Questions about Mathematica functionality related to manipulating vector spaces and linear mappings between such spaces. This includes determination of matrix properties, matrix transformations, decompositions, and factoring.

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10
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0answers
112 views

Possible Bug in LinearSolveFunction with Sparse Vectors

Bug introduced in 5.0 and persists through 10.4.1 LinearSolveFunction is new in 5.0 Consider the following set of equations and corresponding variables: ...
10
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0answers
111 views

Efficient solution of huge sparse linear system

I'm trying to improve efficiency of my code in which main task is a solution to huge (~$10^4\times 10^4$) but sparse linear system $$Ax=b$$ (In fact my aim is to solve nonlinear equations $F(x)=0$, ...
10
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0answers
241 views

LinearSolve and Krylov Method options

I need to solve a large, sparse, linear system. At some point Method -> "Multifrontal" fails and a bit later also "Pardiso" ...
10
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0answers
569 views

More efficient matrix-vector product

Dear mathematica users, In my present research I am faced with a real dense $n\times n$ matrix $A$ where $n \geq 3000$ (hopefully even more). The coefficients of this matrix are fixed, but I will ...
9
votes
0answers
158 views

Bug in PositiveDefiniteMatrixQ?

Fixed in 10.1.0. Exists in at least 9.0.1 -- 10.0.2. This seems like a bug in PositiveDefiniteMatrixQ to me: ...
7
votes
0answers
134 views

Examples of using Mathematica to solve matrix equations symbolically

Suppose we want to solve a linear system like $$\left\lbrack\begin{array}{cc}M& S\\ -S^\mathrm{T}&0 \end{array} \right\rbrack \left\lbrack \begin{array}{c} x\\y\end{array}\right\rbrack = ...
7
votes
0answers
80 views

Mathematica package for explicit matrix representations of group generators?

While there are several packages that are capable of working with weights and roots (for example LieArt), I couldn't find any package that spits out explicit matrices for the generators, for example ...
7
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0answers
353 views

How to produce the ILU0 or ILUT as stand-alone procedures on sparse matrices?

Mathematica uses the ILU0 procedures automatically to precondition large sparse linear systems; e.g. ...
6
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0answers
129 views

Why has Version 10.3 precision reduced?

In version 7.0.1.0 and versions 10.0 and 10.1 the following is produced: ...
6
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0answers
74 views

How to instruct MatrixLog to work with singular matrices?

How to instruct MatrixLog to work with singular matrices by ignoring the zero eigenvalues (thus only acting on a subspace orthogonal to the matrix kernel)? I'm ...
6
votes
0answers
185 views

Calculating the rank of a huge sparse array

By virtue of the suggestion in my previous question, I constructed the sparse matrix whose size is $518400 \times 86400$, mostly filled with $0$ and $\pm 1$. Now I want to calculate its rank. Since ...
6
votes
0answers
333 views

Inverse of a large sparse Hermitian block matrix

I am looking for a method (if it exists) for the inverse of a large sparse Hermitian block matrix. The off diagonal sparse matrices, named δ are 4x4, and they have ...
6
votes
0answers
301 views

NullSpace[_, Method->“OneStepRowReduction”] is sometimes wrong; how can I work out when this happens?

Edit 2015: Has this been fixed yet? (This is on MMA 7.0.1.0 on OS X) I've just found a large matrix m for which NullSpace[m] ...
5
votes
0answers
78 views

Is it possible to speedup these simple linear algebra operations

I'm trying to numerically solve some equations using splitting operator method. The solver I construct iteratively constructs a matrix and feeds it to LinearSolve. ...
5
votes
0answers
153 views

VERY slow to solve a nonlinear equation involving matrix eigenvalues

I am trying to solve a problem similar to the following: ...
5
votes
0answers
234 views

Discriminant of Characteristic Polynomial

I'm doing a calculation which finds the characteristic polynomial of a matrix with rather complex entries and then determines the discriminant of that polynomial. For smaller matrices up to around 7x7 ...
5
votes
0answers
2k views

Solve huge symbolic system of linear equations

I have a system of 76 symbolic linear equations (i.e. some coefficients are symbolic) with a sparse coefficient matrix. However, neither Solve[] nor ...
4
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0answers
169 views

Finding eigenvalues in Mathematica: why so slow?

