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Lecture

Eigen Library for Linear Algebra

In course

MATH-458: Programming concepts in scientific computing

The aim of this course is to provide the background in scientific computing. The class includes a brief introduction to basic programming in c++, it then focuses on object-oriented programming and c++ specific programming techniques. Typical class hierarch ...

Description

This lecture covers the Eigen library for linear algebra, focusing on vectors, matrices, arrays, and their sizes, initialization, vector types, dynamic and static sizes, linear algebra operations, solving linear systems, memory management, reshaping, and sparse matrices. It also discusses Eigen::Map for wrapping memory, reshaping, and extracting block matrices. The lecture concludes with arrays, per-component operations, documentation, and the key takeaway message emphasizing Eigen's flexibility and efficiency in C++.

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Instructor

Guillaume Anciaux

Official source

Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Related concepts (32)

Block matrix

In mathematics, a block matrix or a partitioned matrix is a matrix that is interpreted as having been broken into sections called blocks or submatrices. Intuitively, a matrix interpreted as a block matrix can be visualized as the original matrix with a collection of horizontal and vertical lines, which break it up, or partition it, into a collection of smaller matrices. Any matrix may be interpreted as a block matrix in one or more ways, with each interpretation defined by how its rows and columns are partitioned.

Hadamard product (matrices)

In mathematics, the Hadamard product (also known as the element-wise product, entrywise product or Schur product) is a binary operation that takes in two matrices of the same dimensions and returns a matrix of the multiplied corresponding elements. This operation can be thought as a "naive matrix multiplication" and is different from the matrix product. It is attributed to, and named after, either French-Jewish mathematician Jacques Hadamard or German-Jewish mathematician Issai Schur.

Euclidean vector

In mathematics, physics, and engineering, a Euclidean vector or simply a vector (sometimes called a geometric vector or spatial vector) is a geometric object that has magnitude (or length) and direction. Vectors can be added to other vectors according to vector algebra. A Euclidean vector is frequently represented by a directed line segment, or graphically as an arrow connecting an initial point A with a terminal point B, and denoted by . A vector is what is needed to "carry" the point A to the point B; the Latin word vector means "carrier".

Gamma matrices

In mathematical physics, the gamma matrices, also called the Dirac matrices, are a set of conventional matrices with specific anticommutation relations that ensure they generate a matrix representation of the Clifford algebra It is also possible to define higher-dimensional gamma matrices. When interpreted as the matrices of the action of a set of orthogonal basis vectors for contravariant vectors in Minkowski space, the column vectors on which the matrices act become a space of spinors, on which the Clifford algebra of spacetime acts.

Linear algebra

Linear algebra is the branch of mathematics concerning linear equations such as: linear maps such as: and their representations in vector spaces and through matrices. Linear algebra is central to almost all areas of mathematics. For instance, linear algebra is fundamental in modern presentations of geometry, including for defining basic objects such as lines, planes and rotations. Also, functional analysis, a branch of mathematical analysis, may be viewed as the application of linear algebra to spaces of functions.

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