In mathematics, the class of L-matrices are those matrices whose off-diagonal entries are less than or equal to zero and whose diagonal entries are positive; that is, an L-matrix L satisfies [1]
In mathematics, a symmetric matrix with real entries is positive-definite if the real number is positive for every nonzero real column vector where is the transpose of . More generally, a Hermitian matrix is positive-definite if the real number is positive for every nonzero complex column vector where denotes the conjugate transpose of
In linear algebra, the trace of a square matrix A, denoted tr(A), is defined to be the sum of elements on the main diagonal of A. The trace is only defined for a square matrix.
In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Formally,
In linear algebra, the Cholesky decomposition or Cholesky factorization is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions, e.g., Monte Carlo simulations. It was discovered by André-Louis Cholesky for real matrices, and posthumously published in 1924. When it is applicable, the Cholesky decomposition is roughly twice as efficient as the LU decomposition for solving systems of linear equations.
In mathematics, the special linear groupSL(n, F) of degree n over a field F is the set of n × n matrices with determinant 1, with the group operations of ordinary matrix multiplication and matrix inversion. This is the normal subgroup of the general linear group given by the kernel of the determinant
In linear algebra, a diagonal matrix is a matrix in which the entries outside the main diagonal are all zero; the term usually refers to square matrices. Elements of the main diagonal can either be zero or nonzero. An example of a 2×2 diagonal matrix is , while an example of a 3×3 diagonal matrix is. An identity matrix of any size, or any multiple of it, is a diagonal matrix.
In mathematics, a Hermitian matrix is a complex square matrix that is equal to its own conjugate transpose—that is, the element in the i-th row and j-th column is equal to the complex conjugate of the element in the j-th row and i-th column, for all indices i and j:
In linear algebra, the permanent of a square matrix is a function of the matrix similar to the determinant. The permanent, as well as the determinant, is a polynomial in the entries of the matrix. Both are special cases of a more general function of a matrix called the immanant.
In mathematics, a triangular matrix is a special kind of square matrix. A square matrix is called lower triangular if all the entries above the main diagonal are zero. Similarly, a square matrix is called upper triangular if all the entries below the main diagonal are zero.
In linear algebra, a Hankel matrix, named after Hermann Hankel, is a square matrix in which each ascending skew-diagonal from left to right is constant, e.g.:
In mathematics, a totally positive matrix is a square matrix in which all the minors are positive: that is, the determinant of every square submatrix is a positive number. A totally positive matrix has all entries positive, so it is also a positive matrix; and it has all principal minors positive. A symmetric totally positive matrix is therefore also positive-definite. A totally non-negative matrix is defined similarly, except that all the minors must be non-negative. Some authors use "totally positive" to include all totally non-negative matrices.
A logical matrix, binary matrix, relation matrix, Boolean matrix, or (0, 1)-matrix is a matrix with entries from the Boolean domain B = {0, 1}. Such a matrix can be used to represent a binary relation between a pair of finite sets. It is an important tool in combinatorial mathematics and theoretical computer science.
In mathematics, a square matrix is said to be diagonally dominant if, for every row of the matrix, the magnitude of the diagonal entry in a row is larger than or equal to the sum of the magnitudes of all the other (non-diagonal) entries in that row. More precisely, the matrix A is diagonally dominant if
In numerical analysis and linear algebra, lower–upper (LU) decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix. The product sometimes includes a permutation matrix as well. LU decomposition can be viewed as the matrix form of Gaussian elimination. Computers usually solve square systems of linear equations using LU decomposition, and it is also a key step when inverting a matrix or computing the determinant of a matrix. The LU decomposition was introduced by the Polish astronomer Tadeusz Banachiewicz in 1938. To quote: "It appears that Gauss and Doolittle applied the method [of elimination] only to symmetric equations. More recent authors, for example, Aitken, Banachiewicz, Dwyer, and Crout … have emphasized the use of the method, or variations of it, in connection with non-symmetric problems … Banachiewicz … saw the point … that the basic problem is really one of matrix factorization, or “decomposition” as he called it." It's also referred to as LR decomposition.
In mathematics, the class of Z-matrices are those matrices whose off-diagonal entries are less than or equal to zero; that is, the matrices of the form:
In mathematics, a Metzler matrix is a matrix in which all the off-diagonal components are nonnegative :
In mathematics, especially linear algebra, an M-matrix is a Z-matrix with eigenvalues whose real parts are nonnegative. The set of non-singular M-matrices are a subset of the class of P-matrices, and also of the class of inverse-positive matrices. The name M-matrix was seemingly originally chosen by Alexander Ostrowski in reference to Hermann Minkowski, who proved that if a Z-matrix has all of its row sums positive, then the determinant of that matrix is positive.
In mathematics, a Bose–Mesner algebra is a special set of matrices which arise from a combinatorial structure known as an association scheme, together with the usual set of rules for combining those matrices, such that they form an associative algebra, or, more precisely, a unitary commutative algebra. Among these rules are:
The iterative proportional fitting procedure is the operation of finding the fitted matrix which is the closest to an initial matrix but with the row and column totals of a target matrix . The fitted matrix being of the form , where and are diagonal matrices such that has the margins of . Some algorithms can be chosen to perform biproportion. We have also the entropy maximization, information loss minimization or RAS which consists of factoring the matrix rows to match the specified row totals, then factoring its columns to match the specified column totals; each step usually disturbs the previous step’s match, so these steps are repeated in cycles, re-adjusting the rows and columns in turn, until all specified marginal totals are satisfactorily approximated. However, all algorithms give the same solution. In three- or more-dimensional cases, adjustment steps are applied for the marginals of each dimension in turn, the steps likewise repeated in cycles.
A quaternionic matrix is a matrix whose elements are quaternions.