# Questions tagged [linear-algebra]

Questions on the algorithmic/computational aspects of linear algebra, including the solution of linear systems, least squares problems, eigenproblems, and other such matters.

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331 views

### Computing eigenvectors from the QR algorithm

I've seen a few other posts on this topic but none have full answers. I'm trying to implement some eigen-decomposition algorithms. I've managed to get the Explicit QR algorithm and the Implicit (...
187 views

### Find constrained vectors maximizing angles between them - methods?

This is related to a question I had asked earlier, with the distinction that earlier I did not have a non-linear objective functional to minimize. The problem is reproduced below with added ...
388 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 $F=[F_{1}...F_{p}]$ ...
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### How to accurately decompose positive semidefinite matrix and use the lower triangular part in linear equations

I have $n$ arbitrary $p\times 1$ vectors $x_i$, and $p\times k$ matrices $A_i$, and $n$ $p \times p$ positive semidefinite matrices $S_i$, where some (often most) of the $S_i$'s are same (for example ...
104 views

### Efficient principal pivots

It was suggested I should try posting this question here from Mathematics Background I'm working on a numerical linear algebra package in C#. I'm trying to implement a variety of "principal ...
116 views

### Up-/downdating methods for a series of normal equations

In an application I have to solve a series of positive definite linear systems of the form $A^TA x = A^Tb$ (i.e. normal equations). The next system is obtained from the previous one by adding and/or ...
59 views

### Software for solving large systems of linear equations over gf(2)

What available solvers are there for linear equation solver over GF(2) (Boolean), capable of dealing with large sparse systems (in the 10k - 100k variables range)?
42 views

### How to solve this boundary value problem which has more unknown than equation on MATLAB

I need your helps about solving the problem below with MATLAB. I am trying to solve 2D Stress Wave Propagation problem by using FDTD(Finite difference time domain) method on the cylindrical coord. I ...
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### Randomized Submatrix of a Sparse Matrix

I have a sparse square matrix $A$ with size $n \times n$ and number of nonzero entries $nnz$. The goal is making a sub-matrix $B$ with $s$ nonzeros which are randomly chosen from $A$. Duplicates are ...
477 views

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### How to solve singular non symmetric poisson equation with Neumann boundary condtions?

I am trying to solve 2D Poisson equations with Neumann boundary conditions. When the mesh is uniform, Poisson equation is singular and symmetric, so the method listed in Null Space Projection for ...
102 views

### Preconditioner for large size hermitian eigenvalue problems

Basically I try to compute several smallest eigenvalues of some sparse 50k*50k eigenvalue problems using matlab. $$Ax = \lambda Bx$$ With matlab eigs, it's not as fast as I expected. So I tried some ...
126 views

### Lapack++ for QR algorithm

I have recently started using Lapack++ which I found convenient for my programming purpose, in general. Now, I need to solve a matrix using QR algorithm. I've searched the user manual and I found a ...
75 views

### Estimating eigenvalues from time-dependent non-linear operator

I have a very sparse non-linear system $N(u) = 0$ that can be solved as a time-dependent ODE, $\frac{du}{dt} = N(u)$, and explicitly integrated until $\frac{du}{dt} = N(u) = 0$, e.g. by forward euler, ...
157 views

### How do I implement thin plate splines with barriers?

I want to implement thin spline interpolation of scattered elevation data $\{z_i(x_i,y_i)\}_{i=1..n}$ in C++. This seems fairly simple using Radial Basis Functions:  z(x,y) = p(x,y) + \sum_i l_i\...
I have a system of linear equations in form of $AX=b$ where $A_{m\times n}$, $X_{n\times 1}$ and $b_{m\times 1}$. Coefficient matrix $A$ is quite sparse. However, using a practical LP solver like ...