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Minor (linear algebra) In linear algebra, a minor of a matrix A is the determinant of some smaller square matrix generated from A by removing one or more of its rows and columns. Minors obtained by removing just one row and one column from square matrices (first minors) are required for calculating matrix cofactors, which are useful for ...
In the mathematical field of graph theory, Kirchhoff's theorem or Kirchhoff's matrix tree theorem named after Gustav Kirchhoff is a theorem about the number of spanning trees in a graph, showing that this number can be computed in polynomial time from the determinant of a submatrix of the graph's Laplacian matrix; specifically, the number is equal to any cofactor of the Laplacian matrix.
Graph minor. In graph theory, an undirected graph H is called a minor of the graph G if H can be formed from G by deleting edges, vertices and by contracting edges. The theory of graph minors began with Wagner's theorem that a graph is planar if and only if its minors include neither the complete graph K5 nor the complete bipartite graph K3,3. [1]
The Schur complement arises naturally in solving a system of linear equations such as [7] Assuming that the submatrix is invertible, we can eliminate from the equations, as follows. Substituting this expression into the second equation yields. {\displaystyle \left (D-CA^ {-1}B\right)y=v-CA^ {-1}u.} We refer to this as the reduced equation ...
The Robertson–Seymour theorem states that finite undirected graphs and graph minors form a well-quasi-ordering. The graph minor relationship does not contain any infinite descending chain, because each contraction or deletion reduces the number of edges and vertices of the graph (a non-negative integer). [8] The nontrivial part of the theorem ...
In linear algebra, the Cholesky decomposition or Cholesky factorization (pronounced / ʃəˈlɛski / shə-LES-kee) is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions, e.g., Monte Carlo simulations.
In linear algebra, the Laplace expansion, named after Pierre-Simon Laplace, also called cofactor expansion, is an expression of the determinant of an n × n - matrix B as a weighted sum of minors, which are the determinants of some (n − 1) × (n − 1) - submatrices of B. Specifically, for every i, the Laplace expansion along the ith row is ...
Cramer's rule. In linear algebra, Cramer's rule is an explicit formula for the solution of a system of linear equations with as many equations as unknowns, valid whenever the system has a unique solution. It expresses the solution in terms of the determinants of the (square) coefficient matrix and of matrices obtained from it by replacing one ...