Jacobi Transformation
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Jacobi Transformation
In numerical linear algebra, the Jacobi eigenvalue algorithm is an iterative method for the calculation of the eigenvalues and eigenvectors of a real number, real symmetric matrix (a process known as Matrix diagonalization#Diagonalization, diagonalization). It is named after Carl Gustav Jacob Jacobi, who first proposed the method in 1846, but only became widely used in the 1950s with the advent of computers. This algorithm is inherently a dense matrix algorithm: it draws little or no advantage from being applied to a sparse matrix, and it will destroy sparseness by creating fill-in. Similarly, it will not preserve structures such as being band matrix, banded of the matrix on which it operates. Description Let S be a symmetric matrix, and G=G(i,j,\theta) be a Givens rotation, Givens rotation matrix. Then: :S'=G^\top S G \, is symmetric and similar (linear algebra), similar to S. Furthermore, S^\prime has entries: :\begin S'_ &= c^2\, S_ - 2\, s c \,S_ + s^2\, S_ \\ S'_ ...
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Numerical Linear Algebra
Numerical linear algebra, sometimes called applied linear algebra, is the study of how matrix operations can be used to create computer algorithms which efficiently and accurately provide approximate answers to questions in continuous mathematics. It is a subfield of numerical analysis, and a type of linear algebra. Computers use floating-point arithmetic and cannot exactly represent irrational data, so when a computer algorithm is applied to a matrix of data, it can sometimes increase the difference between a number stored in the computer and the true number that it is an approximation of. Numerical linear algebra uses properties of vectors and matrices to develop computer algorithms that minimize the error introduced by the computer, and is also concerned with ensuring that the algorithm is as efficient as possible. Numerical linear algebra aims to solve problems of continuous mathematics using finite precision computers, so its applications to the natural and social scienc ...
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Pivot Element
The pivot or pivot element is the element of a matrix, or an array, which is selected first by an algorithm (e.g. Gaussian elimination, simplex algorithm, etc.), to do certain calculations. In the case of matrix algorithms, a pivot entry is usually required to be at least distinct from zero, and often distant from it; in this case finding this element is called pivoting. Pivoting may be followed by an interchange of rows or columns to bring the pivot to a fixed position and allow the algorithm to proceed successfully, and possibly to reduce round-off error. It is often used for verifying row echelon form. Pivoting might be thought of as swapping or sorting rows or columns in a matrix, and thus it can be represented as multiplication by permutation matrices. However, algorithms rarely move the matrix elements because this would cost too much time; instead, they just keep track of the permutations. Overall, pivoting adds more operations to the computational cost of an algorithm. ...
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Mathematics Of Computation
''Mathematics of Computation'' is a bimonthly mathematics journal focused on computational mathematics. It was established in 1943 as ''Mathematical Tables and Other Aids to Computation'', obtaining its current name in 1960. Articles older than five years are available electronically free of charge. Abstracting and indexing The journal is abstracted and indexed in Mathematical Reviews, Zentralblatt MATH, Science Citation Index, CompuMath Citation Index, and Current Contents/Physical, Chemical & Earth Sciences. According to the '' Journal Citation Reports'', the journal has a 2020 impact factor of 2.417. References External links * Delayed open access journals English-language journals Mathematics journals Academic journals established in 1943 American Mathematical Society academic journals Bimonthly journals {{math-journal-stub ...
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Round-off Error
In computing, a roundoff error, also called rounding error, is the difference between the result produced by a given algorithm using exact arithmetic and the result produced by the same algorithm using finite-precision, rounded arithmetic. Rounding errors are due to inexactness in the representation of real numbers and the arithmetic operations done with them. This is a form of quantization error. When using approximation equations or algorithms, especially when using finitely many digits to represent real numbers (which in theory have infinitely many digits), one of the goals of numerical analysis is to estimate computation errors. Computation errors, also called numerical errors, include both truncation errors and roundoff errors. When a sequence of calculations with an input involving any roundoff error are made, errors may accumulate, sometimes dominating the calculation. In ill-conditioned problems, significant error may accumulate. In short, there are two major facets ...
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Jacobi Method For Complex Hermitian Matrices
In mathematics, the Jacobi method for complex Hermitian matrices is a generalization of the Jacobi iteration method. The Jacobi iteration method is also explained in "Introduction to Linear Algebra" by . Derivation The complex unitary rotation matrices ''R''''pq'' can be used for Jacobi iteration of complex Hermitian matrices in order to find a numerical estimation of their eigenvectors and eigenvalues simultaneously. Similar to the Givens rotation matrices, ''R''''pq'' are defined as: : \begin (R_)_ & = \delta_ & \qquad m,n \ne p,q, \\0pt(R_)_ & = \frac e^, \\0pt(R_)_ & = \frac e^, \\0pt(R_)_ & = \frac e^, \\0pt(R_)_ & = \frac e^ \end Each rotation matrix, ''R''''pq'', will modify only the ''p''th and ''q''th rows or columns of a matrix ''M'' if it is applied from left or right, respectively: : \begin (R_ M)_ & = \begin M_ & m \ne p,q \\ pt\frac (M_ e^ - M_ e^) & m = p \\ pt\frac (M_ e^ + M_ e^) & m = q \end \\ pt(MR_^\dagger)_ & = \begin M_ & n \ne p,q \\ \frac (M_ e ...
