When.com Web Search

  1. Ads

    related to: linear algebra hilbert matrix solutions

Search results

  1. Results From The WOW.Com Content Network
  2. Hilbert matrix - Wikipedia

    en.wikipedia.org/wiki/Hilbert_matrix

    The Hilbert matrix is also totally positive (meaning that the determinant of every submatrix is positive). The Hilbert matrix is an example of a Hankel matrix. It is also a specific example of a Cauchy matrix. The determinant can be expressed in closed form, as a special case of the Cauchy determinant. The determinant of the n × n Hilbert ...

  3. Spectral theory - Wikipedia

    en.wikipedia.org/wiki/Spectral_theory

    In mathematics, spectral theory is an inclusive term for theories extending the eigenvector and eigenvalue theory of a single square matrix to a much broader theory of the structure of operators in a variety of mathematical spaces. [1] It is a result of studies of linear algebra and the solutions of systems of linear equations and their ...

  4. Square root of a matrix - Wikipedia

    en.wikipedia.org/wiki/Square_root_of_a_matrix

    Since L and M commute, the matrix L + M is nilpotent and I + (L + M)/2 is invertible with inverse given by a Neumann series. Hence L = M. If A is a matrix with positive eigenvalues and minimal polynomial p(t), then the Jordan decomposition into generalized eigenspaces of A can be deduced from the partial fraction expansion of p(t) −1.

  5. Fredholm alternative - Wikipedia

    en.wikipedia.org/wiki/Fredholm_alternative

    In this language, the Fredholm alternative for integral equations is seen to be analogous to the Fredholm alternative for finite-dimensional linear algebra. The operator given by convolution with an kernel, as above, is known as a Hilbert–Schmidt integral operator. Such operators are always compact.

  6. Cholesky decomposition - Wikipedia

    en.wikipedia.org/wiki/Cholesky_decomposition

    In linear algebra, the Cholesky decomposition or Cholesky factorization (pronounced / ʃ ə ˈ l ɛ s k i / shə-LES-kee) is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions, e.g., Monte Carlo simulations.

  7. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    In linear algebra, the singular value decomposition (SVD) is a factorization of a real or complex matrix into a rotation, followed by a rescaling followed by another rotation. It generalizes the eigendecomposition of a square normal matrix with an orthonormal eigenbasis to any ⁠ m × n {\displaystyle m\times n} ⁠ matrix.