0
votes
1answer
15 views

What is and what are the use for an “ AINV preconditioner ” or “ SAINV ”?

In an article that I'm reading there is a mention to this "thing" and I absolutely don't know anything about it, for me it could be anything. I noticed that this thing is somehow related to the math ...
0
votes
0answers
26 views

Computationally efficient approximations of the jacobian determinant

Is there an compuationally efficient way to compute an approximation of the determinant of a large matrix (thousands of rows)? Some kind of expansion maybe? More specifically, I am interested in the ...
0
votes
1answer
36 views

Is there any algorithm (if possible, I need the codes) for Jordan normal form decomposition for large matrices in practice?

Although it is an ill-posed problem as B Kågström said in "An algorithm for numerical computation of the Jordan normal form of a complex matrix", I wonder what people do when they need to do Jordan ...
1
vote
0answers
29 views

QR decomposition: Same results for Classical Gram-Schmidt and Modified Gram-Schmidt

I am implementing QR decomposition (in Fortran) for a complex-valued matrix, using Classical Gram-Schmidt and Modified Gram-Schmidt (and Householder). I was expecting that the Classical Gram-Schmidt ...
6
votes
1answer
51 views

Why is Householder computationally more stable than modified Gram-Schmidt?

I'm having trouble nailing down why using Householder transformations yields a more stable/accurate result than the modified Gram-Schmidt method when computing the QR decomposition of a matrix. Can ...
0
votes
0answers
30 views

Properties of linear systems involving band matrices

Let $N$ be a positive integer, $A$ be a square matrix of size $2N+1$, and $x$ and $b$ be vectors of size $2N+1$. All the elements of $b$ are nonzero except for the middle element, $b_{N+1}$. Also, $A$ ...
3
votes
0answers
64 views

Computing the decomposition of a representation of $S_n$

I have an explicitly defined representation of the symmetric group that I would like to decompose into irreducibles. How to do this most easily? The best approach I have so far is as follows: Find a ...
1
vote
3answers
46 views

Linear algebra computable

I'm working in a linear algebra software, but I have a problem. If I try to reduce the matrix to reduced echelon form, many resources will be consumed. That is, if I perform many basic operations ...
4
votes
1answer
128 views

What is the upper bound on the error of a matrix multiplication

When both A and B are n x n upper-triangular matrices, the entries of C = AB are defined as follows: $$ c_{ij} = \begin{cases} \sum _{k=i}^ja_{ik}b_{kj} & 1\leq i\leq j\leq n \\0 & 1\leq j\lt ...
1
vote
1answer
65 views

Is there a good strategy for computing eigenspace corresponding to $1$ of a matrix with entries of trigonom

For example, say $A= \left ( \begin{matrix} \cos x & -\sin x & 0 \\ \cos y \sin x & \cos x \cos y & -\sin y \\ \sin x \sin y & \sin y \cos x & \cos y \end{matrix} \right)$. ...
-2
votes
2answers
75 views

Is there any good strategy for computing null space of a matrix with entries $\cos x$ and $\sin x$?

For example, say $A= \left ( \begin{matrix} \cos x & -\sin x & 0 \\ \cos y \sin x & \cos x \cos y & -\sin y \\ \sin x \sin y & \sin y \cos x & \cos y \end{matrix} \right)$. ...
0
votes
0answers
34 views

Polytime programming

Given a linear system of the form: $$x_r = a$$ $$x_j = b$$ $$c_1x_1 + c_2x_2 ... c_nx_n = n$$ $$x_1 + x_2 + x_3 ... x_n = k $$ $$0 \leq a,b,x_1, x_2, x_3 ... x_n \leq 1$$ $$k \geq 0$$ How quickly ...
1
vote
2answers
143 views

Space spanned by matrices

I have a set of 5 by 5 matrices, M1,M2,...,M19 ,M20. I want to try to find a basis from this set and also to find relationships between these matrices. This is how I think I should approach the ...
5
votes
3answers
472 views

What free software can I use to solve a system of linear equations containing an unknown?

Question: What free software can I use to solve a system of linear equations $M\mathbf{x}=\mathbf{y}$ where the entries of $\mathbf{y}$ vary with an unknown quantity $n$? Presumably I could do ...
0
votes
0answers
158 views

Solving an overdetermined system of inequalities using null-space arguments

The solutions to a linear system of equations: $$A\cdot x = b$$ (where $x$ is a $(n\times 1)$ column vector, $b$ is a $(m\times 1)$ column vector and $A$ is $(m\times n)$ matrix) can all be ...
2
votes
1answer
221 views

Given two sets of vectors, how do I find a change of basis that will convert one set to another?

Given two sets of dimension $n$ vectors $\lbrace v_1 , v_2 , \ldots , v_m \rbrace$, $\lbrace u_1, u_2, \ldots , u_m \rbrace$, where $m > n$, is there a computational method (in particular, using ...
4
votes
1answer
68 views

Need little hint to prove a theorem from a paper

I have an iterative method \begin{eqnarray} X_{k+1}=(1+\beta)X_k-\beta X_k A X_k~~~~~~~~~~~~~~~~~ k = 0,1,\ldots \end{eqnarray} with initial approximation $X_0 = \beta A^*$ ($\beta$ is scalar ...
1
vote
0answers
144 views

Calculation of stopping condition for Conjugate Gradient

I am a person with programming background and need some math help. I am looking at the source code for an implementation of the Conjugate Gradient iterative solver ...
0
votes
1answer
114 views

more matrix inversion

Related to a previous question: Suppose I want to invert a (sparse) matrix written in block form as \begin{array}{cccc} A_{11} & A_{12} & \ldots & A_{1n}\\ A_{21} & A_{22} & & ...
0
votes
2answers
126 views

efficient matrix inversion problem

So I'm trying to invert a matrix of the $\begin{pmatrix} A & B \\ C & D \end{pmatrix}$ where $A$ and $D$ are square, $D$ is much larger than $A$, and $D$ is diagonal. $A$ $B$ and $C$ have no ...
1
vote
2answers
276 views

System of linear equations, resulting from a weighted graph. How to solve this numerically?

We have a problem that leads to a system of linear equations which has to be solved numerically. There are thousands of algorithms to solve linear equations, but I haven't found any that fits our ...