Questions on the manipulation of matrices in Mathematica.

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9
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84 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 $F(x)=0$, ...
8
votes
0answers
134 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
99 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 = ...
6
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0answers
64 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
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0answers
329 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 ...
5
votes
0answers
390 views

How to invert a matrix with 100 trillion elements?

I have a $10^{7}\times 10^{7}$ matrix with the following properties: it is sparse it is gamma-5 it is almost Hermitian. If $M$ is the matrix we are trying to invert, we know $M=A M^{\dagger} A$ ...
5
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0answers
634 views

Export matrix to $\LaTeX$ with style

Is it possible to export a matrix to $\LaTeX$ with style? For example this code will create a matrix with equal spacing matrix and with background colors in some cell, is it possible to export that ...
4
votes
0answers
127 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
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0answers
74 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: ...
4
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0answers
110 views

How can I force the use of sparse diagonalization methods?

When I evaluate the Eigenvalues function on a very large (e.g. 2^16 x 2^16) sparse matrix, Mathematica says something like: Because finding 65536 out of the ...
4
votes
0answers
431 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 ...
4
votes
0answers
220 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 ...
4
votes
0answers
677 views

Analytically solve the eigenvalue problem with infinite dimensions by Mathematica?

If I am given a symbolic expression of all the matrix elements in an infinite-dimensional space, e.g., the Hamiltonian of a quantum mechanical system, is it possible to get the symbolic expression for ...
4
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0answers
162 views

How to accelerate updating some parts of sparse matrices?

I am trying to update some parts of an specific matrix as rapidly as possible. In what follows, I first set up the basics things that I want to use ...
3
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0answers
49 views

FindInstance of Matrices

I'm trying to use FindInstance to find examples of matrices that complete an expression. However, it seems like I need to specify atomics as my variables to the function. So, here's a really simple ...
3
votes
0answers
66 views

Diagonalisation of equations for NDSolve

I have a linear matrix differential equation and I wish to speed up evaluation by diagonalising using eigenvectors. There is an example in Help for finite elements under "swinging beam" that is ...
3
votes
0answers
156 views

The CorrelationMatrix is equal to corrcoef of Matlab?

How can I generate a matrix which is equivalent to the results of the "correlation coefficients" command (corrcoef) in Matlab? When I make a LinearModelFit, I can get a CorrelationMatrix, but is this ...
3
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0answers
493 views

Symbolic matrix calculus: What's new in Version 9

I have seen some of the related posts, which ask about doing matrix calculation on tensors unknown dimensions. One of the posts mentioned that version 9 has some capability, but it was concerned about ...
3
votes
0answers
223 views

Mathematica Complains about Non Symmetric Covariance matrix, when it's not the case

I was doing some fitting with Mathematica7 using NonlinearModelFit. It's quite long the program to do the fit and that's why I am not displaying here ... It goes ok, and I can get the fit parameters ...
2
votes
0answers
37 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 ...
2
votes
0answers
86 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
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0answers
76 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
206 views

Fast export of large numerical data

Edit It seems that the bottelneck is not due to eigen value problem. I will esit the question soon. I have a 6000by6000 matrix which I got after some calculations. I want to get the eigenvalues and ...
2
votes
0answers
198 views

Best way to create symmetric matrices with block structure and additional symmetries of the submatrices

Update: you can now skip the "My attempted solution" part and jump to "My first attempt for improvement" in the end of the question. My question is related to Best way to create symmetric matrices . ...
2
votes
0answers
122 views

A math function similar to “LatticeReduce” for finding linear independent basis

We would like to ask a math function similar to "LatticeReduce" for finding linear independent basis. The input is a list of vectors $M=\{v_1,v_2,v_3,\dots\}$, with the following property: There is a ...
2
votes
0answers
218 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
29 views

Fast arithmetic on matrix elements

I have a square matrix $U$ of dimension $L\times L$, I am interested in the following quantity $U_{1,j}U_{2,k}U_{3,l}U_{4,m}\cdots U_{L,q}$ summed over all permutations of the letter indices, ...
1
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0answers
52 views

Calculating in the group ring $Q[GL_n(Z)]$

I am trying to use Mathematica to check some identities in the group ring $Q[GL_n(Z)]$. Is there a package/function of Mathematica to do this? Thanks a lot in advance!
1
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0answers
60 views

