A Method of Ultra-Large-Scale Matrix Inversion Using Block Recursion
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MATH 2030: MATRICES Introduction to Linear Transformations We Have
MATH 2030: MATRICES Introduction to Linear Transformations We have seen that we may describe matrices as symbol with simple algebraic properties like matrix multiplication, addition and scalar addition. In the particular case of matrix-vector multiplication, i.e., Ax = b where A is an m × n matrix and x; b are n×1 matrices (column vectors) we may represent this as a transformation on the space of column vectors, that is a function F (x) = b , where x is the independent variable and b the dependent variable. In this section we will give a more rigorous description of this idea and provide examples of such matrix transformations, which will lead to the idea of a linear transformation. To begin we look at a matrix-vector multiplication to give an idea of what sort of functions we are working with 21 0 3 1 A = 2 −1 ; v = : 4 5 −1 3 4 then matrix-vector multiplication yields 2 1 3 Av = 4 3 5 −1 We have taken a 2 × 1 matrix and produced a 3 × 1 matrix. More generally for any x we may describe this transformation as a matrix equation y 21 0 3 2 x 3 x 2 −1 = 2x − y : 4 5 y 4 5 3 4 3x + 4y From this product we have found a formula describing how A transforms an arbi- 2 3 trary vector in R into a new vector in R . Expressing this as a transformation TA we have 2 x 3 x T = 2x − y : A y 4 5 3x + 4y From this example we can define some helpful terminology. -
Vectors, Matrices and Coordinate Transformations
S. Widnall 16.07 Dynamics Fall 2009 Lecture notes based on J. Peraire Version 2.0 Lecture L3 - Vectors, Matrices and Coordinate Transformations By using vectors and defining appropriate operations between them, physical laws can often be written in a simple form. Since we will making extensive use of vectors in Dynamics, we will summarize some of their important properties. Vectors For our purposes we will think of a vector as a mathematical representation of a physical entity which has both magnitude and direction in a 3D space. Examples of physical vectors are forces, moments, and velocities. Geometrically, a vector can be represented as arrows. The length of the arrow represents its magnitude. Unless indicated otherwise, we shall assume that parallel translation does not change a vector, and we shall call the vectors satisfying this property, free vectors. Thus, two vectors are equal if and only if they are parallel, point in the same direction, and have equal length. Vectors are usually typed in boldface and scalar quantities appear in lightface italic type, e.g. the vector quantity A has magnitude, or modulus, A = |A|. In handwritten text, vectors are often expressed using the −→ arrow, or underbar notation, e.g. A , A. Vector Algebra Here, we introduce a few useful operations which are defined for free vectors. Multiplication by a scalar If we multiply a vector A by a scalar α, the result is a vector B = αA, which has magnitude B = |α|A. The vector B, is parallel to A and points in the same direction if α > 0. -
The Invertible Matrix Theorem
The Invertible Matrix Theorem Ryan C. Daileda Trinity University Linear Algebra Daileda The Invertible Matrix Theorem Introduction It is important to recognize when a square matrix is invertible. We can now characterize invertibility in terms of every one of the concepts we have now encountered. We will continue to develop criteria for invertibility, adding them to our list as we go. The invertibility of a matrix is also related to the invertibility of linear transformations, which we discuss below. Daileda The Invertible Matrix Theorem Theorem 1 (The Invertible Matrix Theorem) For a square (n × n) matrix A, TFAE: a. A is invertible. b. A has a pivot in each row/column. RREF c. A −−−→ I. d. The equation Ax = 0 only has the solution x = 0. e. The columns of A are linearly independent. f. Null A = {0}. g. A has a left inverse (BA = In for some B). h. The transformation x 7→ Ax is one to one. i. The equation Ax = b has a (unique) solution for any b. j. Col A = Rn. k. A has a right inverse (AC = In for some C). l. The transformation x 7→ Ax is onto. m. AT is invertible. Daileda The Invertible Matrix Theorem Inverse Transforms Definition A linear transformation T : Rn → Rn (also called an endomorphism of Rn) is called invertible iff it is both one-to-one and onto. If [T ] is the standard matrix for T , then we know T is given by x 7→ [T ]x. The Invertible Matrix Theorem tells us that this transformation is invertible iff [T ] is invertible. -
