1
vote
1answer
120 views

Decomposing a diagonal positive real matrix

I would like to 'decompose' a diagonal positive real matrix $E$ of rank $D$ onto $\sum_{i=1}^{D}c(i)N^i$: $$E = \left( \begin{array}{ccc} 0 & & & \\ & a & & \\ ...
0
votes
0answers
98 views

Getting increased accuracy for roots of determinant

I have a matrix $a(\kappa)$ from which I am trying to determine $\kappa$ by using the equation $det(a(\kappa)) = 0$. The matrices I deal with are on the order of 100 X 100 to 500 X 500. Originally I ...
1
vote
0answers
173 views

Parallel linear algebra with arbitrary precision

Is it possible to do parallel linear algebra with arbitrary precision within Mathematica (in a simple manner, as is done for the machine precision)?
5
votes
2answers
535 views

Can the CholeskyDecomposition function in Mathematica be made to work on non-symmetric matrices?

The CholeskyDecomposition[m] function in Mathematica requires a symmetric and positive definite matrix m. For instance, the ...
20
votes
3answers
557 views

Computing polynomial eigenvalues in Mathematica

MATLAB offers a function polyeig for computing polynomial eigenvalues, which appear, for instance in quadratic eigenvalue problems (see here for some applications) such as: \begin{equation} ...
3
votes
0answers
172 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 ...
5
votes
1answer
375 views

Tridiagonal symmetric matrix eigenvalue using bisection

I know that Eigenvalues is already quite well implemented in Mathematica, nor am I foolishly trying to improve on it. In order to improve my programming skills, I ...
5
votes
3answers
787 views

Solution for equation system with piece-wise defined functions

As I could swear this worked just yesterday, I am probably just doing something stupid here and I am sorry to bother you :) I am trying to find the point where a curve crosses a line. In this case, ...
4
votes
1answer
289 views

How to fix errors in Gram-Schmidt process when using random vectors?

I first make a function to get a random vector on unit sphere in a swath around the equator. That is what the parameter $\gamma$ controls; if $\gamma = 1/2$, the vectors can be chosen anywhere on the ...
11
votes
1answer
329 views

Why is MainEvaluate being used when LinearSolve can be compiled?

According to this question LinearSolve can be Compiled. However, CompilePrint shows a MainEvaluate but no-warning is generated. It appears that LinearSolve is not ...