QR Algorithm
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QR Algorithm
In numerical linear algebra, the QR algorithm or QR iteration is an eigenvalue algorithm: that is, a procedure to calculate the eigenvalues and eigenvectors of a matrix. The QR algorithm was developed in the late 1950s by John G. F. Francis and by Vera N. Kublanovskaya, working independently. The basic idea is to perform a QR decomposition, writing the matrix as a product of an orthogonal matrix and an upper triangular matrix, multiply the factors in the reverse order, and iterate. The practical QR algorithm Formally, let ''A'' be a real matrix of which we want to compute the eigenvalues, and let ''A''0:=''A''. At the ''k''-th step (starting with ''k'' = 0), we compute the QR decomposition ''A''''k''=''Q''''k''''R''''k'' where ''Q''''k'' is an orthogonal matrix (i.e., ''Q''''T'' = ''Q''−1) and ''R''''k'' is an upper triangular matrix. We then form ''A''''k''+1 = ''R''''k''''Q''''k''. Note that : A_ = R_k Q_k = Q_k^ Q_k R_k Q_k = Q_k^ A_k Q_k = Q_k^ A_k Q_k, so all the ''A''''k ...
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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 sciences ar ...
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Tridiagonal Matrix
In linear algebra, a tridiagonal matrix is a band matrix that has nonzero elements only on the main diagonal, the subdiagonal/lower diagonal (the first diagonal below this), and the supradiagonal/upper diagonal (the first diagonal above the main diagonal). For example, the following matrix is tridiagonal: :\begin 1 & 4 & 0 & 0 \\ 3 & 4 & 1 & 0 \\ 0 & 2 & 3 & 4 \\ 0 & 0 & 1 & 3 \\ \end. The determinant of a tridiagonal matrix is given by the ''continuant'' of its elements. An orthogonal transformation of a symmetric (or Hermitian) matrix to tridiagonal form can be done with the Lanczos algorithm. Properties A tridiagonal matrix is a matrix that is both upper and lower Hessenberg matrix. In particular, a tridiagonal matrix is a direct sum of ''p'' 1-by-1 and ''q'' 2-by-2 matrices such that — the dimension of the tridiagonal. Although a general tridiagonal matrix is not necessarily symmetric or Hermitian, many of those that arise when solving linear algebra problems have one of th ...
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Power Iteration
In mathematics, power iteration (also known as the power method) is an eigenvalue algorithm: given a diagonalizable matrix (mathematics), matrix A, the algorithm will produce a number \lambda, which is the greatest (in absolute value) eigenvalue of A, and a nonzero vector v, which is a corresponding eigenvector of \lambda, that is, Av = \lambda v. The algorithm is also known as the Von Mises iteration.Richard von Mises and H. Pollaczek-Geiringer, ''Praktische Verfahren der Gleichungsauflösung'', ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik 9, 152-164 (1929). Power iteration is a very simple algorithm, but it may converge slowly. The most time-consuming operation of the algorithm is the multiplication of matrix A by a vector, so it is effective for a very large sparse matrix with appropriate implementation. The method The power iteration algorithm starts with a vector b_0, which may be an approximation to the dominant eigenvector or a random vector. The method is de ...
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Charles F
Charles is a masculine given name predominantly found in English and French speaking countries. It is from the French form ''Charles'' of the Proto-Germanic name (in runic alphabet) or ''*karilaz'' (in Latin alphabet), whose meaning was "free man". The Old English descendant of this word was '' Ċearl'' or ''Ċeorl'', as the name of King Cearl of Mercia, that disappeared after the Norman conquest of England. The name was notably borne by Charlemagne (Charles the Great), and was at the time Latinized as ''Karolus'' (as in ''Vita Karoli Magni''), later also as '' Carolus''. Some Germanic languages, for example Dutch and German, have retained the word in two separate senses. In the particular case of Dutch, ''Karel'' refers to the given name, whereas the noun ''kerel'' means "a bloke, fellow, man". Etymology The name's etymology is a Common Germanic noun ''*karilaz'' meaning "free man", which survives in English as churl (< Old English ''ċeorl''), which developed its depr ...
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Gene H
In biology, the word gene (from , ; "...Wilhelm Johannsen coined the word gene to describe the Mendelian units of heredity..." meaning ''generation'' or ''birth'' or ''gender'') can have several different meanings. The Mendelian gene is a basic unit of heredity and the molecular gene is a sequence of nucleotides in DNA that is transcribed to produce a functional RNA. There are two types of molecular genes: protein-coding genes and noncoding genes. During gene expression, the DNA is first copied into RNA. The RNA can be directly functional or be the intermediate template for a protein that performs a function. The transmission of genes to an organism's offspring is the basis of the inheritance of phenotypic traits. These genes make up different DNA sequences called genotypes. Genotypes along with environmental and developmental factors determine what the phenotypes will be. Most biological traits are under the influence of polygenes (many different genes) as well as gene– ...
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Eigenbasis
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted by \lambda, is the factor by which the eigenvector is scaled. Geometrically, an eigenvector, corresponding to a real nonzero eigenvalue, points in a direction in which it is stretched by the transformation and the eigenvalue is the factor by which it is stretched. If the eigenvalue is negative, the direction is reversed. Loosely speaking, in a multidimensional vector space, the eigenvector is not rotated. Formal definition If is a linear transformation from a vector space over a field into itself and is a nonzero vector in , then is an eigenvector of if is a scalar multiple of . This can be written as T(\mathbf) = \lambda \mathbf, where is a scalar in , known as the eigenvalue, characteristic value, or characteristic root ass ...
