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QR Factorization
In linear algebra, a QR decomposition, also known as a QR factorization or QU factorization, is a decomposition of a matrix ''A'' into a product ''A'' = ''QR'' of an orthogonal matrix ''Q'' and an upper triangular matrix ''R''. QR decomposition is often used to solve the linear least squares problem and is the basis for a particular eigenvalue algorithm, the QR algorithm. Cases and definitions Square matrix Any real square matrix ''A'' may be decomposed as : A = QR, where ''Q'' is an orthogonal matrix (its columns are orthogonal unit vectors meaning and ''R'' is an upper triangular matrix (also called right triangular matrix). If ''A'' is invertible, then the factorization is unique if we require the diagonal elements of ''R'' to be positive. If instead ''A'' is a complex square matrix, then there is a decomposition ''A'' = ''QR'' where ''Q'' is a unitary matrix (so If ''A'' has ''n'' linearly independent columns, then the first ''n'' columns of ''Q'' form an o ... [...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] |
Linear Span
In mathematics, the linear span (also called the linear hull or just span) of a set of vectors (from a vector space), denoted , pp. 29-30, §§ 2.5, 2.8 is defined as the set of all linear combinations of the vectors in . It can be characterized either as the intersection of all linear subspaces that contain , or as the smallest subspace containing . The linear span of a set of vectors is therefore a vector space itself. Spans can be generalized to matroids and modules. To express that a vector space is a linear span of a subset , one commonly uses the following phrases—either: spans , is a spanning set of , is spanned/generated by , or is a generator or generator set of . Definition Given a vector space over a field , the span of a set of vectors (not necessarily infinite) is defined to be the intersection of all subspaces of that contain . is referred to as the subspace ''spanned by'' , or by the vectors in . Conversely, is called a ''spanning set'' of , and we ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Floating-point Arithmetic
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] |
Hyperplane
In geometry, a hyperplane is a subspace whose dimension is one less than that of its ''ambient space''. For example, if a space is 3-dimensional then its hyperplanes are the 2-dimensional planes, while if the space is 2-dimensional, its hyperplanes are the 1-dimensional lines. This notion can be used in any general space in which the concept of the dimension of a subspace is defined. In different settings, hyperplanes may have different properties. For instance, a hyperplane of an -dimensional affine space is a flat subset with dimension and it separates the space into two half spaces. While a hyperplane of an -dimensional projective space does not have this property. The difference in dimension between a subspace and its ambient space is known as the codimension of with respect to . Therefore, a necessary and sufficient condition for to be a hyperplane in is for to have codimension one in . Technical description In geometry, a hyperplane of an ''n''-dimensi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Plane (mathematics)
In mathematics, a plane is a Euclidean space, Euclidean (flatness (mathematics), flat), two-dimensional surface (mathematics), surface that extends indefinitely. A plane is the two-dimensional analogue of a point (geometry), point (zero dimensions), a line (geometry), line (one dimension) and three-dimensional space. Planes can arise as Euclidean subspace, subspaces of some higher-dimensional space, as with one of a room's walls, infinitely extended, or they may enjoy an independent existence in their own right, as in the setting of two-dimensional Euclidean geometry. Sometimes the word ''plane'' is used more generally to describe a two-dimensional surface (mathematics), surface, for example the hyperbolic plane and elliptic plane. When working exclusively in two-dimensional Euclidean space, the definite article is used, so ''the'' plane refers to the whole space. Many fundamental tasks in mathematics, geometry, trigonometry, graph theory, and graph of a function, graphing are p ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Householder Reflection
In linear algebra, a Householder transformation (also known as a Householder reflection or elementary reflector) is a linear transformation that describes a reflection about a plane or hyperplane containing the origin. The Householder transformation was used in a 1958 paper by Alston Scott Householder. Its analogue over general inner product spaces is the Householder operator. Definition Transformation The reflection hyperplane can be defined by its ''normal vector'', a unit vector v (a vector with length 1) that is orthogonal to the hyperplane. The reflection of a point x about this hyperplane is the linear transformation: : x - 2\langle x, v\rangle v = x - 2v\left(v^\textsf x\right), where v is given as a column unit vector with Hermitian transpose v^\textsf. Householder matrix The matrix constructed from this transformation can be expressed in terms of an outer product as: : P = I - 2vv^\textsf is known as the Householder matrix, where I is the identity matrix. Proper ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Householder
