The matrix-equations tag has no wiki summary.
1
vote
0answers
28 views
On solution of a class of discrete-time Lyapunov equation for systems with multiplicaitve noise
Let's consider the following equation
$$X=F_{1}XF_{1}^{T}+...+F_{p}XF_{p}^{T}+C$$
where $p$ is an positive integer and $C$ is a known positive semidefinite matrix. If we augment $F=[F_{1}...F_{p}]$ ...
2
votes
1answer
49 views
Calculate 3x3 matrix to give lowest difference for data set
I'm building an application where I need to compare found data with the actual data it should be.
I have 5 sets of data, each with 3 variables a,b,c.
Let matrix A be a 3x1 matrix with data a,b,c ...
1
vote
0answers
27 views
Left and right eigenspaces of product of grammians
I solve the Lyapunov equations :
$$ A W_C E^T + E W_C A^T + B B^T = 0 $$
$$ A^T W_O E^T + E W_O A + C^T C = 0 $$
to obtain $ W_C $ and $W_O$. My aim is to get the left and right eigenspaces of $W_C ...
6
votes
2answers
133 views
solve $xA=b$ for $x$ using LAPACK and BLAS
I am porting an existing code from MATLAB to C++ and have a linear system to solve $xA=b$ (rather than the more typical form $Ax=b$)
The matrix $A$ is dense, and of general form, but is no larger ...
8
votes
5answers
271 views
Repeatedly solving $A\mathbf{x} = \mathbf{b}$ with same $A$, different $\mathbf{b}$
I am using MATLAB to solve a problem that involves solving $A\mathbf{x}=\mathbf{b}$ at every timestep ($\mathbf{b}$ changes with time). Right now I am accomplishing this by MATLAB's ...
0
votes
0answers
52 views
Modified heat eq. in 3D
please how can I write gradient numerically?
I have an eq.
$\dfrac{\partial X}{\partial t}=\nabla^2 X + u\nabla X$
I wonder how write this in 3D.
Many thanks for any idea... I can find how to solve ...
3
votes
2answers
108 views
Computing an orthogonal matrix subject to linear constraints
I am looking for a method to solve the matrix equation
$$ DXa = Xb $$
where $D\in \mathbb{R}^{n\times n}$ is diagonal, $a, b\in \mathbb{R}^{n}$ and $X$ is the unknown orthogonal $n\times n$ matrix ...
