Questions on the various algorithms used in linear algebra computations (matrix computations).

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Solving System of Linear Equations

These are the two known equations: $$(I_2+I_3)-\frac{I_1+I_4}{I_1+I_2+I_3+I_4} = \frac{2x}{L}$$ $$(I_2+I_4)-\frac{I_1+I_3}{I_1+I_2+I_3+I_4} = \frac{2y}{L}$$ where I know the values of $(x,y,L)$. How ...
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Let $f:[-1,1]\to \mathbb{R}$ by $f(x)=x^4$. Determine the polynomial $p_2$ of degree less than or equal to 2 such that $||f-p_2||_2$ is minimal

also compute $||f-p_2||_2$. Write $p_2$ with respect to $\{P_0,P_1,P_2\}$ and $\{1,x,x^2\}$ I know its helpful to show what I have so far but I really don't know where to start. I'm looking at ...
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1answer
42 views

An Extension to the Generalized Eigenvalue Problem

Given two square matrices $A_1,A_2 \in \mathbb{R}^{n\times n}$, the generalized eigenvalue problem is finding the scalar $\lambda \in \mathbb{C}$ and vector $x \in \mathbb{C}^{n}$ such that $$ ...
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1answer
24 views

Complexity of Newton iteration problem for a d-dimensional problem

If we assume that we have $f:\mathbb{R}^{d} \rightarrow \mathbb{R}^{d}$ and we want to use the Newton iteration method to solve $f(x)=0_{\mathbb{R}^{d} }$. Is there any theorem regarding the ...
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Polar decomposition varient

I have a factorisation to do, and I think that a varient of Polar decomposition will give me what I need, although I'm not sure of the exact form. I have \begin{equation*} \mathbf{y} = ...
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30 views

When to use iterative methods for solving systems of linear equation

Iterative methods such as Jacobi, Gauss-Seidel method and successive over relaxation have a very limited field of use - for diagonally dominant matrices. So how they could be used on practice? What is ...
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25 views

Implicit Solution of Linear Algebraic Equations with Discontinuities

I am trying to get a reliable algorithm for solving a set of linear algebraic equations involving implicit singularities/discontinuous function. The model equation is: $$ {\bf s}_{n+1} = {\bf s}_n ...
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2answers
515 views

Proof that Newton Raphson method has quadratic convergence

I've googled this and I've seen different types of proofs but they all use notations that I don't understand. But first of all, I need to understand what quadratic convergence means, I read that it ...
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5answers
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Is there a faster way to calculate a few diagonal elements of the inverse of a huge symmetric positive definite matrix?

I asked this on SO first, but decided to move the math part of my question here. Consider a $p \times p$ symmetric and positive definite matrix $\bf A$ (p=70000, i.e. $\bf A$ is roughly 40 GB using ...
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Generate a random neutrally stable matrix

I need to generate random real matrices such that all eigenvalues have real part equal to 0 -- i.e. random neutrally stable matrices. What's the simplest way to do this? Note that I don't care about ...
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728 views

Why does the standard BFGS update rule preserve positive definiteness?

My class has recently learnt the BFGS method for unconstrained optimisation. In this procedure, we have a rank-1 update to a positive definite matrix at each step. This is specified as: $H_{k+1} = ...
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1answer
21 views

Relationship between centralization and floating-point arithmetic

Suppose I have a problem of least squares where I have $n$ independents regressor variables $x_i$, and suppose I applied the process of centralization and scaling to this variable through ...
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1answer
17 views

Linear functional and Hessian

Consider the vector space $\mathbb{R}^n$ provided with the usual inner product $<.,.>$. Let $A\in \mathbb{M}_n(\mathbb{R})$ a invertible matrix, $b\in\mathbb{R}^n$ and $J:\mathbb{R}^n\rightarrow ...
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Invertibility of infinite order matrix

how the matrix $[e^{-(x_j-x_k)^2}]$ is invertible where $\{x_j\}$ be any real sequence such that $(x_{j+1}-x_j) >0$ for all $j \in Z$ where $Z$ denotes the set of integers.
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1answer
17 views

Show if it is lipschitz continuous?

I can't use the mean value theorem to prove this. The problem that I am given is $$ f(x) = (\sqrt{17\pi} )x^2 $$ on the interval $=-10 \le x \le 4$ I know that I have to show that $\lvert ...
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1answer
30 views

System of linear equations: and a small perturbation

If $Ax=b$ and $Ax'=b'$ where $x'$ and $b'$ are $x$ and $b$ with a small perturbation, the following inequality will always hold: $ (\left\lVert x-x' \right\rVert/\left / \lVert x \right\rVert) \le ...
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1answer
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Find a diagonal matrix D such that the gershgorin disks of the matrix $B=D^{-1}AD$ do not include the origin

I am given that $$ A= \begin{bmatrix} 3 & 4 \\ -5 & 9 \end{bmatrix} $$ Find a diagonal matrix D such that the gerschgorin disks of the matrix $B=D^{-1}AD$ ...
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2answers
38 views

What does the following statement means?