Householder may refer to: *Householder, a person who is the head of a household *Householder (Buddhism), a Buddhist term most broadly referring to any layperson * Householder (surname), notable people with the surname *''The Householder'', a 1963 Indian English/Hindi language film * ''The Householder'' (novel), a 1960 novel by Ruth Prawer Jhabvala; basis for the film *Householder transformation In linear algebra, a Householder transformation (also known as a Householder reflection or elementary reflector) is a linear transformation that describes a reflection about a plane or hyperplane containing the origin. The Householder transformati ..., an algorithm in numerical linear algebra * Grihastha, the second phase of an individual's life in the Hindu ashrama system See also * Head of the household (other) {{disambiguation ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Vector Projection
The vector projection of a vector on (or onto) a nonzero vector , sometimes denoted \operatorname_\mathbf \mathbf (also known as the vector component or vector resolution of in the direction of ), is the orthogonal projection of onto a straight line parallel to . It is a vector parallel to , defined as: \mathbf_1 = a_1\mathbf where a_1 is a scalar, called the scalar projection of onto , and is the unit vector in the direction of . In turn, the scalar projection is defined as: a_1 = \left\, \mathbf\right\, \cos\theta = \mathbf\cdot\mathbf where the operator ⋅ denotes a dot product, ‖a‖ is the length of , and ''θ'' is the angle between and . Which finally gives: \mathbf_1 = \left(\mathbf \cdot \mathbf\right) \mathbf = \frac \frac = \frac = \frac ~ . The scalar projection is equal to the length of the vector projection, with a minus sign if the direction of the projection is opposite to the direction of . The vector component or vector resolute of perpendi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Inner Product
In mathematics, an inner product space (or, rarely, a Hausdorff space, Hausdorff pre-Hilbert space) is a real vector space or a complex vector space with an operation (mathematics), operation called an inner product. The inner product of two vectors in the space is a Scalar (mathematics), scalar, often denoted with angle brackets such as in \langle a, b \rangle. Inner products allow formal definitions of intuitive geometric notions, such as lengths, angles, and orthogonality (zero inner product) of vectors. Inner product spaces generalize Euclidean vector spaces, in which the inner product is the dot product or ''scalar product'' of Cartesian coordinates. Inner product spaces of infinite Dimension (vector space), dimension are widely used in functional analysis. Inner product spaces over the Field (mathematics), field of complex numbers are sometimes referred to as unitary spaces. The first usage of the concept of a vector space with an inner product is due to Giuseppe Peano, in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Givens Rotation
In numerical linear algebra, a Givens rotation is a rotation in the plane spanned by two coordinates axes. Givens rotations are named after Wallace Givens, who introduced them to numerical analysts in the 1950s while he was working at Argonne National Laboratory. Matrix representation A Givens rotation is represented by a matrix of the form :G(i, j, \theta) = \begin 1 & \cdots & 0 & \cdots & 0 & \cdots & 0 \\ \vdots & \ddots & \vdots & & \vdots & & \vdots \\ 0 & \cdots & c & \cdots & -s & \cdots & 0 \\ \vdots & & \vdots & \ddots & \vdots & & \vdots \\ 0 & \cdots & s & \cdots & c & \cdots & 0 \\ \vdots & & \vdots & & \vdots & \ddots & \vdots \\ 0 & \cdots & 0 & \cdots & 0 & \cdots & 1 \end, where and appear at the int ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Householder Transformation
In linear algebra, a Householder transformation (also known as a Householder reflection or elementary reflector) is a linear transformation that describes a reflection about a plane or hyperplane containing the origin. The Householder transformation was used in a 1958 paper by Alston Scott Householder. Its analogue over general inner product spaces is the Householder operator. Definition Transformation The reflection hyperplane can be defined by its ''normal vector'', a unit vector v (a vector with length 1) that is orthogonal to the hyperplane. The reflection of a point x about this hyperplane is the linear transformation: : x - 2\langle x, v\rangle v = x - 2v\left(v^\textsf x\right), where v is given as a column unit vector with Hermitian transpose v^\textsf. Householder matrix The matrix constructed from this transformation can be expressed in terms of an outer product as: : P = I - 2vv^\textsf is known as the Householder matrix, where I is the identity matrix. Prope ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gram–Schmidt Process
In mathematics, particularly linear algebra and numerical analysis, the Gram–Schmidt process is a method for orthonormalizing a set of vectors in an inner product space, most commonly the Euclidean space equipped with the standard inner product. The Gram–Schmidt process takes a finite, linearly independent set of vectors for and generates an orthogonal set that spans the same ''k''-dimensional subspace of R''n'' as ''S''. The method is named after Jørgen Pedersen Gram and Erhard Schmidt, but Pierre-Simon Laplace had been familiar with it before Gram and Schmidt. In the theory of Lie group decompositions it is generalized by the Iwasawa decomposition. The application of the Gram–Schmidt process to the column vectors of a full column rank matrix yields the QR decomposition (it is decomposed into an orthogonal and a triangular matrix). The Gram–Schmidt process We define the projection operator by \operatorname_ (\mathbf) = \frac , where \langle \mathbf, \mat ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
