Questions tagged [linear-algebra]

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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62
votes
4answers
16k views

Can Mathematica do symbolic linear algebra?

For instance, is there some way I can say "let A and B be arbitrary real $m\times n$ and $k\times m$ matrices, Simplify[Transpose[Transpose[A].Transpose[B]]]" and ...
16
votes
5answers
12k views

Matrix Multiplication in context of row and column vectors

I've been looking at some matrices in Mathematica and I've noticed something very weird: they're extremely temperamental when it comes to dot products! For example, if I have the following, ...
21
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1answer
3k views

How get eigenvectors without phase jump?

I'm using Eigenvectors to get the eigenvectors for some matrixes, but the eigenvectors seems to have some phase jump. Here is an example: Say we have a 2 by 2 ...
38
votes
2answers
14k views

How to enter matrices in block matrix format?

Example: I have a matrix $R = \left( \begin{array}{cc} A & \mathbf{t} \\ 0 & 1 \end{array} \right) $ where $A$ is 3-by-3 and $\mathbf{t}$ is 3 by 1. Or in Mathematica ...
21
votes
3answers
5k views

Find the eigenvector associated with the smallest eigenvalue, not smallest in magnitude

I am trying to find the eigenvector of a $20000 \times 20000$ sparse matrix associated with the smallest eigenvalue. I realized that the smallest eigenvalue might be negative; for example, if the ...
7
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3answers
2k views

How to plot several functions without jumping? (multiple eigenvalues of a system as functions of 2 parameters)

I've been working on this research problem for months with some success by no global/proper solution to the problem. So I have square, Hermitian matrices of various sizes ($8,20,38$ dimensions) with ...
30
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3answers
5k views

How to symbolically do matrix “Block Inversion”?

Consider a block (partitioned) matrix matrix = ArrayFlatten[{{a, b}, {c, d}}] where, a, b,...
10
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1answer
5k views

Mathematica won't give eigenvectors but Wolfram Alpha will? What am I doing wrong?

If I ask Mathematica to find the eigenvectors and eigenvalues of the matrix: ...
6
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2answers
2k views

Should eigenvalues be ordered?

When I run Eigensystem on a symmetric matrix, the list of eigenvalues (and so, the corresponding eigenvectors) is ordered by absolute values, which is quite bizarre (it does make sense if you view the ...
6
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2answers
701 views

Reordering numerically calculated eigenvalues assuming smooth dependence on a parameter

As was discussed in a different question here on SE (link) if you compute eigenvalues numerically of a matrix which depends on a parameter y, the resulting plot of ...
2
votes
2answers
3k views

Using the epsilon tensor in Mathematica

I'm having a great deal of trouble getting started on a weekly homework assignment in Mathematica. The assignment requires we use the epsilon tensor which is apparently built into Mathematica as ...
13
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3answers
3k views

Can Eigenvalues[] and Eigenvectors[] be assumed to return the same ordering?

If I do back to back calls of Eigenvalues[] and Eigenvectors[] can these be assumed to order the values and vectors the same, or ...
12
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2answers
1k views

$\mathbf L\mathbf D\mathbf L^\top$ Cholesky decomposition

Mathematica can do a Cholesky decomposition $\mathbf A = \mathbf L\mathbf L^\top$, but how do I do a LDL decomposition $\mathbf A = \mathbf L\mathbf D\mathbf L^\top$, with $\mathbf L$ being a unit ...
8
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2answers
5k views

Generating a vector of dummy variables

So I'm the situation of needing analytical solutions to a family of equations of the form Ax=b, where A is an nxn matrix. I've written a function that does what I want, but I'm currently using a bit ...
40
votes
2answers
5k views

How can I improve the speed of eigenvalue decompositions for large matrices?

