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Determinants
In mathematics, the determinant is a scalar value that is a function of the entries of a square matrix. It characterizes some properties of the matrix and the linear map represented by the matrix. In particular, the determinant is nonzero if and only if the matrix is invertible and the linear map represented by the matrix is an isomorphism. The determinant of a product of matrices is the product of their determinants (the preceding property is a corollary of this one). The determinant of a matrix is denoted , , or . The determinant of a matrix is :\begin a & b\\c & d \end=ad-bc, and the determinant of a matrix is : \begin a & b & c \\ d & e & f \\ g & h & i \end= aei + bfg + cdh - ceg - bdi - afh. The determinant of a matrix can be defined in several equivalent ways. Leibniz formula expresses the determinant as a sum of signed products of matrix entries such that each summand is the product of different entries, and the number of these summands is n!, the factorial of (th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cramer's Rule
In linear algebra, Cramer's rule is an explicit formula for the solution of a system of linear equations with as many equations as unknowns, valid whenever the system has a unique solution. It expresses the solution in terms of the determinants of the (square) coefficient matrix and of matrices obtained from it by replacing one column by the column vector of right-sides of the equations. It is named after Gabriel Cramer (1704–1752), who published the rule for an arbitrary number of unknowns in 1750, although Colin Maclaurin also published special cases of the rule in 1748 (and possibly knew of it as early as 1729). Cramer's rule implemented in a naive way is computationally inefficient for systems of more than two or three equations. In the case of equations in unknowns, it requires computation of determinants, while Gaussian elimination produces the result with the same computational complexity as the computation of a single determinant. Cramer's rule can also be n ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Invertible Matrix
In linear algebra, an -by- square matrix is called invertible (also nonsingular or nondegenerate), if there exists an -by- square matrix such that :\mathbf = \mathbf = \mathbf_n \ where denotes the -by- identity matrix and the multiplication used is ordinary matrix multiplication. If this is the case, then the matrix is uniquely determined by , and is called the (multiplicative) ''inverse'' of , denoted by . Matrix inversion is the process of finding the matrix that satisfies the prior equation for a given invertible matrix . A square matrix that is ''not'' invertible is called singular or degenerate. A square matrix is singular if and only if its determinant is zero. Singular matrices are rare in the sense that if a square matrix's entries are randomly selected from any finite region on the number line or complex plane, the probability that the matrix is singular is 0, that is, it will "almost never" be singular. Non-square matrices (-by- matrices for which ) do not ha ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Jacobian Determinant
In vector calculus, the Jacobian matrix (, ) of a vector-valued function of several variables is the matrix of all its first-order partial derivatives. When this matrix is square, that is, when the function takes the same number of variables as input as the number of vector components of its output, its determinant is referred to as the Jacobian determinant. Both the matrix and (if applicable) the determinant are often referred to simply as the Jacobian in literature. Suppose is a function such that each of its first-order partial derivatives exist on . This function takes a point as input and produces the vector as output. Then the Jacobian matrix of is defined to be an matrix, denoted by , whose th entry is \mathbf J_ = \frac, or explicitly :\mathbf J = \begin \dfrac & \cdots & \dfrac \end = \begin \nabla^ f_1 \\ \vdots \\ \nabla^ f_m \end = \begin \dfrac & \cdots & \dfrac\\ \vdots & \ddots & \vdots\\ \dfrac & \cdo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Leibniz Formula For Determinants
In algebra, the Leibniz formula, named in honor of Gottfried Leibniz, expresses the determinant of a square matrix in terms of permutations of the matrix elements. If A is an n \times n matrix, where a_ is the entry in the i-th row and j-th column of A, the formula is :\det(A) = \sum_ \sgn(\tau) \prod_^n a_ = \sum_ \sgn(\sigma) \prod_^n a_ where \sgn is the sign function of permutations in the permutation group S_n, which returns +1 and -1 for even and odd permutations, respectively. Another common notation used for the formula is in terms of the Levi-Civita symbol and makes use of the Einstein summation notation, where it becomes : \det(A) = \epsilon_ _ \cdots _, which may be more familiar to physicists. Directly evaluating the Leibniz formula from the definition requires \Omega(n! \cdot n) operations in general—that is, a number of operations asymptotically proportional to n factorial—because n! is the number of order-n permutations. This is impractically difficult for eve ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Laplace Expansion
In linear algebra, the Laplace expansion, named after Pierre-Simon Laplace, also called cofactor expansion, is an expression of the determinant of an matrix as a weighted sum of minors, which are the determinants of some submatrices of . Specifically, for every , \begin \det(B)&= \sum_^ (-1)^ B_ M_, \end where B_ is the entry of the th row and th column of , and M_ is the determinant of the submatrix obtained by removing the th row and the th column of . The term (-1)^ M_ is called the cofactor of B_ in . The Laplace expansion is often useful in proofs, as in, for example, allowing recursion on the size of matrices. It is also of didactic interest for its simplicity, and as one of several ways to view and compute the determinant. For large matrices, it quickly becomes inefficient to compute, when compared to Gaussian elimination. Examples Consider the matrix : B = \begin 1 & 2 & 3 \\ 4 & 5 & 6 \\ 7 & 8 & 9 \end. The determinant of this matrix can be computed by using ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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 Any two square matrices of the same order can be added and multiplied. Square matrices are often used to represent simple linear transformations, such as shearing or rotation. For example, if R is a square matrix representing a rotation (rotation matrix) and \mathbf is a column vector describing the position of a point in space, the product R\mathbf yields another column vector describing the position of that point after that rotation. If \mathbf is a row vector, the same transformation can be obtained using where R^ is the transpose of Main diagonal The entries a_ (''i'' = 1, …, ''n'') form the main diagonal of a square matrix. They lie on the imaginary line which runs from the top left corner to the bottom right corner of the matrix. For instance, the main diagonal of the 4×4 matrix above contains the elements , , , . ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Standard Basis
In mathematics, the standard basis (also called natural basis or canonical basis) of a coordinate vector space (such as \mathbb^n or \mathbb^n) is the set of vectors whose components are all zero, except one that equals 1. For example, in the case of the Euclidean plane \mathbb^2 formed by the pairs of real numbers, the standard basis is formed by the vectors :\mathbf_x = (1,0),\quad \mathbf_y = (0,1). Similarly, the standard basis for the three-dimensional space \mathbb^3 is formed by vectors :\mathbf_x = (1,0,0),\quad \mathbf_y = (0,1,0),\quad \mathbf_z=(0,0,1). Here the vector e''x'' points in the ''x'' direction, the vector e''y'' points in the ''y'' direction, and the vector e''z'' points in the ''z'' direction. There are several common notations for standard-basis vectors, including , , , and . These vectors are sometimes written with a hat to emphasize their status as unit vectors (standard unit vectors). These vectors are a basis in the sense that any other vecto ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Area Parallellogram As Determinant
Area is the quantity that expresses the extent of a region on the plane or on a curved surface. The area of a plane region or ''plane area'' refers to the area of a shape or planar lamina, while ''surface area'' refers to the area of an open surface or the boundary of a three-dimensional object. Area can be understood as the amount of material with a given thickness that would be necessary to fashion a model of the shape, or the amount of paint necessary to cover the surface with a single coat. It is the two-dimensional analogue of the length of a curve (a one-dimensional concept) or the volume of a solid (a three-dimensional concept). The area of a shape can be measured by comparing the shape to squares of a fixed size. In the International System of Units (SI), the standard unit of area is the square metre (written as m2), which is the area of a square whose sides are one metre long. A shape with an area of three square metres would have the same area as three such squares. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Multiple Integral
In mathematics (specifically multivariable calculus), a multiple integral is a definite integral of a function of several real variables, for instance, or . Integrals of a function of two variables over a region in \mathbb^2 (the real-number plane) are called double integrals, and integrals of a function of three variables over a region in \mathbb^3 (real-number 3D space) are called triple integrals. For multiple integrals of a single-variable function, see the Cauchy formula for repeated integration. Introduction Just as the definite integral of a positive function of one variable represents the area of the region between the graph of the function and the -axis, the double integral of a positive function of two variables represents the volume of the region between the surface defined by the function (on the three-dimensional Cartesian plane where ) and the plane which contains its domain. If there are more variables, a multiple integral will yield hypervolumes of multidim ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Eigenvalue
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 ro ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Integration By Substitution
In calculus, integration by substitution, also known as ''u''-substitution, reverse chain rule or change of variables, is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation, and can loosely be thought of as using the chain rule "backwards". Substitution for a single variable Introduction Before stating the result rigorously, consider a simple case using indefinite integrals. Compute \textstyle\int(2x^3+1)^7(x^2)\,dx. Set u=2x^3+1. This means \textstyle\frac=6x^2, or in differential form, du=6x^2\,dx. Now :\int(2x^3 +1)^7(x^2)\,dx = \frac\int\underbrace_\underbrace_=\frac\int u^\,du=\frac\left(\fracu^\right)+C=\frac(2x^3+1)^+C, where C is an arbitrary constant of integration. This procedure is frequently used, but not all integrals are of a form that permits its use. In any event, the result should be verified by differentiating and comparing to the original integrand. :\frac\left frac(2x^3+1)^+C\r ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Parallelogram
In Euclidean geometry, a parallelogram is a simple (non- self-intersecting) quadrilateral with two pairs of parallel sides. The opposite or facing sides of a parallelogram are of equal length and the opposite angles of a parallelogram are of equal measure. The congruence of opposite sides and opposite angles is a direct consequence of the Euclidean parallel postulate and neither condition can be proven without appealing to the Euclidean parallel postulate or one of its equivalent formulations. By comparison, a quadrilateral with just one pair of parallel sides is a trapezoid in American English or a trapezium in British English. The three-dimensional counterpart of a parallelogram is a parallelepiped. The etymology (in Greek παραλληλ-όγραμμον, ''parallēl-ógrammon'', a shape "of parallel lines") reflects the definition. Special cases *Rectangle – A parallelogram with four angles of equal size (right angles). * Rhombus – A parallelogram with four sides ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
