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Rayleigh–Ritz Method
The Rayleigh–Ritz method is a direct numerical method of approximating eigenvalues, originated in the context of solving physical boundary value problems and named after Lord Rayleigh and Walther Ritz. The name Rayleigh–Ritz is being debated vs. the Ritz method after Walther Ritz, since the numerical procedure has been published by Walther Ritz in 1908-1909. According to, Lord Rayleigh wrote a paper congratulating Ritz on his work in 1911, but stating that he himself had used Ritz's method in many places in his book and in another publication. This statement, although later disputed, and the fact that the method in the trivial case of a single vector results in the Rayleigh quotient make the arguable misnomer persist. According to, citing Richard Courant, both Lord Rayleigh and Walther Ritz independently conceived the idea of utilizing the equivalence between boundary value problems of partial differential equations on the one hand and problems of the calculus of variati ...
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Eigenvalues And Eigenvectors
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 roo ...
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Hamiltonian (quantum Mechanics)
Hamiltonian may refer to: * Hamiltonian mechanics, a function that represents the total energy of a system * Hamiltonian (quantum mechanics), an operator corresponding to the total energy of that system ** Dyall Hamiltonian, a modified Hamiltonian with two-electron nature ** Molecular Hamiltonian, the Hamiltonian operator representing the energy of the electrons and nuclei in a molecule * Hamiltonian (control theory), a function used to solve a problem of optimal control for a dynamical system * Hamiltonian path, a path in a graph that visits each vertex exactly once * Hamiltonian group, a non-abelian group the subgroups of which are all normal * Hamiltonian economic program, the economic policies advocated by Alexander Hamilton, the first United States Secretary of the Treasury See also * Alexander Hamilton (1755 or 1757–1804), American statesman and one of the Founding Fathers of the US * Hamilton (other) Hamilton may refer to: People * Hamilton (name), a com ...
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Arnoldi Iteration
In numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of an iterative method. Arnoldi finds an approximation to the eigenvalues and eigenvectors of general (possibly non- Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse matrices. The Arnoldi method belongs to a class of linear algebra algorithms that give a partial result after a small number of iterations, in contrast to so-called ''direct methods'' which must complete to give any useful results (see for example, Householder transformation). The partial result in this case being the first few vectors of the basis the algorithm is building. When applied to Hermitian matrices it reduces to the Lanczos algorithm. The Arnoldi iteration was invented by W. E. Arnoldi in 1951. Krylov subspaces and the power iteration An intuitive method for finding the largest (in absolute value) ei ...
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LOBPCG
Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is a matrix-free method for finding the largest (or smallest) eigenvalues and the corresponding eigenvectors of a symmetric generalized eigenvalue problem :A x= \lambda B x, for a given pair (A, B) of complex Hermitian or real symmetric matrices, where the matrix B is also assumed positive-definite. Background Kantorovich in 1948 proposed calculating the smallest eigenvalue \lambda_1 of a symmetric matrix A by steepest descent using a direction r = Ax-\lambda (x) x of a scaled gradient of a Rayleigh quotient \lambda(x) = (x, Ax)/(x, x) in a scalar product (x, y) = x'y, with the step size computed by minimizing the Rayleigh quotient in the linear span of the vectors x and w, i.e. in a locally optimal manner. Samokish proposed applying a preconditioner T to the residual vector r to generate the preconditioned direction w = T r and derived asymptotic, as x approaches the eigenvector, convergence rate bounds. D'yakonov ...
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Singular Value Decomposition
In linear algebra, the singular value decomposition (SVD) is a factorization of a real or complex matrix. It generalizes the eigendecomposition of a square normal matrix with an orthonormal eigenbasis to any \ m \times n\ matrix. It is related to the polar decomposition. Specifically, the singular value decomposition of an \ m \times n\ complex matrix is a factorization of the form \ \mathbf = \mathbf\ , where is an \ m \times m\ complex unitary matrix, \ \mathbf\ is an \ m \times n\ rectangular diagonal matrix with non-negative real numbers on the diagonal, is an n \times n complex unitary matrix, and \ \mathbf\ is the conjugate transpose of . Such decomposition always exists for any complex matrix. If is real, then and can be guaranteed to be real orthogonal matrices; in such contexts, the SVD is often denoted \ \mathbf^\mathsf\ . The diagonal entries \ \sigma_i = \Sigma_\ of \ \mathbf\ are uniquely determined by and are known as the singular values ...
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Column Space
In linear algebra, the column space (also called the range or image) of a matrix ''A'' is the span (set of all possible linear combinations) of its column vectors. The column space of a matrix is the image or range of the corresponding matrix transformation. Let \mathbb be a field. The column space of an matrix with components from \mathbb is a linear subspace of the ''m''-space \mathbb^m. The dimension of the column space is called the rank of the matrix and is at most .Linear algebra, as discussed in this article, is a very well established mathematical discipline for which there are many sources. Almost all of the material in this article can be found in Lay 2005, Meyer 2001, and Strang 2005. A definition for matrices over a ring \mathbb is also possible. The row space is defined similarly. The row space and the column space of a matrix are sometimes denoted as and respectively. This article considers matrices of real numbers. The row and column spaces are ...
