# Tagged Questions

14 views

### Simplify recursion function based on a matrix, real-world usecase

I have an auction running, and I'm trying to calculate the expected amount of first, second etc. places to be taken by a particular bid. To achieve that, based on historical data I make a following ...
79 views

### Eigenvalue formula for 4x4 symmetric matrix

Is there a formula/algorithm that is accurate to used in finite precision arithmetic (aka numerical stable ) for small symmetric matrix of size 4x4. Additionally I'm looking if it require similar ...
47 views

### Computing an induced matrix norm

Assume I have a $n \times n$ matrix and a norm defined as $\|A\| = \max \limits_{x \not = 0}\frac{\|Ax\|}{\|x\|}$, where $\|x\| = \sqrt{\sum x_i^2}$. How can I compute this norm?
170 views

### Calculating eigenvectors and eigenvalues of a 2x2 complex matrix

I've previously asked elsewhere, http://stackoverflow.com/questions/21118820/non-trivial-eigenvectors-of-a-22-matrix-in-code, how to calculate the eigenvectors and eigenvalues of a 2x2 matrix in a ...
376 views

### Solving large, sparse system of linear equations

I have a system of linear equations as follows: $$(A+I)x=B$$ where $I$ is the $n\times n$ identity matrix, $A$ is a $n\times n$ matrix such that the first and last rows are blank, and, for every ...
49 views

### Supremum over unitary group action

Let $A$ and $B$ are two given Hermitian operators on matrix algebra $M_n(\mathbb{C})$. $A$ is positive semi-definite with unit trace. I want to know the general method for calculating the following ...
65 views

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

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

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

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

### Computing a particular finite set of quaternion matrices.

Let $B = \left(\frac{-1,-11}{\mathbb{Q}}\right)$ be a choice of quaternion algebra ramifying at $11$ and consider the maximal order ...
177 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 ...
56 views

### Matrix completion: supplementary questions

Continuation of the question here, what is going to happen if we change the some of the conditions. I write it as a quote from here and change the appropriate places which are underlined: I need ...
124 views

### Matrix completion

I need to find an algorithm (if exists) of the following matrix completion problem. I need to construct $n^2$ positive semi-definite matrices, say $\{P_i\}_{i=1}^n$. Entries of these matrices are ...
229 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 ...
149 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 ...
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 ...