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  2. Arnoldi iteration - Wikipedia

    en.wikipedia.org/wiki/Arnoldi_iteration

    In numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of an iterative method.Arnoldi finds an approximation to the eigenvalues and eigenvectors of general (possibly non-Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse matrices.

  3. Rayleigh–Ritz method - Wikipedia

    en.wikipedia.org/wiki/Rayleigh–Ritz_method

    In numerical linear algebra, the Rayleigh–Ritz method is commonly [12] applied to approximate an eigenvalue problem = for the matrix of size using a projected matrix of a smaller size <, generated from a given matrix with orthonormal columns. The matrix version of the algorithm is the most simple:

  4. Orthonormal basis - Wikipedia

    en.wikipedia.org/wiki/Orthonormal_basis

    Given a pre-Hilbert space , an orthonormal basis for is an orthonormal set of vectors with the property that every vector in can be written as an infinite linear combination of the vectors in the basis. In this case, the orthonormal basis is sometimes called a Hilbert basis for . Note that an orthonormal basis in this sense is not generally a ...

  5. QR decomposition - Wikipedia

    en.wikipedia.org/wiki/QR_decomposition

    The solution can then be expressed as ^ = (), where is an matrix containing the first columns of the full orthonormal basis and where is as before. Equivalent to the underdetermined case, back substitution can be used to quickly and accurately find this x ^ {\displaystyle {\hat {\mathbf {x} }}} without explicitly inverting R 1 {\displaystyle R ...

  6. Orthogonal transformation - Wikipedia

    en.wikipedia.org/wiki/Orthogonal_transformation

    In finite-dimensional spaces, the matrix representation (with respect to an orthonormal basis) of an orthogonal transformation is an orthogonal matrix. Its rows are mutually orthogonal vectors with unit norm, so that the rows constitute an orthonormal basis of V. The columns of the matrix form another orthonormal basis of V.

  7. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    The geometric content of the SVD theorem can thus be summarized as follows: for every linear map ⁠: ⁠ one can find orthonormal bases of ⁠ ⁠ and ⁠ ⁠ such that ⁠ ⁠ maps the ⁠ ⁠-th basis vector of ⁠ ⁠ to a non-negative multiple of the ⁠ ⁠-th basis vector of ⁠, ⁠ and sends the leftover basis vectors to zero.

  8. Kosambi–Karhunen–Loève theorem - Wikipedia

    en.wikipedia.org/wiki/Kosambi–Karhunen–Loève...

    The covariance function K X satisfies the definition of a Mercer kernel. By Mercer's theorem, there consequently exists a set λ k, e k (t) of eigenvalues and eigenfunctions of T K X forming an orthonormal basis of L 2 ([a,b]), and K X can be expressed as

  9. Orthogonal basis - Wikipedia

    en.wikipedia.org/wiki/Orthogonal_basis

    In mathematics, particularly linear algebra, an orthogonal basis for an inner product space is a basis for whose vectors are mutually orthogonal. If the vectors of an orthogonal basis are normalized , the resulting basis is an orthonormal basis .