Search results
Results from the WOW.Com Content Network
The orthogonal Procrustes problem [1] is a matrix approximation problem in linear algebra. In its classical form, one is given two matrices A {\displaystyle A} and B {\displaystyle B} and asked to find an orthogonal matrix Ω {\displaystyle \Omega } which most closely maps A {\displaystyle A} to B {\displaystyle B} .
This is an alternative formulation of the Orthogonal Procrustes problem (consider all the vectors multiplied by the square-roots of the corresponding weights as columns of two matrices with N columns to obtain the alternative formulation). An elegant derivation of the solution on one and a half page can be found in. [3]
The linear complementarity problem (,) has a unique solution for every vector q if and only if M is a P-matrix. [4] This implies that if M is a P -matrix, then M is a Q -matrix . If the Jacobian of a function is a P -matrix, then the function is injective on any rectangular region of R n {\displaystyle \mathbb {R} ^{n}} .
Others, such as matrix addition, scalar multiplication, matrix multiplication, and row operations involve operations on matrix entries and therefore require that matrix entries are numbers or belong to a field or a ring. [8] In this section, it is supposed that matrix entries belong to a fixed ring, which is typically a field of numbers.
In mathematics, particularly in linear algebra and applications, matrix analysis is the study of matrices and their algebraic properties. [1] Some particular topics out of many include; operations defined on matrices (such as matrix addition, matrix multiplication and operations derived from these), functions of matrices (such as matrix exponentiation and matrix logarithm, and even sines and ...
Vectorization is used in matrix calculus and its applications in establishing e.g., moments of random vectors and matrices, asymptotics, as well as Jacobian and Hessian matrices. [5] It is also used in local sensitivity and statistical diagnostics.
Several important classes of matrices are subsets of each other. This article lists some important classes of matrices used in mathematics, science and engineering. A matrix (plural matrices, or less commonly matrixes) is a rectangular array of numbers called entries. Matrices have a long history of both study and application, leading to ...
This is applied, e.g., in the Kalman filter and recursive least squares methods, to replace the parametric solution, requiring inversion of a state vector sized matrix, with a condition equations based solution. In case of the Kalman filter this matrix has the dimensions of the vector of observations, i.e., as small as 1 in case only one new ...