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  2. Complex conjugate - Wikipedia

    en.wikipedia.org/wiki/Complex_conjugate

    Geometric representation (Argand diagram) of and its conjugate ¯ in the complex plane.The complex conjugate is found by reflecting across the real axis.. In mathematics, the complex conjugate of a complex number is the number with an equal real part and an imaginary part equal in magnitude but opposite in sign.

  3. Matrix similarity - Wikipedia

    en.wikipedia.org/wiki/Matrix_similarity

    A transformation A ↦ P −1 AP is called a similarity transformation or conjugation of the matrix A. In the general linear group , similarity is therefore the same as conjugacy , and similar matrices are also called conjugate ; however, in a given subgroup H of the general linear group, the notion of conjugacy may be more restrictive than ...

  4. Cholesky decomposition - Wikipedia

    en.wikipedia.org/wiki/Cholesky_decomposition

    The following simplified example shows the economy one gets from the Cholesky decomposition: suppose the goal is to generate two correlated normal variables and with given correlation coefficient . To accomplish that, it is necessary to first generate two uncorrelated Gaussian random variables z 1 {\textstyle z_{1}} and z 2 {\textstyle z_{2 ...

  5. Orthogonal matrix - Wikipedia

    en.wikipedia.org/wiki/Orthogonal_matrix

    This leads to the equivalent characterization: a matrix Q is orthogonal if its transpose is equal to its inverse: =, where Q −1 is the inverse of Q. An orthogonal matrix Q is necessarily invertible (with inverse Q −1 = Q T ), unitary ( Q −1 = Q ∗ ), where Q ∗ is the Hermitian adjoint ( conjugate transpose ) of Q , and therefore normal ...

  6. Unitary matrix - Wikipedia

    en.wikipedia.org/wiki/Unitary_matrix

    In linear algebra, an invertible complex square matrix U is unitary if its matrix inverse U −1 equals its conjugate transpose U *, that is, if = =, where I is the identity matrix.. In physics, especially in quantum mechanics, the conjugate transpose is referred to as the Hermitian adjoint of a matrix and is denoted by a dagger (⁠ † ⁠), so the equation above is written

  7. Conjugate transpose - Wikipedia

    en.wikipedia.org/wiki/Conjugate_transpose

    The conjugate transpose "adjoint" matrix should not be confused with the adjugate, ⁡ (), which is also sometimes called adjoint. The conjugate transpose of a matrix A {\displaystyle \mathbf {A} } with real entries reduces to the transpose of A {\displaystyle \mathbf {A} } , as the conjugate of a real number is the number itself.

  8. Moore–Penrose inverse - Wikipedia

    en.wikipedia.org/wiki/Moore–Penrose_inverse

    For the cases where ⁠ ⁠ has full row or column rank, and the inverse of the correlation matrix (⁠ ⁠ for ⁠ ⁠ with full row rank or ⁠ ⁠ for full column rank) is already known, the pseudoinverse for matrices related to ⁠ ⁠ can be computed by applying the Sherman–Morrison–Woodbury formula to update the inverse of the ...

  9. Involution (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Involution_(mathematics)

    Any involution is a bijection.. The identity map is a trivial example of an involution. Examples of nontrivial involutions include negation (x ↦ −x), reciprocation (x ↦ 1/x), and complex conjugation (z ↦ z) in arithmetic; reflection, half-turn rotation, and circle inversion in geometry; complementation in set theory; and reciprocal ciphers such as the ROT13 transformation and the ...