I often need to compute the eigenvalues of large matrices, and I invariably resort to MATLAB for these, simply because it is much faster. I'd like to change that, so that I can work entirely inside my ...
18
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5answers
6k views

Axis/Angle from rotation matrix

With r = RotationMatrix[a, {x, y, z}] I can compute a 3D rotation matrix from its axis/angle representation. Given a 3D rotation matrix ...
17
votes
5answers
1k views

Decomposing a matrix with polynomial elements into a polynomial with matrix coefficients

Let's say I have a matrix, $\mathbf{M}$, that is polynomially dependent on a single variable, such as M = {{15 + a^2, a + 5 a^2}, {a - 5 a^2, 2}} and I want to ...
9
votes
2answers
2k views

Finding maximal sublist of linearly independent vectors

Given a list of vectors v = {v1, ..., vn}, which is the fastest way to find a maximal sublist of linearly independent vectors? I could add the vectors one by one to ...
16
votes
1answer
1k views

Space-efficient null space of sparse array

I have a roughly 100,000 × 3,000 matrix (as a SparseArray) that I'd like to find the kernel (null space) of. It has about 500,000 nonzero entries, all -1 or 1. ...
2
votes
2answers
295 views

Eigenvector Anomaly

I'm trying to compute the eigenvectors for: $$ M = \left( \begin{array}{ccc} 1 & 4 \\ 4 & 100 \end{array} \right) $$ Both myself and Mathematica report the eigenvalues as: $$ \lambda_1 = \...
11
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2answers
4k views

Gram-Schmidt Process for Polynomials

I want to implement the Gram Schimdt procedure to the vector space of polynomials of degree up to 5, i.e. I want to find an orthogonal basis from the set of vectors $v=(1,x,x^2,x^3,x^4,x^5)$. The ...
1
vote
1answer
970 views

General form of a linear transformation

Let $v_1 = \begin{bmatrix} 2 \\ -1 \end{bmatrix}$ and $v_2=\begin{bmatrix} 1 \\ -1 \end{bmatrix}$ and let $A= \begin{bmatrix} 3 & 2 \\ -2 & 1 \end{bmatrix}$ be a matrix for $T\colon \Bbb R^2\...
27
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3answers
2k 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) ...
7
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3answers
3k views

How to solve an eigensystem faster?

I have a module that I need to call 1-10 million times in my program. Currently, it is taking several hours to run so I am hoping that I can cut down some runtime with your help. ...
7
votes
2answers
6k views

Defining a non-commutative operator algebra in Mathematica

I am trying to develop a function(s) to do some commutator algebra to compute the enveloping algebra and ideals of a Lie algebra. For example if I have $SU(2)$ algebra generated by $L_i$ ($i=1,2,3$), ...
25
votes
1answer
2k views

How to determine BLAS/LAPACK implementation used internally for numerical matrix operations?

Is there a command which reveals which implementation of BLAS and LAPACK are used in Mathematica's matrix operations such as Eigensystem? I asked a related question ...
15
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1answer
584 views

Why is MainEvaluate being used when LinearSolve can be compiled?

According to this question LinearSolve can be compiled. However, CompilePrint[] shows a call to ...
22
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2answers
792 views

How to know the usage of undocumented function like LinearAlgebra`BLAS?

BLAS is not documented in mathematica. Using ?LinearAlgebra`BLAS`* gives But None of the function has a detailed usage information Click any of the function ...
5
votes
3answers
338 views

How to plot real roots of complex polynomials avoiding branch cuts?

Lets say I have the following matrix: M={{1,3+E^(I x),-1+2I x},{3+E^(-I x),2,E^(3I x)},{-1-2I x,E^(-3I x),-2}}; $$ M=\begin{pmatrix} 1& 3+\mathrm e^{ix} &...
4
votes
2answers
303 views

GridLines for a coordinate system with a particular basis

Suppose that I use the vectors $(2,1)$ and $(-1,1)$ as a basis for $R^2$. ...
1
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2answers
1k views

Classification of a linear system of equations with a parameter

I need to get every possible value of k that returns infinite number of solutions or no solution to this system: ...
9
votes
1answer
1k views

Efficiently Constructing Rank One Approximations for a Matrix using SVD

Suppose I have a $m\times n$ matrix $A$ (real for simplicity). Then SingularValueDecomposition[A] yields 3 matrices $U$, $\Sigma$ and $V$ such that $A = U\Sigma V^...
4
votes
3answers
2k views

Orthonormalization of non-hermitian matrix eigenvectors

When using Orthogonalize[] one can specify which definition of "inner product" is to be used. For example, ...
3
votes
2answers
766 views

Eigensystem, Eigenvalue doesn't output nonreal eigenvalues

Basically I have a matrix and when I used either Eigenvalue or Eigensystem, it doesn't output nonreal eigenvalues, instead it ...
30
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5answers
1k views

Can (compiled) matrix permanent evaluation be further sped-up?

