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  2. Determinant - Wikipedia

    en.wikipedia.org/wiki/Determinant

    In mathematics, the determinant is a scalar-valued function of the entries of a square matrix.The determinant of a matrix A is commonly denoted det(A), det A, or | A |.Its value characterizes some properties of the matrix and the linear map represented, on a given basis, by the matrix.

  3. Jacobian matrix and determinant - Wikipedia

    en.wikipedia.org/.../Jacobian_matrix_and_determinant

    [a] This means that the function that maps y to f(x) + J(x) ⋅ (y – x) is the best linear approximation of f(y) for all points y close to x. The linear map h → J(x) ⋅ h is known as the derivative or the differential of f at x. When m = n, the Jacobian matrix is square, so its determinant is a well-defined function of x, known as the ...

  4. Functional determinant - Wikipedia

    en.wikipedia.org/wiki/Functional_determinant

    The most popular of which for computing functional determinants is the zeta function regularization. [1] For instance, this allows for the computation of the determinant of the Laplace and Dirac operators on a Riemannian manifold, using the Minakshisundaram–Pleijel zeta function. Otherwise, it is also possible to consider the quotient of two ...

  5. Hessian matrix - Wikipedia

    en.wikipedia.org/wiki/Hessian_matrix

    The determinant of the Hessian matrix, when evaluated at a critical point of a function, is equal to the Gaussian curvature of the function considered as a manifold. The eigenvalues of the Hessian at that point are the principal curvatures of the function, and the eigenvectors are the principal directions of curvature.

  6. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).

  7. Optimal experimental design - Wikipedia

    en.wikipedia.org/wiki/Optimal_experimental_design

    Using statistical theory, statisticians compress the information-matrix using real-valued summary statistics; being real-valued functions, these "information criteria" can be maximized. [8] The traditional optimality-criteria are invariants of the information matrix; algebraically, the traditional optimality-criteria are functionals of the ...

  8. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    In probability theory and statistics, ... is the determinant of , also known as the generalized ... Probability density of a function ...

  9. Characteristic function (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Characteristic_function...

    This function is real-valued because it corresponds to a random variable that is symmetric around the origin; however characteristic functions may generally be complex-valued. In probability theory and statistics, the characteristic function of any real-valued random variable completely defines its probability distribution.