Support Graph Preconditioners for Sparse Linear Systems
View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Texas A&M University SUPPORT GRAPH PRECONDITIONERS FOR SPARSE LINEAR SYSTEMS A Thesis by RADHIKA GUPTA Submitted to the Office of Graduate Studies of Texas A&M University in partial fulfillment of the requirements for the degree of MASTER OF SCIENCE December 2004 Major Subject: Computer Science SUPPORT GRAPH PRECONDITIONERS FOR SPARSE LINEAR SYSTEMS A Thesis by RADHIKA GUPTA Submitted to Texas A&M University in partial fulfillment of the requirements for the degree of MASTER OF SCIENCE Approved as to style and content by: Vivek Sarin Paul Nelson (Chair of Committee) (Member) N. K. Anand Valerie E. Taylor (Member) (Head of Department) December 2004 Major Subject: Computer Science iii ABSTRACT Support Graph Preconditioners for Sparse Linear Systems. (December 2004) Radhika Gupta, B.E., Indian Institute of Technology, Bombay; M.S., Georgia Institute of Technology, Atlanta Chair of Advisory Committee: Dr. Vivek Sarin Elliptic partial differential equations that are used to model physical phenomena give rise to large sparse linear systems. Such systems can be symmetric positive definite and can be solved by the preconditioned conjugate gradients method. In this thesis, we develop support graph preconditioners for symmetric positive definite matrices that arise from the finite element discretization of elliptic partial differential equations. An object oriented code is developed for the construction, integration and application of these preconditioners. Experimental results show that the advantages of support graph preconditioners are retained in the proposed extension to the finite element matrices. iv To my parents v ACKNOWLEDGMENTS I would like to express sincere thanks to my advisor, Dr. -
Fast Matrix Multiplication
Fast matrix multiplication Yuval Filmus May 3, 2017 1 Problem statement How fast can we multiply two square matrices? To make this problem precise, we need to fix a computational model. The model that we use is the unit cost arithmetic model. In this model, a program is a sequence of instructions, each of which is of one of the following forms: 1. Load input: tn xi, where xi is one of the inputs. 2. Load constant: tn c, where c 2 R. 3. Arithmetic operation: tn ti ◦ tj, where i; j < n, and ◦ 2 f+; −; ·; =g. In all cases, n is the number of the instruction. We will say that an arithmetic program computes the product of two n × n matrices if: 1. Its inputs are xij; yij for 1 ≤ i; j ≤ n. 2. For each 1 ≤ i; k ≤ n there is a variable tm whose value is always equal to n X xijyjk: j=1 3. The program never divides by zero. The cost of multiplying two n × n matrices is the minimum length of an arithmetic program that computes the product of two n × n matrices. Here is an example. The following program computes the product of two 1 × 1 matrices: t1 x11 t2 y11 t3 t1 · t2 The variable t3 contains x11y11, and so satisfies the second requirement above for (i; k) = (1; 1). This shows that the cost of multiplying two 1 × 1 matrices is at most 3. Usually we will not spell out all steps of an arithmetic program, and use simple shortcuts, such as the ones indicated by the following program for multiplying two 2 × 2 matrices: z11 x11y11 + x12y21 z12 x11y12 + x12y22 z21 x21y11 + x22y21 z22 x21y12 + x22y22 1 When spelled out, this program uses 20 instructions: 8 load instructions, 8 product instructions, and 4 addition instructions. -
Efficient Matrix Multiplication on Simd Computers* P
SIAM J. MATRIX ANAL. APPL. () 1992 Society for Industrial and Applied Mathematics Vol. 13, No. 1, pp. 386-401, January 1992 025 EFFICIENT MATRIX MULTIPLICATION ON SIMD COMPUTERS* P. BJORSTADt, F. MANNEr, T. SOI:tEVIK, AND M. VAJTERIC?$ Dedicated to Gene H. Golub on the occasion of his 60th birthday Abstract. Efficient algorithms are described for matrix multiplication on SIMD computers. SIMD implementations of Winograd's algorithm are considered in the case where additions are faster than multiplications. Classical kernels and the use of Strassen's algorithm are also considered. Actual performance figures using the MasPar family of SIMD computers are presented and discussed. Key words, matrix multiplication, Winograd's algorithm, Strassen's algorithm, SIMD com- puter, parallel computing AMS(MOS) subject classifications. 