Exponential Matrix Diffentiation

I have been struggling with the following question while solving an optimization problem in $\mathbb{R}_{+}^G$. Basically, I have $$\min_{y \in \mathbb{R}_{+}^G} F(y) = y^{T}\mathcal{K} + \exp(-y^{T} ...
1
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0answers
48 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 $M(x)$ ...
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0answers
55 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
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0answers
124 views

Speed matrix multiplications

I am trying to run this function ...
1
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0answers
44 views

matrix multiplication performance

I would like to evaluate $$ f(x,y)=\sum_{i=1}^{N} X_i(x)\,Y_i(y) $$ where $X_i(x)$ and $Y_i(y)$ are known functions for all $i=1,\ldots,N$, and $x$ and $y$ are from the rectangle $[0,A]\times[0,B]$, ...
1
vote
0answers
54 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
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0answers
41 views

Diagonal times dense matrix, high precision

I have a fixed dense matrix M of high precision numbers, say 40 by 40 and precision 40. Then I have a variable vector v of the ...
1
vote
0answers
54 views

Getting an approximate analytical form for eigenvalues of a matrix

I have a 20x20 matrix: ...
1
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0answers
54 views

How can I get symbolic orthonormal eigenvectors for 3 by 3 hermitian matrix?

Using the following syntax, I can obtain the symbolic eigenvalues and eigenvectors of the following Hermitian matrix (a,b,c,d are all real parameters): ...
1
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0answers
84 views

Calculate the matrix M such M.X=omega

I would like to determine the matrix M[3,3] such as M.X=w. ...
1
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0answers
90 views

Find algorithm or generator formula with automated procedure and pattern recognition

I am trying to find a generator formula for the discriminant of a polynomial and believe it would be an interesting problem for the Mathematica community to know how to automate evaluation of certain ...
1
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0answers
105 views

How to find Pauli matrices

I wanted to find the Pauli matrices, so i wrote down this code: z = {{a, b}, {c, d}} i = {{1, 0}, {0, 1}} Solve[z.z == i, {a, b, c, d}] and mathematica gave me ...
1
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0answers
404 views

Solving Symbolically Equations with Vectors and Matrices

I want to solve equations with vector variables and vector/matrix parameters symbolically. As a basic example I would like to be able to solve something like $[I-aG]x=b$ where $a,b \in \mathbb{R}^l$ ...
1
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0answers
125 views

Replace part of a matrix

I have to generate a ne numbers of matrices with 1 and 0 and then replace some elements. ...
1
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0answers
44 views

How to show Output of matrix in FortranForm with “&” character?

I have a matrix. and i have shown the output of matrix one by one element in FortranForm. the problem is i want to put "&" continuation charater in output because when i am copying the data into ...
1
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0answers
143 views

Replace part in a matrix that matches specific pattern

I have the following problem. Given a matrix L which looks as follows, Matrix L is a link, route matrix. Further, I got the following vector (d), which indicates the demand per vertex combination. ...
1
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0answers
72 views

Creating a matrix from a list of simultaneous equations

I have a list of n simultaneous equations of the form, w A[n] = (K[n,n+1]+K[n-1,n])A[n] - K[n,n+1]A[n+1] - K[n-1,n]A[n-1] ...
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0answers
77 views

How to find a scaling parameter in matrix inversion process by MMA?

I simply would like to find the inverse of a given matrix $A$ by the iterative method $X_{k+1}=X_k(2I-AX_k)$ using $X_0=\frac{1}{\sigma_{max}^2}A^*$. An example is as follows ...
1
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0answers
125 views

Find the values of parameters so that the matrix is symmetric positive definite

Good evening , I have a matrix 20x20 in symbolic form. The matrix depends on 5 parameters (a,b,c,d,e). I would like to get the interval of each parameters that ensures that the matrix S is symmetric ...
1
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0answers
76 views

Mathematica program for PLUR decomposition of a symbolic matrix using full pivoting

I wanted to ask if there is a Mathematica program for PLUR decomposition of a symbolic matrix M, such that M = P*L*U*R, using FULL (row and column) pivoting, and where R = reduced row echelon form of ...
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0answers
105 views

Computing residues of matrix valued functions symbolically

I have a somewhat specific application in mind, but I've run into this kind of problem a few times and never found an elegant solution. Is there an efficient way to get Mathematica to recognize that ...
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0answers
356 views

Eigenvectors for a large symbolic matrix

I'm trying to compute the eigenvectors for a 42x42 symbolic matrix (with one variable) in Mathematica. I get the following error: Eigenvectors::eivec0: Unable to find all eigenvectors. >> and the ...