Tagged Questions
1
vote
0answers
133 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)?
4
votes
2answers
251 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 ...
21
votes
3answers
373 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
123 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 ...
6
votes
1answer
279 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
482 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
230 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 ...
8
votes
1answer
234 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 ...