15-04, 65-04, 65F05, 65F30, 65F35, 68-04 1. Introduction. One of the basic computational kernels in many linear algebra codes is the multiplication of two matrices. It has been realized that most problems in computational linear algebra can be expressed in block algorithms and that matrix multiplication is the most important kernel in such a framework. This approach is essential in order to achieve good performance on computer systems having a hier- archical memory organization. Currently, computer technology is strongly directed towards this design, due to the imbalance between the rapid advancement in processor speed relative to the much slower progress towards large, inexpensive, fast memories. This algorithmic development is highlighted by Golub and Van Loan [13], where the formulation of block algorithms is an integrated part of the text. The rapid devel- opment within the field of parallel computing and the increased need for cache and multilevel memory systems are indeed well reflected in the changes from the first to the second edition of this excellent text and reference book. -
Matrix Multiplication: a Study Kristi Stefa Introduction
Matrix Multiplication: A Study Kristi Stefa Introduction Task is to handle matrix multiplication in an efficient way, namely for large sizes Want to measure how parallelism can be used to improve performance while keeping accuracy Also need for improvement on “normal” multiplication algorithm O(n3) for conventional square matrices of n x n size Strassen Algorithm Introduction of a different algorithm, one where work is done on submatrices Requirement of matrix being square and size n = 2k Uses A and B matrices to construct 7 factors to solve C matrix Complexity from 8 multiplications to 7 + additions: O(nlog27) or n2.80 Room for parallelism TBB:parallel_for is the perfect candidate for both the conventional algorithm and the Strassen algorithm Utilization in ranges of 1D and 3D to sweep a vector or a matrix TBB: parallel_reduce would be possible but would increase the complexity of usage Would be used in tandem with a 2D range for the task of multiplication Test Setup and Use Cases The input images were converted to binary by Matlab and the test filter (“B” matrix) was generated in Matlab and on the board Cases were 128x128, 256x256, 512x512, 1024x1024 Matlab filter was designed for element-wise multiplication and board code generated for proper matrix-wise filter Results were verified by Matlab and an import of the .bof file Test setup (contd) Pictured to the right are the results for the small (128x128) case and a printout for the 256x256 case Filter degrades the image horizontally and successful implementation produces -
Math 54. Selected Solutions for Week 8 Section 6.1 (Page 282) 22. Let U = U1 U2 U3 . Explain Why U · U ≥ 0. Wh
Math 54. Selected Solutions for Week 8 Section 6.1 (Page 282) 2 3 u1 22. Let ~u = 4 u2 5 . Explain why ~u · ~u ≥ 0 . When is ~u · ~u = 0 ? u3 2 2 2 We have ~u · ~u = u1 + u2 + u3 , which is ≥ 0 because it is a sum of squares (all of which are ≥ 0 ). It is zero if and only if ~u = ~0 . Indeed, if ~u = ~0 then ~u · ~u = 0 , as 2 can be seen directly from the formula. Conversely, if ~u · ~u = 0 then all the terms ui must be zero, so each ui must be zero. This implies ~u = ~0 . 2 5 3 26. Let ~u = 4 −6 5 , and let W be the set of all ~x in R3 such that ~u · ~x = 0 . What 7 theorem in Chapter 4 can be used to show that W is a subspace of R3 ? Describe W in geometric language. The condition ~u · ~x = 0 is equivalent to ~x 2 Nul ~uT , and this is a subspace of R3 by Theorem 2 on page 187. Geometrically, it is the plane perpendicular to ~u and passing through the origin. 30. Let W be a subspace of Rn , and let W ? be the set of all vectors orthogonal to W . Show that W ? is a subspace of Rn using the following steps. (a). Take ~z 2 W ? , and let ~u represent any element of W . Then ~z · ~u = 0 . Take any scalar c and show that c~z is orthogonal to ~u . (Since ~u was an arbitrary element of W , this will show that c~z is in W ? .) ? (b). -
The Strassen Algorithm and Its Computational Complexity
