The letter O was chosen by Bachmann to stand for ''Ordnung'', meaning the order of approximation. In computer science, big O notation is used to classify algorithms according to how their run time or space requirements grow as the input size grows. In analytic number theory, big O notation is often used to express a bound on the difference between an arithmetical function and a better understood approximation; a famous example of such a difference is the remainder term in the prime number theorem. Big O notation is also used in many other fields to provide similar estimates. Big O notation characterizes functions according to their growth rates: d ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Newton's Method
In numerical analysis, Newton's method, also known as the Newton–Raphson method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valued function. The most basic version starts with a single-variable function defined for a real variable , the function's derivative , and an initial guess for a root of . If the function satisfies sufficient assumptions and the initial guess is close, then :x_ = x_0 - \frac is a better approximation of the root than . Geometrically, is the intersection of the -axis and the tangent of the graph of at : that is, the improved guess is the unique root of the linear approximation at the initial point. The process is repeated as :x_ = x_n - \frac until a sufficiently precise value is reached. This algorithm is first in the class of Householder's methods, succeeded by Halley's method. The method can also be extended to complex functions an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Nonlinear
In mathematics and science, a nonlinear system is a system in which the change of the output is not proportional to the change of the input. Nonlinear problems are of interest to engineers, biologists, physicists, mathematicians, and many other scientists because most systems are inherently nonlinear in nature. Nonlinear dynamical systems, describing changes in variables over time, may appear chaotic, unpredictable, or counterintuitive, contrasting with much simpler linear systems. Typically, the behavior of a nonlinear system is described in mathematics by a nonlinear system of equations, which is a set of simultaneous equations in which the unknowns (or the unknown functions in the case of differential equations) appear as variables of a polynomial of degree higher than one or in the argument of a function which is not a polynomial of degree one. In other words, in a nonlinear system of equations, the equation(s) to be solved cannot be written as a linear combination of the un ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