Update III  Mathematica 10.2.0 now ships with a predefined System`Permanent function, which the PermanentCode package ...
43
votes
4answers
1k views

Eigenvalues broken in Version 12.0

Bug introduced in 12.0 and fixed in 12.1 The following code calculates the eigenvalues of a certain complex matrix, which come in pairs of opposite complex numbers. Therefore one can check whether ...
17
votes
2answers
774 views

How to speed up `RotationMatrix`?

I frequently run into the situation that I have to apply RotationMatrix to a huge bunch of 3D vectors and angles for numerical computations. On one hand, the syntax ...
17
votes
2answers
969 views

Differentiating functions of vectors/matrices?

I'm dealing with derivatives of scalar functions of matrices and wondering if Mathematica can help me here. The standard approach of expanding it in terms of components is cumbersome. As an ...
17
votes
3answers
828 views

Compiling LinearSolve[] or creating a compilable procedural version of it

Earlier today I had a discussion with a representative at Premier Support about the 2 questions I've asked here over the past couple of days: Seeking strategies to deploy a function securely ...
22
votes
5answers
2k views

Transform sphere to an ellipse in $\mathbb{R}^2$

In Lay's Linear Algebra and Its Applications textbook, he defines the matrix $$A=\begin{bmatrix} 4 & 11 & 14\\8 & 7 & -2 \end{bmatrix}$$ and claims that the transformation $T(x)=A x$ ...
15
votes
3answers
9k views

Badly conditioned matrix (General::luc)

With some matrices, I am receiving the following message: Inverse::luc Result for Inverse of badly conditioned matrix (M) may contain significant numerical errors. ...
14
votes
3answers
2k views

Constructing a symbolic Hermitian matrix

I need to construct a symbolic Hermitian matrix like m = { { n, a, b, b}, {Conjugate[a], n, b, b}, ... } but I am not able to set ...
10
votes
3answers
4k views

Discrete Convolution

Ask to compute the convolution of 2 lists, I managed to do so, with what I feel is rather heavy : Let my 2 lists be : a = {1,2,3,4} b = {1,1,1,1,1,1}; The below function adds 0s on each part of ...
18
votes
8answers
1k views

Tracking Eigenvalues Through a Crossing

Suppose I have a matrix which depends on some parameter. I want to compute the eigenvalues as a function of this parameter, and then plot them. For example, I may have a matrix representing the ...
12
votes
3answers
8k views

Get Eigensystem to return orthogonal eigenvectors for Hermitian matrix

I have a Hermitian matrix, and I would like to get a list of orthogonal eigenvectors and corresponding eigenvalues. But when there are degenerate eigenvalues, sometimes Eigensystem/Eigenvectors ...
8
votes
2answers
1k views

Entering block matrices for an arbitrary matrix size

Background: How to enter matrices in block matrix format? and the following: I want to create $$ f(A,t) = \left [ \begin{matrix} A & t \\ 0 & 1 \end{matrix} \right ] $$ where $A$ is a $...
4
votes
2answers
3k views

Matrix multiplication in Block Form symbolic calculation by Mathematica

I have a problem which requires taking product of two $10\times10$ matrices. I would like to do it by considering both matrices as $5\times5$ matrices such that each entry of both matrices is actually ...
12
votes
4answers
2k views

Difficulty using LUDecomposition

I'm having trouble using LUDecomposition with pivoting. I read the Mathematica help on this particular command, but I'm still lost. Take a matrix like: ...
12
votes
1answer
965 views

Possible Method for MatrixExp

Well, probably a hard question, but I think it's better to cry out loud :). I noticed that MatrixExp has a Method option when ...
9
votes
3answers
986 views

Simplifying the trace of a matrix expression

I have a long expression involving matrices that I derived using the NCAlgebra package. Can I simplify the trace of the expression? For example, say b is a scalar (...

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