I am reading these slides.. http://amath.colorado.edu/faculty/martinss/2014_CBMS/Lectures/lecture05.pdf But I am not able to understand the following: What is so special about orthonormal matrix.. ...
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1answer
41 views

Factorization algorithm to solve this system?

What is the best factorization algorithm to solve this system? (Best is intended as more stable) $$ AA^Tx = b $$ x, b vectors
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3answers
29 views

Show that UV is a unitary matrix?

Suppose $U$ and $V$ are unitary matrices of the same size. Show that $UV$ is a unitary matrix. I looked up the definition for unitary matrices in my notes. It says that A matrix is unitary if $UU^*= ...
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Determining Nullspace Basis so that only one column is deleted or added as a row is added or deleted, with remaining columns of basis staying the same

I would like to compute, in MATLAB, the basis Z for the nullspace of an m by n matrix A, such that if one row of A is added (resulting in A_a), the basis for A_a is n-m-1 of the n-m columns of Z, ...
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21 views

Smallest square problem, $A^*A$ singular?

In our numerics class, we have to solve the smallest square problem $Ax = b$ with $$A = \left( \begin{matrix} 1 & 3 &-4\\ 3 & 9 & -2\\ 4 & 12 & -6\\ 2 & 6 & 2 ...
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1answer
52 views

Does $A^{-1}$ exist?

Suppose A is similar to the matrix B given below. $$ B= \begin{bmatrix} 7 & 0 & 0 \\ a_{21} & 4 & 0 \\ a_{31} & a_{32} & -0.5 \\ \end{bmatrix} ...
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Linear Inverse Problem with symmetry constraint

I'm not entirely sure if this is even a solvable problem: $\mathbf{A} = \mathbf{B} \mathbf{C}$ Knowns: $\mathbf{A} \in \Bbb{R}_{n\times m}^{+}$, $\mathbf{B} \in \Bbb{R}_{n\times m}^{+}$ An ...
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4answers
33 views

Show that A is diagonalizable?

Show that A is diagonalizable? That is, show that A is similar to a diagonal matrix, D, by finding a matrix P such that D= $P^{-1}AP$. Show all your work. I already found the eigenvalues and ...
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1answer
33 views

What is $a_{22}$?

I remember doing this problem in linear algebra where you had to solve for k given the determinant and the rest of the values in the matrix. This problem is a little more complicated. Two of the ...
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3answers
37 views

What is the minimum and maximum number of eigenvectors?

I am given the eigenvalues of a square, 8x8, matrix. They are all non-zero. I have determined that the matrix is diagonalizable and has an inverse. In one part of the problem, I am asked to find the ...
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10 views

the SVD (singular value decomposition) of an augmented matrix

Suppose we have a $4\times 3$ dimensional matrix $A$. Denote the SVD of $A$ by $USV^T$, where $U\in R^{4\times 3}, S\in R^{3\times 3}, V\in R^{3\times 3}$. Then, we construct a new matrix $B=[A;0]\in ...
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Definition of Distinct eigenvalue clarification?

I'm solving a problem where I am given the eigenvalues of a matrix $A$ and need to solve for the determinant of $A$. I know that if my matrix is diagonalizable I can find the determinant of $A$ by ...
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2answers
294 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 ...
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1answer
601 views

How to find the Householder transformation?

Assume $x=(1,0,4,6,3,4)^T$. Find a Householder transformation and a positive number $\alpha$ such that $Hx=(1,\alpha,4,6,0,0)^T$. I'm sorry that I don't know how to start with this problem. A ...
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Upperbound for a linear algebraic ratio?

Consider ($n\times 1$)-column vector $\mathbf{p} = (p_i)_{i=1}^n$ with $p_i > 0$ and a symmetric ($n\times n$)-matrix $\mathbf{A} = [a_{ij}]$ with $a_{ii} = 0$ and $a_{ij} \in [0,1]$ for $i \neq ...
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Backwards Stability of systems

Let $A$ be a nonsingular matrix, let $x_{k+1}$ be an approximation to the solution of $Ax=b$, and let $r^{k+1}=b-Ax^{k+1}$. Show that $x^{k+1}$ is $\epsilon$-backward stable approximate of ...
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Linearize discretized nonlinear system model

For the following nonlinear system I want to find the linearization after a discretization: $$ \begin{pmatrix} \dot{x_{1}} \\ \dot{x_{1}} \\ \dot{x_{1}} \end{pmatrix} = 1/A \begin{pmatrix} ...
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Looking for polynomial to represent approximate 2D matrix.

