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  2. List of numerical-analysis software - Wikipedia

    en.wikipedia.org/wiki/List_of_numerical-analysis...

    ScaLAPACK is a library of high-performance linear algebra routines for parallel distributed-memory machines that features functionality similar to LAPACK (solvers for dense and banded linear systems, least-squares problems, eigenvalue problems, and singular-value problem). Scilab is advanced numerical analysis package similar to MATLAB or Octave.

  3. MATLAB - Wikipedia

    en.wikipedia.org/wiki/MATLAB

    He developed MATLAB's initial linear algebra programming in 1967 with his one-time thesis advisor, George Forsythe. [21] This was followed by Fortran code for linear equations in 1971. [21] Before version 1.0, MATLAB "was not a programming language; it was a simple interactive matrix calculator. There were no programs, no toolboxes, no graphics.

  4. Schur decomposition - Wikipedia

    en.wikipedia.org/wiki/Schur_decomposition

    There is also a real Schur decomposition. If A is an n × n square matrix with real entries, then A can be expressed as [4] = where Q is an orthogonal matrix and H is either upper or lower quasi-triangular. A quasi-triangular matrix is a matrix that when expressed as a block matrix of 2 × 2 and 1 × 1 blocks is

  5. QR decomposition - Wikipedia

    en.wikipedia.org/wiki/QR_decomposition

    where R 1 is an n×n upper triangular matrix, 0 is an (m − n)×n zero matrix, Q 1 is m×n, Q 2 is m×(m − n), and Q 1 and Q 2 both have orthogonal columns. Golub & Van Loan (1996 , §5.2) call Q 1 R 1 the thin QR factorization of A ; Trefethen and Bau call this the reduced QR factorization . [ 1 ]

  6. Row and column spaces - Wikipedia

    en.wikipedia.org/wiki/Row_and_column_spaces

    A linear combination of v 1 and v 2 is any vector of the form [] + [] = [] The set of all such vectors is the column space of A. In this case, the column space is precisely the set of vectors ( x , y , z ) ∈ R 3 satisfying the equation z = 2 x (using Cartesian coordinates , this set is a plane through the origin in three-dimensional space ).

  7. Math Kernel Library - Wikipedia

    en.wikipedia.org/wiki/Math_Kernel_Library

    Linear algebra: BLAS routines are vector-vector (Level 1), matrix-vector (Level 2) and matrix-matrix (Level 3) operations for real and complex single and double precision data. LAPACK consists of tuned LU, Cholesky and QR factorizations, eigenvalue and least squares solvers.

  8. Identity matrix - Wikipedia

    en.wikipedia.org/wiki/Identity_matrix

    In linear algebra, the identity matrix of size is the square matrix with ones on the main diagonal and zeros elsewhere. It has unique properties, for example when the identity matrix represents a geometric transformation, the object remains unchanged by the transformation. In other contexts, it is analogous to multiplying by the number 1.

  9. Jordan normal form - Wikipedia

    en.wikipedia.org/wiki/Jordan_normal_form

    is twice the number of Jordan blocks of size k 1 plus the number of Jordan blocks of size k 11. The general case is similar. This can be used to show the uniqueness of the Jordan form. Let J 1 and J 2 be two Jordan normal forms of A. Then J 1 and J 2 are similar and have the same spectrum, including algebraic multiplicities of the ...