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Questions about the properties of vector spaces and linear transformations, including linear systems in general.

3 votes
0 answers
254 views

Solve $(A+B)x=y$ given Cholesky decomposition of A and B

I wish to solve for $x$ in $$ (A+B)x=y $$ given square symmetric matrices $A$ and $B$. For certain reasons I have already computed the Cholesky decompositions for A and B: $$ A = L^T L $$ $$ B = M^ …
Alex Flint's user avatar
1 vote
1 answer
96 views

Cholesky factorization of planar graphs

Suppose the sparsity pattern of $A \in \mathbb{R}^{N \times N}$ is a planar graph. Can I use this to bound the complexity of solving $$ Ax = b $$ ? In particular, I was hoping to use the planar sep …
Alex Flint's user avatar
12 votes
1 answer
5k views

Closest 3D rotation matrix in the Frobenius norm sense

Given a 3 by 3 matrix $M$ I would like to find the rotation matrix $R$ minimizing the Frobenius norm: \begin{equation} \|R-M\|_F \end{equation} Is there a closed form solution for $R$, or is it po …
Alex Flint's user avatar