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Hermitian Matrix
In mathematics, a Hermitian matrix (or self-adjoint matrix) is a complex square matrix that is equal to its own conjugate transpose—that is, the element in the -th row and -th column is equal to the complex conjugate of the element in the -th row and -th column, for all indices and : or in matrix form: A \text \quad \iff \quad A = \overline . Hermitian matrices can be understood as the complex extension of real symmetric matrices. If the conjugate transpose of a matrix A is denoted by A^\mathsf, then the Hermitian property can be written concisely as Hermitian matrices are named after Charles Hermite, who demonstrated in 1855 that matrices of this form share a property with real symmetric matrices of always having real eigenvalues. Other, equivalent notations in common use are A^\mathsf = A^\dagger = A^\ast, although note that in quantum mechanics, A^\ast typically means the complex conjugate only, and not the conjugate transpose. Alternative characterizations H ...
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Orthonormal
In linear algebra, two vectors in an inner product space are orthonormal if they are orthogonal (or perpendicular along a line) unit vectors. A set of vectors form an orthonormal set if all vectors in the set are mutually orthogonal and all of unit length. An orthonormal set which forms a basis is called an orthonormal basis. Intuitive overview The construction of orthogonality of vectors is motivated by a desire to extend the intuitive notion of perpendicular vectors to higher-dimensional spaces. In the Cartesian plane, two vectors are said to be ''perpendicular'' if the angle between them is 90° (i.e. if they form a right angle). This definition can be formalized in Cartesian space by defining the dot product and specifying that two vectors in the plane are orthogonal if their dot product is zero. Similarly, the construction of the norm of a vector is motivated by a desire to extend the intuitive notion of the length of a vector to higher-dimensional spaces. In ...
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Resonance
Resonance describes the phenomenon of increased amplitude that occurs when the frequency of an applied periodic force (or a Fourier component of it) is equal or close to a natural frequency of the system on which it acts. When an oscillating force is applied at a resonant frequency of a dynamic system, the system will oscillate at a higher amplitude than when the same force is applied at other, non-resonant frequencies. Frequencies at which the response amplitude is a relative maximum are also known as resonant frequencies or resonance frequencies of the system. Small periodic forces that are near a resonant frequency of the system have the ability to produce large amplitude oscillations in the system due to the storage of vibrational energy. Resonance phenomena occur with all types of vibrations or waves: there is mechanical resonance, orbital resonance, acoustic resonance, electromagnetic resonance, nuclear magnetic resonance (NMR), electron spin resonance (E ...
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Normal Mode
A normal mode of a dynamical system is a pattern of motion in which all parts of the system move sinusoidally with the same frequency and with a fixed phase relation. The free motion described by the normal modes takes place at fixed frequencies. These fixed frequencies of the normal modes of a system are known as its natural frequencies or resonant frequencies. A physical object, such as a building, bridge, or molecule, has a set of normal modes and their natural frequencies that depend on its structure, materials and boundary conditions. The most general motion of a system is a superposition of its normal modes. The modes are normal in the sense that they can move independently, that is to say that an excitation of one mode will never cause motion of a different mode. In mathematical terms, normal modes are orthogonal to each other. General definitions Mode In the wave theory of physics and engineering, a mode in a dynamical system is a standing wave state of exci ...
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Finite Element Method
The finite element method (FEM) is a popular method for numerically solving differential equations arising in engineering and mathematical modeling. Typical problem areas of interest include the traditional fields of structural analysis, heat transfer, fluid flow, mass transport, and electromagnetic potential. The FEM is a general numerical method for solving partial differential equations in two or three space variables (i.e., some boundary value problems). To solve a problem, the FEM subdivides a large system into smaller, simpler parts that are called finite elements. This is achieved by a particular space discretization in the space dimensions, which is implemented by the construction of a mesh of the object: the numerical domain for the solution, which has a finite number of points. The finite element method formulation of a boundary value problem finally results in a system of algebraic equations. The method approximates the unknown function over the domain. The simpl ...
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Ansatz
In physics and mathematics, an ansatz (; , meaning: "initial placement of a tool at a work piece", plural Ansätze ; ) is an educated guess or an additional assumption made to help solve a problem, and which may later be verified to be part of the solution by its results. Use An ansatz is the establishment of the starting equation(s), the theorem(s), or the value(s) describing a mathematical or physical problem or solution. It typically provides an initial estimate or framework to the solution of a mathematical problem, and can also take into consideration the boundary conditions (in fact, an ansatz is sometimes thought of as a "trial answer" and an important technique in solving differential equations). After an ansatz, which constitutes nothing more than an assumption, has been established, the equations are solved more precisely for the general function of interest, which then constitutes a confirmation of the assumption. In essence, an ansatz makes assumptions about the form o ...
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