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Results tagged with na.numerical-analysis
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user 36081
Numerical algorithms for problems in analysis and algebra, scientific computation
1
vote
0
answers
374
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The rationale of QR algorithm for computing eigenvectors
For a symmetric matrix $A$, the rationale for the success of applying QR to compute the spectral decomposition of $A = UDU^T$ is, for large $k$, the QR factorization of $A^k = Q_kR_k$ obeys,
\begin{eq …
- 55
2
votes
1
answer
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Possible pathological properties of positive definite matrix
Suppose $A$ is a positive definite matrix such that$$ I \preceq A \preceq 1.01I.$$ Is it possible that $\sum\limits_{i=1}^n A_{1i}$ can be arbitrarily large?
- 55