Search results
Results from the WOW.Com Content Network
Modified Richardson iteration is an iterative method for solving a system of linear equations. Richardson iteration was proposed by Lewis Fry Richardson in his work dated 1910. It is similar to the Jacobi and Gauss–Seidel method. We seek the solution to a set of linear equations, expressed in matrix terms as =.
The standard convergence condition (for any iterative method) is when the spectral radius of the iteration matrix is less than 1: ((+)) < A sufficient (but not necessary) condition for the method to converge is that the matrix A is strictly or irreducibly diagonally dominant. Strict row diagonal dominance means that for each row, the absolute ...
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
where is the matrix formed by replacing the i-th column of A by the column vector b. A more general version of Cramer's rule [ 10 ] considers the matrix equation A X = B {\displaystyle AX=B}
Lis (Library of Iterative Solvers for linear systems; pronounced lis]) is a scalable parallel software library to solve discretized linear equations and eigenvalue problems that mainly arise from the numerical solution of partial differential equations using iterative methods.
In particular, the discrete-time Lyapunov equation (also known as Stein equation) for is A X A H − X + Q = 0 {\displaystyle AXA^{H}-X+Q=0} where Q {\displaystyle Q} is a Hermitian matrix and A H {\displaystyle A^{H}} is the conjugate transpose of A {\displaystyle A} , while the continuous-time Lyapunov equation is
Given two square complex matrices A and B, of size n and m, and a matrix C of size n by m, then one can ask when the following two square matrices of size n + m are similar to each other: [] and []. The answer is that these two matrices are similar exactly when there exists a matrix X such that AX − XB = C .
The matrix equation AX=XB, where X is unknown, has an infinite number of solutions that can be easily studied by a geometrical approach. [8] To find X it is necessary to consider a simultaneous set of 2 equations A 1 X=XB 1 and A 2 X=XB 2; the matrices A 1, A 2, B 1, B 2 have to be dermined by experiments to be performed in an optimized way. [9]