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LDU Decomposition
In numerical analysis and linear algebra, lower–upper (LU) decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix (see matrix decomposition). The product sometimes includes a permutation matrix as well. LU decomposition can be viewed as the matrix form of Gaussian elimination. Computers usually solve square systems of linear equations using LU decomposition, and it is also a key step when inverting a matrix or computing the determinant of a matrix. The LU decomposition was introduced by the Polish mathematician Tadeusz Banachiewicz in 1938. Definitions Let ''A'' be a square matrix. An LU factorization refers to the factorization of ''A'', with proper row and/or column orderings or permutations, into two factors – a lower triangular matrix ''L'' and an upper triangular matrix ''U'': : A = LU. In the lower triangular matrix all elements above the diagonal are zero, in the upper triangular matrix, all the el ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Numerical Analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis, and stochastic differential equations and Markov chains for simulating living cells in medicine a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
If And Only If
In logic and related fields such as mathematics and philosophy, "if and only if" (shortened as "iff") is a biconditional logical connective between statements, where either both statements are true or both are false. The connective is biconditional (a statement of material equivalence), and can be likened to the standard material conditional ("only if", equal to "if ... then") combined with its reverse ("if"); hence the name. The result is that the truth of either one of the connected statements requires the truth of the other (i.e. either both statements are true, or both are false), though it is controversial whether the connective thus defined is properly rendered by the English "if and only if"—with its pre-existing meaning. For example, ''P if and only if Q'' means that ''P'' is true whenever ''Q'' is true, and the only case in which ''P'' is true is if ''Q'' is also true, whereas in the case of ''P if Q'', there could be other scenarios where ''P'' is true and ''Q' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Crout Matrix Decomposition
In linear algebra, the Crout matrix decomposition is an LU decomposition which decomposes a matrix into a lower triangular matrix (L), an upper triangular matrix (U) and, although not always needed, a permutation matrix (P). It was developed by Prescott Durand Crout. The Crout matrix decomposition algorithm differs slightly from the Doolittle method. Doolittle's method returns a unit lower triangular matrix and an upper triangular matrix, while the Crout method returns a lower triangular matrix and a unit upper triangular matrix. So, if a matrix decomposition of a matrix A is such that: :A = LDU being L a unit lower triangular matrix, D a diagonal matrix and U a unit upper triangular matrix, then Doolittle's method produces :A = L(DU) and Crout's method produces :A = (LD)U. Implementations C implementation: void crout(double const **A, double **L, double **U, int n) Octave/Matlab implementation: function , U= LUdecompCrout(A) , C The com ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Transpose
In linear algebra, the transpose of a matrix is an operator which flips a matrix over its diagonal; that is, it switches the row and column indices of the matrix by producing another matrix, often denoted by (among other notations). The transpose of a matrix was introduced in 1858 by the British mathematician Arthur Cayley. In the case of a logical matrix representing a binary relation R, the transpose corresponds to the converse relation RT. Transpose of a matrix Definition The transpose of a matrix , denoted by , , , A^, , , or , may be constructed by any one of the following methods: # Reflect over its main diagonal (which runs from top-left to bottom-right) to obtain #Write the rows of as the columns of #Write the columns of as the rows of Formally, the -th row, -th column element of is the -th row, -th column element of : :\left mathbf^\operatorname\right = \left mathbf\right. If is an matrix, then is an matrix. In the case of square matrices, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lower Triangular
In mathematics, a triangular matrix is a special kind of square matrix. A square matrix is called if all the entries ''above'' the main diagonal are zero. Similarly, a square matrix is called if all the entries ''below'' the main diagonal are zero. Because matrix equations with triangular matrices are easier to solve, they are very important in numerical analysis. By the LU decomposition algorithm, an invertible matrix may be written as the product of a lower triangular matrix ''L'' and an upper triangular matrix ''U'' if and only if all its leading principal minors are non-zero. Description A matrix of the form :L = \begin \ell_ & & & & 0 \\ \ell_ & \ell_ & & & \\ \ell_ & \ell_ & \ddots & & \\ \vdots & \vdots & \ddots & \ddots & \\ \ell_ & \ell_ & \ldots & \ell_ & \ell_ \end is called a lower triangular matrix or left triangular matrix, and a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Upper-triangular