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Eigendecomposition Of A Matrix
In linear algebra, eigendecomposition is the Matrix factorization, factorization of a matrix (mathematics), matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues and eigenvectors. Only diagonalizable matrix, diagonalizable matrices can be factorized in this way. When the matrix being factorized is a normal matrix, normal or real symmetric matrix, the decomposition is called "spectral decomposition", derived from the spectral theorem. Fundamental theory of matrix eigenvectors and eigenvalues A (nonzero) vector of dimension is an eigenvector of a square matrix if it satisfies a linear equation of the form :\mathbf \mathbf = \lambda \mathbf for some scalar . Then is called the eigenvalue corresponding to . Geometrically speaking, the eigenvectors of are the vectors that merely elongates or shrinks, and the amount that they elongate/shrink by is the eigenvalue. The above equation is called the eigenvalue equation or the eigenvalue probl ...
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Computable Analysis
In mathematics and computer science, computable analysis is the study of mathematical analysis from the perspective of computability theory. It is concerned with the parts of real analysis and functional analysis that can be carried out in a computable manner. The field is closely related to constructive analysis and numerical analysis. A notable result is that integration (in the sense of the Riemann integral) is computable. This might be considered surprising as an integral is (loosely speaking) an infinite sum. While this result could be explained by the fact that every computable function from \mathbb ,1/math> to \mathbb R is uniformly continuous, the notable thing is that the modulus of continuity can always be computed without being explicitly given. A similarly surprising fact is that differentiation of complex functions is also computable, while the same result is ''false'' for real functions. The above motivating results have no counterpart in Bishop's constructive an ...
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Qr Lr Eigenvalue Clash
QR may refer to: Arts and entertainment * Nippon Cultural Broadcasting (from call sign JOQR), a Tokyo radio station * Queen's Radio, a student radio station at Queen's University Belfast * Quiet Riot, an American rock band Businesses * Qatar Airways (IATA code) * Queensland Rail, a company responsible for the railway system in Queensland, Australia * Quintana Roo (company), a triathlon-specific wetsuit and bicycle company Places * Quintana Roo, a state of Mexico * Karakalpakstan (Qoraqalpog'iston Respublikasi), Uzbekistan (ISO 3166-2 subcode UZ-QR) Science and technology * QR code (Quick Response code), a two-dimensional code * ATCvet code QR ''Respiratory system'', a section of the Anatomical Therapeutic Chemical Classification System for veterinary medicinal products * DICOM Q/R, DICOM Query / Retrieve * Nissan QR engine Mathematics * QR decomposition, a decomposition of a matrix * QR algorithm, an eigenvalue algorithm using QR decomposition * Quadratic reciprocity, a th ...
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Fixed-point Iteration
In numerical analysis, fixed-point iteration is a method of computing fixed points of a function. More specifically, given a function f defined on the real numbers with real values and given a point x_0 in the domain of f, the fixed-point iteration is :x_=f(x_n), \, n=0, 1, 2, \dots which gives rise to the sequence x_0, x_1, x_2, \dots of iterated function applications x_0, f(x_0), f(f(x_0)), \dots which is hoped to converge to a point x_. If f is continuous, then one can prove that the obtained x_ is a fixed point of f, i.e., :f(x_)=x_ . More generally, the function f can be defined on any metric space with values in that same space. Examples * A first simple and useful example is the Babylonian method for computing the square root of ''a''>0, which consists in taking f(x)=\frac 12\left(\frac ax + x\right), i.e. the mean value of ''x'' and ''a/x'', to approach the limit x = \sqrt a (from whatever starting point x_0 \gg 0 ). This is a special case of Newton's method quoted b ...
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Fixed Point (mathematics)
A fixed point (sometimes shortened to fixpoint, also known as an invariant point) is a value that does not change under a given transformation. Specifically, in mathematics, a fixed point of a function is an element that is mapped to itself by the function. In physics, the term fixed point can refer to a temperature that can be used as a reproducible reference point, usually defined by a phase change or triple point. Fixed point of a function Formally, is a fixed point of a function if belongs to both the domain and the codomain of , and . For example, if is defined on the real numbers by f(x) = x^2 - 3 x + 4, then 2 is a fixed point of , because . Not all functions have fixed points: for example, , has no fixed points, since is never equal to for any real number. In graphical terms, a fixed point means the point is on the line , or in other words the graph of has a point in common with that line. Fixed-point iteration In numerical analysis, ''fixed-point iter ...
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Semi-major And Semi-minor Axes
In geometry, the major axis of an ellipse is its longest diameter: a line segment that runs through the center and both foci, with ends at the two most widely separated points of the perimeter. The semi-major axis (major semiaxis) is the longest semidiameter or one half of the major axis, and thus runs from the centre, through a focus, and to the perimeter. The semi-minor axis (minor semiaxis) of an ellipse or hyperbola is a line segment that is at right angles with the semi-major axis and has one end at the center of the conic section. For the special case of a circle, the lengths of the semi-axes are both equal to the radius of the circle. The length of the semi-major axis of an ellipse is related to the semi-minor axis's length through the eccentricity and the semi-latus rectum \ell, as follows: The semi-major axis of a hyperbola is, depending on the convention, plus or minus one half of the distance between the two branches. Thus it is the distance from the center t ...
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