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Decomposition of an updated correlation matrix via hyperbolic transformations

Drahoslava Janovská (2002)

Applications of Mathematics

An algorithm for hyperbolic singular value decomposition of a given complex matrix based on hyperbolic Householder and Givens transformation matrices is described in detail. The main application of this algorithm is the decomposition of an updated correlation matrix.

Derivation of BiCG from the conditions defining Lanczos' method for solving a system of linear equations

Petr Tichý, Jan Zítko (1998)

Applications of Mathematics

Lanczos’ method for solving the system of linear algebraic equations A x = b consists in constructing a sequence of vectors x k in such a way that r k = b - A x k r 0 + A 𝒦 k ( A , r 0 ) and r k 𝒦 k ( A T , r ˜ 0 ) . This sequence of vectors can be computed by the BiCG (BiOMin) algorithm. In this paper is shown how to obtain the recurrences of BiCG (BiOMin) directly from this conditions.

Determinant evaluations for binary circulant matrices

Christos Kravvaritis (2014)

Special Matrices

Determinant formulas for special binary circulant matrices are derived and a new open problem regarding the possible determinant values of these specific circulant matrices is stated. The ideas used for the proofs can be utilized to obtain more determinant formulas for other binary circulant matrices, too. The superiority of the proposed approach over the standard method for calculating the determinant of a general circulant matrix is demonstrated.

Directed forests with application to algorithms related to Markov chains

Piotr Pokarowski (1999)

Applicationes Mathematicae

This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.

Discrete-time symmetric polynomial equations with complex coefficients

Didier Henrion, Jan Ježek, Michael Šebek (2002)

Kybernetika

Discrete-time symmetric polynomial equations with complex coefficients are studied in the scalar and matrix case. New theoretical results are derived and several algorithms are proposed and evaluated. Polynomial reduction algorithms are first described to study theoretical properties of the equations. Sylvester matrix algorithms are then developed to solve numerically the equations. The algorithms are implemented in the Polynomial Toolbox for Matlab.

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