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In mathematics (including combinatorics, linear algebra, and dynamical systems), a linear recurrence with constant coefficients [1]: ch. 17 [2]: ch. 10 (also known as a linear recurrence relation or linear difference equation) sets equal to 0 a polynomial that is linear in the various iterates of a variable—that is, in the values of the elements of a sequence.
The equation is called a linear recurrence with constant coefficients of order d. The order of the sequence is the smallest positive integer such that the sequence satisfies a recurrence of order d, or = for the everywhere-zero sequence. [citation needed]
The recurrence of order two satisfied by the Fibonacci numbers is the canonical example of a homogeneous linear recurrence relation with constant coefficients (see below). The Fibonacci sequence is defined using the recurrence = + with initial conditions
Consider a linear non-homogeneous ordinary differential equation of the form = + (+) = where () denotes the i-th derivative of , and denotes a function of .. The method of undetermined coefficients provides a straightforward method of obtaining the solution to this ODE when two criteria are met: [2]
It is generally used in solving non-linear equations like Euler's equations in computational fluid dynamics. Matrix-free conjugate gradient method has been applied in the non-linear elasto-plastic finite element solver. [7] Solving these equations requires the calculation of the Jacobian which is costly in terms of CPU time and storage. To ...
Not every square matrix is similar to a companion matrix, but every square matrix is similar to a block diagonal matrix made of companion matrices. If we also demand that the polynomial of each diagonal block divides the next one, they are uniquely determined by A , and this gives the rational canonical form of A .
The parameter matrices A and C are from the linear equation, and the parameter matrices K and R are from the quadratic cost function. See here for details. In general this equation cannot be solved analytically for H t in terms of t; rather, the sequence of values for H t is found by iterating the Riccati equation.
[2] [3] The MINRES method requires that the matrix is symmetric, but has the advantage that it only requires handling of three vectors. GMRES is a special case of the DIIS method developed by Peter Pulay in 1980. DIIS is applicable to non-linear systems.