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Lecture

Direct Methods for Linear Systems

In course

MATH-251(a): Numerical analysis

This course presents numerical methods to solve mathematical problems such as systems of linear and nonlinear equations, function approximation, integration and differentiation, and differential equations. ...

Description

This lecture covers the solution of linear systems using direct methods, focusing on the evolution of matrices and the resolution of systems with different characteristics. Topics include band matrices, memory occupation, and the evolution of fluid systems.

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Instructors (4)

Pablo Antolin Sanchez

Official source

Related concepts (32)

Band matrix

In mathematics, particularly matrix theory, a band matrix or banded matrix is a sparse matrix whose non-zero entries are confined to a diagonal band, comprising the main diagonal and zero or more diagonals on either side. Formally, consider an n×n matrix A=(ai,j ). If all matrix elements are zero outside a diagonally bordered band whose range is determined by constants k1 and k2: then the quantities k1 and k2 are called the and , respectively. The of the matrix is the maximum of k1 and k2; in other words, it is the number k such that if .

Invertible matrix

In linear algebra, an n-by-n square matrix A is called invertible (also nonsingular, nondegenerate or (rarely used) regular), if there exists an n-by-n square matrix B such that where In denotes the n-by-n identity matrix and the multiplication used is ordinary matrix multiplication. If this is the case, then the matrix B is uniquely determined by A, and is called the (multiplicative) inverse of A, denoted by A−1. Matrix inversion is the process of finding the matrix B that satisfies the prior equation for a given invertible matrix A.

Diagonal matrix

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 (a scalar matrix), is a diagonal matrix. A diagonal matrix is sometimes called a scaling matrix, since matrix multiplication with it results in changing scale (size).

Sparse matrix

In numerical analysis and scientific computing, a sparse matrix or sparse array is a matrix in which most of the elements are zero. There is no strict definition regarding the proportion of zero-value elements for a matrix to qualify as sparse but a common criterion is that the number of non-zero elements is roughly equal to the number of rows or columns. By contrast, if most of the elements are non-zero, the matrix is considered dense. The number of zero-valued elements divided by the total number of elements (e.

Skyline matrix

In scientific computing, skyline matrix storage, or SKS, or a variable band matrix storage, or envelope storage scheme is a form of a sparse matrix storage format matrix that reduces the storage requirement of a matrix more than banded storage. In banded storage, all entries within a fixed distance from the diagonal (called half-bandwidth) are stored. In column-oriented skyline storage, only the entries from the first nonzero entry to the last nonzero entry in each column are stored.

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