In mathematics, a triangular matrix is a special kind of square matrix. A square matrix is called if all the entries ''above'' the main diagonal are zero. Similarly, a square matrix is called if all the entries ''below'' the main diagonal are zero. Because matrix equations with triangular matrices are easier to solve, they are very important in numerical analysis. By the LU decomposition algorithm, an invertible matrix may be written as the product of a lower triangular matrix ''L'' and an upper triangular matrix ''U'' if and only if all its leading principal minors are non-zero. Description A matrix of the form :L = \begin \ell_ & & & & 0 \\ \ell_ & \ell_ & & & \\ \ell_ & \ell_ & \ddots & & \\ \vdots & \vdots & \ddots & \ddots & \\ \ell_ & \ell_ & \ldots & \ell_ & \ell_ \end is called a lower triangular matrix or left triangular matrix, and a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Main Diagonal
In linear algebra, the main diagonal (sometimes principal diagonal, primary diagonal, leading diagonal, major diagonal, or good diagonal) of a matrix A is the list of entries a_ where i = j. All off-diagonal elements are zero in a diagonal matrix. The following four matrices have their main diagonals indicated by red ones: :\begin \color & 0 & 0\\ 0 & \color & 0\\ 0 & 0 & \color\end \qquad \begin \color & 0 & 0 & 0 \\ 0 & \color & 0 & 0 \\ 0 & 0 & \color & 0 \end \qquad \begin \color & 0 & 0 \\ 0 & \color & 0 \\ 0 & 0 & \color \\ 0 & 0 & 0 \end \qquad \begin \color & 0 & 0 & 0 \\ 0 & \color & 0 & 0 \\ 0 & 0 &\color & 0 \\ 0 & 0 & 0 & \color \end \qquad Antidiagonal The antidiagonal (sometimes counter diagonal, secondary diagonal, trailing diagonal, minor diagonal, off diagonal, or bad diagonal) of an order N square matrix In mathematics, a square matrix is a matrix with the same number of rows and columns. An ''n''-by-''n'' matrix is known as a square matrix of order A ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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. T ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Computational Complexity
In computer science, the computational complexity or simply complexity of an algorithm is the amount of resources required to run it. Particular focus is given to computation time (generally measured by the number of needed elementary operations) and memory storage requirements. The complexity of a problem is the complexity of the best algorithms that allow solving the problem. The study of the complexity of explicitly given algorithms is called analysis of algorithms, while the study of the complexity of problems is called computational complexity theory. Both areas are highly related, as the complexity of an algorithm is always an upper bound on the complexity of the problem solved by this algorithm. Moreover, for designing efficient algorithms, it is often fundamental to compare the complexity of a specific algorithm to the complexity of the problem to be solved. Also, in most cases, the only thing that is known about the complexity of a problem is that it is lower than the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Numerical Stability
In the mathematical subfield of numerical analysis, numerical stability is a generally desirable property of numerical algorithms. The precise definition of stability depends on the context. One is numerical linear algebra and the other is algorithms for solving ordinary and partial differential equations by discrete approximation. In numerical linear algebra, the principal concern is instabilities caused by proximity to singularities of various kinds, such as very small or nearly colliding eigenvalues. On the other hand, in numerical algorithms for differential equations the concern is the growth of round-off errors and/or small fluctuations in initial data which might cause a large deviation of final answer from the exact solution. Some numerical algorithms may damp out the small fluctuations (errors) in the input data; others might magnify such errors. Calculations that can be proven not to magnify approximation errors are called ''numerically stable''. One of the common tas ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cholesky Decomposition
In linear algebra, the Cholesky decomposition or Cholesky factorization (pronounced ) is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions, e.g., Monte Carlo simulations. It was discovered by André-Louis Cholesky for real matrices, and posthumously published in 1924. When it is applicable, the Cholesky decomposition is roughly twice as efficient as the LU decomposition for solving systems of linear equations. Statement The Cholesky decomposition of a Hermitian positive-definite matrix A, is a decomposition of the form : \mathbf = \mathbf^*, where L is a lower triangular matrix with real and positive diagonal entries, and L* denotes the conjugate transpose of L. Every Hermitian positive-definite matrix (and thus also every real-valued symmetric positive-definite matrix) has a unique Cholesky decomposition. The converse holds trivially: if A can ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Conjugate Transpose
In mathematics, the conjugate transpose, also known as the Hermitian transpose, of an m \times n complex matrix \boldsymbol is an n \times m matrix obtained by transposing \boldsymbol and applying complex conjugate on each entry (the complex conjugate of a+ib being a-ib, for real numbers a and b). It is often denoted as \boldsymbol^\mathrm or \boldsymbol^* or \boldsymbol'. H. W. Turnbull, A. C. Aitken, "An Introduction to the Theory of Canonical Matrices," 1932. For real matrices, the conjugate transpose is just the transpose, \boldsymbol^\mathrm = \boldsymbol^\mathsf. Definition The conjugate transpose of an m \times n matrix \boldsymbol is formally defined by where the subscript ij denotes the (i,j)-th entry, for 1 \le i \le n and 1 \le j \le m, and the overbar denotes a scalar complex conjugate. This definition can also be written as :\boldsymbol^\mathrm = \left(\overline\right)^\mathsf = \overline where \boldsymbol^\mathsf denotes the transpose and \overline denotes ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
