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  2. Symmetric matrix - Wikipedia

    en.wikipedia.org/wiki/Symmetric_matrix

    Any square matrix can uniquely be written as sum of a symmetric and a skew-symmetric matrix. This decomposition is known as the Toeplitz decomposition. Let Mat n {\displaystyle {\mbox{Mat}}_{n}} denote the space of n × n {\displaystyle n\times n} matrices.

  3. Comparison of linear algebra libraries - Wikipedia

    en.wikipedia.org/wiki/Comparison_of_linear...

    uBLAS is a C++ template class library that provides BLAS level 1, 2, 3 functionality for dense, packed and sparse matrices. Dlib: Davis E. King C++ 2006 19.24.2 / 05.2023 Free Boost C++ template library; binds to optimized BLAS such as the Intel MKL; Includes matrix decompositions, non-linear solvers, and machine learning tooling Eigen: Benoît ...

  4. Conjugate gradient method - Wikipedia

    en.wikipedia.org/wiki/Conjugate_gradient_method

    The conjugate gradient method can be applied to an arbitrary n-by-m matrix by applying it to normal equations A T A and right-hand side vector A T b, since A T A is a symmetric positive-semidefinite matrix for any A. The result is conjugate gradient on the normal equations (CGN or CGNR). A T Ax = A T b

  5. Duplication and elimination matrices - Wikipedia

    en.wikipedia.org/wiki/Duplication_and...

    In mathematics, especially in linear algebra and matrix theory, the duplication matrix and the elimination matrix are linear transformations used for transforming half-vectorizations of matrices into vectorizations or (respectively) vice versa.

  6. Quasi-Newton method - Wikipedia

    en.wikipedia.org/wiki/Quasi-Newton_method

    The main difference is that the Hessian matrix is a symmetric matrix, unlike the Jacobian when searching for zeroes. Most quasi-Newton methods used in optimization exploit this symmetry. In optimization, quasi-Newton methods (a special case of variable-metric methods) are algorithms for finding local maxima and minima of functions.

  7. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    Let A be a square n × n matrix with n linearly independent eigenvectors q i (where i = 1, ..., n).Then A can be factored as = where Q is the square n × n matrix whose i th column is the eigenvector q i of A, and Λ is the diagonal matrix whose diagonal elements are the corresponding eigenvalues, Λ ii = λ i.

  8. Sylvester's law of inertia - Wikipedia

    en.wikipedia.org/wiki/Sylvester's_law_of_inertia

    A symmetric matrix can always be transformed in this way into a diagonal matrix which has only entries ⁠ ⁠, ⁠ + ⁠, ⁠ ⁠ along the diagonal. Sylvester's law of inertia states that the number of diagonal entries of each kind is an invariant of ⁠ A {\displaystyle A} ⁠ , i.e. it does not depend on the matrix S {\displaystyle S} used.

  9. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    In case of a symmetric matrix it is the largest absolute value of its eigenvectors and thus equal to its spectral radius. Condition number The condition number of a nonsingular matrix is defined as = ‖ ‖ ‖ ‖. In case of a symmetric matrix it is the absolute value of the quotient of the largest and smallest eigenvalue.