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  2. Jacobian matrix and determinant - Wikipedia

    en.wikipedia.org/wiki/Jacobian_matrix_and...

    If m = n, then f is a function from R n to itself and the Jacobian matrix is a square matrix. We can then form its determinant, known as the Jacobian determinant. The Jacobian determinant is sometimes simply referred to as "the Jacobian". The Jacobian determinant at a given point gives important information about the behavior of f near that

  3. Trace (linear algebra) - Wikipedia

    en.wikipedia.org/wiki/Trace_(linear_algebra)

    In linear algebra, the trace of a square matrix A, denoted tr(A), [1] is the sum of the elements on its main diagonal, + + +.It is only defined for a square matrix (n × n).The trace of a matrix is the sum of its eigenvalues (counted with multiplicities).

  4. Determinant - Wikipedia

    en.wikipedia.org/wiki/Determinant

    The rule of Sarrus is a mnemonic for the expanded form of this determinant: the sum of the products of three diagonal north-west to south-east lines of matrix elements, minus the sum of the products of three diagonal south-west to north-east lines of elements, when the copies of the first two columns of the matrix are written beside it as in ...

  5. Jacobi sum - Wikipedia

    en.wikipedia.org/wiki/Jacobi_sum

    In mathematics, a Jacobi sum is a type of character sum formed with Dirichlet characters. Simple examples would be Jacobi sums J ( χ , ψ ) for Dirichlet characters χ , ψ modulo a prime number p , defined by

  6. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    Any non-linear differentiable function, (,), of two variables, and , can be expanded as + +. If we take the variance on both sides and use the formula [11] for the variance of a linear combination of variables ⁡ (+) = ⁡ + ⁡ + ⁡ (,), then we obtain | | + | | +, where is the standard deviation of the function , is the standard deviation of , is the standard deviation of and = is the ...

  7. Lyapunov exponent - Wikipedia

    en.wikipedia.org/wiki/Lyapunov_exponent

    There are no inherent limitations on the number of variables, parameters etc. Lyap which includes source code written in Fortran, can also calculate the Lyapunov direction vectors and can characterize the singularity of the attractor, which is the main reason for difficulties in calculating the more negative exponents from time series data.

  8. Jacobi's formula - Wikipedia

    en.wikipedia.org/wiki/Jacobi's_formula

    In matrix calculus, Jacobi's formula expresses the derivative of the determinant of a matrix A in terms of the adjugate of A and the derivative of A. [1]If A is a differentiable map from the real numbers to n × n matrices, then

  9. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    Thus, each rotation has O(n) and one sweep O(n 3) average-case complexity, which is equivalent to one matrix multiplication. Additionally the must be initialized before the process starts, which can be done in n 2 steps. Typically the Jacobi method converges within numerical precision after a small number of sweeps.