I am looking for a polynomial that similars Legender polynomial(a set of orthogonal polynomial basis function. Could you suggest to me some polynomial? Because my goal is that I want to approximate 2D ...
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1answer
35 views

a multiple choice question related to trace of a matrix.

let P and Q are two invertible matrices . and PQ= -QP . then which of the following is true a) trace(P)=trace(Q)=0 c)trace(P) is not equal to trace(Q) c) none of the above. i can show that ...
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1answer
46 views

showing condition number of a matrix is the square root of $A^\top A$

For $A \in \mathbb{R}^{m\times n} : m > n, A$ has full rank, I want to show that $k(A^\top A) = k(A)^2$, is there a way to do so purely from $k(A)=norm(A) norm(A^\dagger)$? Recall that $A^\dagger ...
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2answers
888 views

Gauss-Seidel method convergence algorithm

From Wikipedia: The convergence properties of the Gauss–Seidel method are dependent on the matrix A. Namely, the procedure is known to converge if either: ...
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1answer
24 views

Any time saving/ short methods to solve this problem?

Three persons A,B,C whose salaries together amount to $144000. Each spend 80,85 & 75 percent of their salaries respectively . If their savings are in the ratio 8:9:20, then C's salary is? ...
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sparse, complex, unymetric test-matrix

Can anybody recommend me a sparse, complex, unsymmetric test-matrix (maybe from MartixMarket) which is solvable with a transpose-free QMR without preconditioning in under 1000 iterations?
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2answers
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Problem implementing a QR factorization

I'm trying to write a Fortran subroutine to compute a QR factorization using the Householder method. To test my routine, I compute the factorization of the following matrix: $$ A = \begin{pmatrix} ...
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How many kind of basis function to approximate an arbitrary function

I am finding a list algorithm to approximate an arbitrary function. Such as Bernstein, he said that a linear combination of Bernstein basis polynomials $$B_n(x) = \sum_{\nu=0}^{n} \beta_{\nu} ...
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LU factorization accuracy

I'm doing some experiments with LU factorization (without pivoting). Basically I have a 2x2 matrix and a $b$ vector and I try to solve Ax=b. $A$ looks like: \begin{pmatrix}a&1\\1&1\\ ...
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Reduction of matrix $A$ to $B$ to find eigenvalues by Power method [duplicate]

How to reduce matrix $A$ to $B$ such that it has all eigenvalues and eigenvectors of $A$ but the dominant eigenvalue (eigenvalue with largest magnitude) is replace by $0$ ? I am using Power method to ...
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Implementing specific SVD algorithms

My goal is to learn to implement the two-sided Jacobi SVD, a method of SVD for bidiagonal matrices, and a method of SVD for tridiagonal matrices. Can anyone recommend a place to learn about these, or ...
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1answer
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Linear Algebra - minimal polynomial, polynomial

the minimal polynomial of $A$ is $(x−1)(x+1)$. Let $f(x)=4x^{2008} − 8x^{597} + 10x + 6$ show $f(A) = \alpha I + \beta A$ $\alpha=?\ \beta=?$ So I worked on a bit, and I got this far $A = ...
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1answer
2k views

Block inverse of symmetric matrices

Let us assume we have a symmetric $n \times n$ matrix $A$. We know the inverse of $A$. Let us say that we now add one column and one row to $A$, in a way that the resulting matrix ($B$) is an $(n+1) ...
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SVD of a block partitioned matrix

Given a block partitioned matrix $\boldsymbol{A}$ $$ \boldsymbol{A} = \begin{bmatrix} \boldsymbol{A}_{1,1} & \boldsymbol{A}_{1,2} & \cdots \\ \boldsymbol{A}_{2,1} & ...
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109 views

Represent in a matrix form: $\sum_{ijl}(F_{il}-F_{jl})^2W_{ij}$

How can I represent this in a matrix form: $\sum_{ijl}(F_{il}-F_{jl})^2W_{ij}$ where all the entries are real and $W$ is a known(constant) matrix and $F$ is a rectangular matrix. When I say matrix ...
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How to implement QR method for bidiagonal matrices?

My goal is to take the singular value decomposition of a (not necessarily square) matrix. I have a method to do bidiagonalization of a matrix, and I can chop the bottom rows of zeros. In order to find ...