I am trying to find the eigensystem of a large sparse real symmetric matrix, and I only need the lowest 40 or so eigenstates. The relevant code is as follows: ...
4
votes
0answers
113 views

Eigenvalues FEAST method - performance is very variable

I am running the FEAST method option for Eigenvalues on sparse matrices of dimension around 500,000. I look for about 50 ...
4
votes
0answers
509 views

Fast principal component analysis

I'd like to speed up a principal value value analysis. The data contains a large set of vectors with a large dimension. Both are in the range of 1000. I want to obtain the loadings matrix for further ...
3
votes
0answers
66 views

Why does Eigenvalues work for a matrix $\{M\}$ but not $\{\{M\}\}$?

Suppose I have a matrix {{1, 2}, {3, 4}} which I'll call mat. In a blur of human error, I computed the eigenvalues of ...
3
votes
0answers
69 views

Change of basis of polynomials

Suppose I have a favourite basis for polynomials in $x_1,\dotsc,x_n$, say non-symmetric Macdonald polynomials to be specific. I can easily compute these, and thus the change-of-basis matrix that takes ...
3
votes
0answers
96 views

Writing a function to set up and solve the least squares problem

I have setup the explicit line equation for a given set of points using least-squares approximation and the knots computed below. I have tried extending the same code for use with an arbitrary degree, ...
3
votes
0answers
45 views

Generation of Space Representation of non-crystallographic Point Groups

In Mathematica the command FiniteGroupData[{"CrystallographicPointGroup",<group number>}, "SpaceRepresentation"] yields the space representation ...
3
votes
0answers
77 views

Real Canonical Form of Arbitrary Size Matrices

I have been searching the site and the Mathematica documentation, but have not found anything regarding this. If we find the Jordan Form of the following matrix, we get complex values, but I would ...
3
votes
0answers
51 views

Does NDSolve automatically simplify the system of equations for Hermitian matices?

I am currently starting to solve numerically a system of differential equations like this: $\dot{A}(t)=S(A)A(t)$ Here, the matrices are of dimension $d\times d$. $S(A)$ is some superoperator that ...
3
votes
0answers
64 views

Explicitly find a guaranteed factorization of large expression?

Consider the large expression LE defined in this file (involving only linearly independent functions), or in this file (linear interdependence present but slightly ...
3
votes
0answers
121 views

Suggestions for solving a large linear system

I have a system of $\approx 200,000$ linear equations in $\approx 40,000$ variables (with rational coefficients) and I would like to determine the dimension of the solution space, which I know to be ...
3
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0answers
320 views

How to compute the Lovász number for the given graph in Mathematica?

Here is a graph whose adjacency matrix is ...
3
votes
0answers
221 views

LeastSquare Solution for the Continuous Time Lyapunov Equation

I have been working with a problem which involves solving the continuous time Lyapunov equation $$A R + R A^\top = G$$ for the symmetric positive definite matrix $R$. Here $A$ is real, invertible ...
2
votes
0answers
54 views

Why can Mathematica compute numerical sums more efficiently when they are written as matrix operations?

Let $f(n)$ and $K(n,m)$ be functions such that the double sum, which we wish to evaluate numerically, $$ \sum_{n=1}^a \sum_{m=1}^a f(n) f(m) K(n,m) $$ exists when $a$ is some large positive number. I ...
2
votes
0answers
143 views

Linear Programming Using Dual Simplex method

I want to solve an optimization problem using the Dual Simplex Method. Although Mathematica gives the result directly when I use the command Minimize but I want to ...
2
votes
0answers
79 views

Derivative of vector dot product with respect to a vector

I have the expression: Transpose[gvecI, {2, 1}].x (m[1] + m[2]) gvecI and x are [3x1] ...
2
votes
0answers
114 views