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Julia (programming Language)
Julia is a high-level programming language, high-level, general-purpose programming language, general-purpose dynamic programming language, dynamic programming language, designed to be fast and productive, for e.g. data science, artificial intelligence, machine learning, modeling and simulation, most commonly used for numerical analysis and computational science. Distinctive aspects of Julia's design include a type system with parametric polymorphism and the use of multiple dispatch as a core programming paradigm, a default just-in-time compilation, just-in-time (JIT) compiler (with support for ahead-of-time compilation) and an tracing garbage collection, efficient (multi-threaded) garbage collection implementation. Notably Julia does not support classes with encapsulated methods and instead it relies on structs with generic methods/functions not tied to them. By default, Julia is run similarly to scripting languages, using its runtime, and allows for read–eval–print loop, i ...
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Hilbert Matrix
In linear algebra, a Hilbert matrix, introduced by , is a square matrix with entries being the unit fractions : H_ = \frac. For example, this is the 5 × 5 Hilbert matrix: : H = \begin 1 & \frac & \frac & \frac & \frac \\ \frac & \frac & \frac & \frac & \frac \\ \frac & \frac & \frac & \frac & \frac \\ \frac & \frac & \frac & \frac & \frac \\ \frac & \frac & \frac & \frac & \frac \end. The entries can also be defined by the integral : H_ = \int_0^1 x^ \, dx, that is, as a Gramian matrix for powers of ''x''. It arises in the least squares approximation of arbitrary functions by polynomials. The Hilbert matrices are canonical examples of ill-conditioned matrices, being notoriously difficult to use in numerical computation. For example, the 2-norm condition number of the matrix above is about 4.8. Historical note introduced the Hilbert matrix to study the following question in approximation theory: "Assume that , is a real interval. Is it then possible to find ...
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Synchronise
Synchronization is the coordination of events to operate a system in unison. For example, the conductor of an orchestra keeps the orchestra synchronized or ''in time''. Systems that operate with all parts in synchrony are said to be synchronous or ''in sync''—and those that are not are ''asynchronous''. Today, time synchronization can occur between systems around the world through satellite navigation signals and other time and frequency transfer techniques. Navigation and railways Time-keeping and synchronization of clocks is a critical problem in long-distance ocean navigation. Before radio navigation and satellite-based navigation, navigators required accurate time in conjunction with astronomical observations to determine how far east or west their vessel traveled. The invention of an accurate marine chronometer revolutionized marine navigation. By the end of the 19th century, important ports provided time signals in the form of a signal gun, flag, or dropping time ...
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Chromatic Index
In graph theory, a proper edge coloring of a Graph (discrete mathematics), graph is an assignment of "colors" to the edges of the graph so that no two incident edges have the same color. For example, the figure to the right shows an edge coloring of a graph by the colors red, blue, and green. Edge colorings are one of several different types of graph coloring. The edge-coloring problem asks whether it is possible to color the edges of a given graph using at most different colors, for a given value of , or with the fewest possible colors. The minimum required number of colors for the edges of a given graph is called the chromatic index of the graph. For example, the edges of the graph in the illustration can be colored by three colors but cannot be colored by two colors, so the graph shown has chromatic index three. By Vizing's theorem, the number of colors needed to edge color a simple graph is either its maximum Degree (graph theory), degree or . For some graphs, such as bip ...
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Edge Colouring
In graph theory, a proper edge coloring of a graph is an assignment of "colors" to the edges of the graph so that no two incident edges have the same color. For example, the figure to the right shows an edge coloring of a graph by the colors red, blue, and green. Edge colorings are one of several different types of graph coloring. The edge-coloring problem asks whether it is possible to color the edges of a given graph using at most different colors, for a given value of , or with the fewest possible colors. The minimum required number of colors for the edges of a given graph is called the chromatic index of the graph. For example, the edges of the graph in the illustration can be colored by three colors but cannot be colored by two colors, so the graph shown has chromatic index three. By Vizing's theorem, the number of colors needed to edge color a simple graph is either its maximum degree or . For some graphs, such as bipartite graphs and high-degree planar graphs, the nu ...
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