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  2. Sylvester equation - Wikipedia

    en.wikipedia.org/wiki/Sylvester_equation

    In mathematics, in the field of control theory, a Sylvester equation is a matrix equation of the form: [1] A X + X B = C . {\displaystyle AX+XB=C.} It is named after English mathematician James Joseph Sylvester .

  3. Alternating-direction implicit method - Wikipedia

    en.wikipedia.org/wiki/Alternating-direction...

    In numerical linear algebra, the alternating-direction implicit (ADI) method is an iterative method used to solve Sylvester matrix equations.It is a popular method for solving the large matrix equations that arise in systems theory and control, [1] and can be formulated to construct solutions in a memory-efficient, factored form.

  4. Sylvester matrix - Wikipedia

    en.wikipedia.org/wiki/Sylvester_matrix

    The determinant of the Sylvester matrix of two polynomials is their resultant, which is zero when the two polynomials have a common root (in case of coefficients in a field) or a non-constant common divisor (in case of coefficients in an integral domain). Sylvester matrices are named after James Joseph Sylvester.

  5. Sylvester's formula - Wikipedia

    en.wikipedia.org/wiki/Sylvester's_formula

    In matrix theory, Sylvester's formula or Sylvester's matrix theorem (named after J. J. Sylvester) or Lagrange−Sylvester interpolation expresses an analytic function f(A) of a matrix A as a polynomial in A, in terms of the eigenvalues and eigenvectors of A. [1] [2] It states that [3]

  6. Bartels–Stewart algorithm - Wikipedia

    en.wikipedia.org/wiki/Bartels–Stewart_algorithm

    In numerical linear algebra, the Bartels–Stewart algorithm is used to numerically solve the Sylvester matrix equation =.Developed by R.H. Bartels and G.W. Stewart in 1971, [1] it was the first numerically stable method that could be systematically applied to solve such equations.

  7. List of open-source software for mathematics - Wikipedia

    en.wikipedia.org/wiki/List_of_open-source...

    Octave (aka GNU Octave) is an alternative to MATLAB. Originally conceived in 1988 by John W. Eaton as a companion software for an undergraduate textbook, Eaton later opted to modify it into a more flexible tool. Development begun in 1992 and the alpha version was released in 1993. Subsequently, version 1.0 was released a year after that in 1994.

  8. Second partial derivative test - Wikipedia

    en.wikipedia.org/wiki/Second_partial_derivative_test

    For the general case of an arbitrary number n of variables, there are n sign conditions on the n principal minors of the Hessian matrix that together are equivalent to positive or negative definiteness of the Hessian (Sylvester's criterion): for a local minimum, all the principal minors need to be positive, while for a local maximum, the minors ...

  9. Matrix exponential - Wikipedia

    en.wikipedia.org/wiki/Matrix_exponential

    It is used to solve systems of linear differential equations. In the theory of Lie groups, the matrix exponential gives the exponential map between a matrix Lie algebra and the corresponding Lie group. Let X be an n×n real or complex matrix. The exponential of X, denoted by e X or exp(X), is the n×n matrix given by the power series = =!