Parallel evaluation of symbolic matrix eigenvalues

I'm trying to find eigenvalues of symbolic hermitian 40x40 block matrix. It is made from 20 2x2 matrices like this: ArrayFlatten[Table[M[m,n],{m,1,20},{n,1,20}]] ...
2
votes
0answers
71 views

Approximate inverse of large sparse matrix with small diagonal element

I need to find inverse of a large sparse matrix with small diagonal element. I follow this question - Is there any way to obtain an approximate inverse for very large sparse matrices? and try to use ...
2
votes
0answers
80 views

MatrixRank of a large but sparse matrix

I want to find the rank of a very sparse, quite rectangular matrix mat, but I'm running out of RAM (I have 16 GB) if I try to use ...
2
votes
0answers
98 views

Simplify large fractions

Hi i'm quite new with Mathematica and i'm experiencing some problems with Simplify and FullSimplify. I'm dealing with a sistem ...
2
votes
0answers
36 views

What is the most efficient method to find a single eigenvector with eigenvalue that is numerically 0?

I need to find an eigenvector of a (numerically calculated) square matrix M corresponding to the eigenvalue 0. The methods I know are ...
2
votes
0answers
99 views

Find eigenvalues without filling the matrix

Is it possible to find eigenvalues of a matrix without filling it? The matrix elements are given by a known function f[p1,p2]. This is relevant for a matrix too ...
2
votes
0answers
229 views

Fast calculation of commute distances on large graphs (i.e. fast computation of the pseudo-inverse of a large Laplacian / Kirchhoff matrix)

I have a large, locally connected and undirected graph $G$ with $\approx 10^4$ vertices and $\approx 10^5$ to $\approx 10^6$ edges. Moreover I can bound the maximum vertex degree as $Q_{max}$. I ...
1
vote
0answers
47 views

Working with matrix

Considering the 3x3 matrix: m = {{0, -(I/Sqrt[2]), 0}, {I/Sqrt[2], 0, -(I/Sqrt[2])}, {0, I/Sqrt[2], 0}} How would I find its normalized vectors eigenvectors u_i ...
1
vote
0answers
36 views

Getting the row/column reduction matrix of a matrix m

Is there a simple way to get the row reduction matrix for a matrix m? As in, a matrix a such that ...
1
vote
0answers
73 views

Deriving ordinary least squares (OLS) in matrix form

How can I instruct Mathematica to derive the OLS in matrix form with respect to $\beta$ and obtain the result ${-2X}^{T}(y-X\beta)$? The matrices have the following dimensions: $y_{n \times 1}$, ...
1
vote
0answers
50 views

Mapping over two indices with a condition

How can I use Map over two indices with a condition? I am trying to calculate second derivative of an eigenvalue, $\lambda_i(x)$, of $n \times n$ matrix $M(x)$ ...
1
vote
0answers
63 views

Multivariate Path Construction using Sobol numbers

I am sharing my code,which I have tried to perform as per the instruction mentioned below. Please correct it so that I could get my output. Instruction: Use the first m dimensions of the Sobol vector ...
1
vote
0answers
66 views

“Reduce” works fine for a non-linear system with 9 equations, but cannot solve it if 10 equations. Any ways to improve the code?

I am trying to solve a class of problems, which are basically about a solution to a system of non-linear equations subject to the constraint that some subset of solutions must be non-decreasing. I ...
1
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0answers
60 views

Rotating an oriented surface in 3D

I have an oriented surface S in three dimensions. Let's say that initially the surface is parallel to the x-y-plane with orientation vector ...
1
vote
0answers
59 views

Continuous integration of a tensor function using discrete density values

Hei, I am wondering is it possible to implement continuous integration using Integrate() of a fourth order tensor with discrete density values. ...
1
vote
0answers
59 views

How to remove parts of an expression

I have an expression where terms Transpose[R].R appear. R is a matrix with the property Transpose[R].R=IdentityMatrix[3]. How ...
1
vote
0answers
62 views

Getting an approximate analytical form for eigenvalues of a matrix

I have a 20x20 matrix: ...