Utrecht University BSc Mathematics & Applications The Strassen Algorithm and its Computational Complexity Rein Bressers Supervised by: Dr. T. van Leeuwen June 5, 2020 Abstract Due to the many computational applications of matrix multiplication, research into efficient algorithms for multiplying matrices can lead to widespread improvements of performance. In this thesis, we will first make the reader familiar with a universal measure of the efficiency of an algorithm, its computational complexity. We will then examine the Strassen algorithm, an algorithm that improves on the computational complexity of the conventional method for matrix multiplication. To illustrate the impact of this difference in complexity, we implement and test both algorithms, and compare their runtimes. Our results show that while Strassen’s method improves on the theoretical complexity of matrix multiplication, there are a number of practical considerations that need to be addressed for this to actually result in improvements on runtime. 2 Contents 1 Introduction 4 1.1 Computational complexity .................................................................................. 4 1.2 Structure ........................................................................................................... 4 2 Computational Complexity ................................................................ 5 2.1 Time complexity ................................................................................................ 5 2.2 Determining an algorithm’s complexity .............................................................. -
Wronskian Solutions to the Kdv Equation Via B\" Acklund
Wronskian solutions to the KdV equation via B¨acklund transformation Qi-fei Xuan∗, Mei-ying Ou, Da-jun Zhang† Department of Mathematics, Shanghai University, Shanghai 200444, P.R. China October 27, 2018 Abstract In the paper we discuss the B¨acklund transformation of the KdV equation between solitons and solitons, between negatons and negatons, between positons and positons, between rational solution and rational solution, and between complexitons and complexitons. We investigate the conditions that Wronskian entries satisfy for the bilinear B¨acklund transformation of the KdV equation. By choosing suitable Wronskian entries and the parameter in the bilinear B¨acklund transformation, we obtain transformations between many kinds of solutions. Keywords: the KdV equation, Wronskian solution, bilinear form, B¨acklund transformation 1 Introduction The Wronskian can be considered as a bridge connecting with many classical methods in soliton theory. This is not only because soliton solutions in Wronskian form can be obtained from the Darboux transformation[1], Sato theory[2, 3] and Wronskian technique[4]-[10], but also because the exponential polynomial for N-solitons derived from Hirota method[11, 12] and the matrix form given by the Inverse Scattering Transform[13, 14] can be transformed into a Wronskian by extracting some exponential factors. The special structure of a Wronskian contributes simple arXiv:0706.3487v1 [nlin.SI] 24 Jun 2007 forms of its derivatives, and this admits solution verification by direct substituting Wronskians into a bilinear soliton equation or a bilinear B¨acklund transformation(BT). This approach is re- ferred to as Wronskian technique[4]. In the approach a bilinear soliton equation is some algebraic identity provided that Wronskian entry vector satisfies some differential equation set which we call Wronskian condition. -
The Invertible Matrix Theorem II in Section 2.8, We Gave a List of Characterizations of Invertible Matrices (Theorem 2.8.1)
i i “main” 2007/2/16 page 312 i i 312 CHAPTER 4 Vector Spaces For Problems 9–12, determine the solution set to Ax = b, 14. Show that a 6 × 4 matrix A with nullity(A) = 0 must and show that all solutions are of the form (4.9.3). have rowspace(A) = R4. Is colspace(A) = R4? 13−1 4 15. Prove that if rowspace(A) = nullspace(A), then A 9. A = 27 9 , b = 11 . contains an even number of columns. 15 21 10 16. Show that a 5×7 matrix A must have 2 ≤ nullity(A) ≤ 2 −114 5 7. Give an example of a 5 × 7 matrix A with 10. A = 1 −123 , b = 6 . nullity(A) = 2 and an example of a 5 × 7 matrix 1 −255 13 A with nullity(A) = 7. 11−2 −3 17. Show that 3 × 8 matrix A must have 5 ≤ nullity(A) ≤ 3 −1 −7 2 8. Give an example of a 3 × 8 matrix A with 11. A = , b = . 111 0 nullity(A) = 5 and an example of a 3 × 8 matrix 22−4 −6 A with nullity(A) = 8. 11−15 0 18. Prove that if A and B are n × n matrices and A is 12. A = 02−17 , b = 0 . invertible, then 42−313 0 nullity(AB) = nullity(B). 13. Show that a 3 × 7 matrix A with nullity(A) = 4 must have colspace(A) = R3. Is rowspace(A) = R3? [Hint: Bx = 0 if and only if ABx = 0.] 4.10 The Invertible Matrix Theorem II In Section 2.8, we gave a list of characterizations of invertible matrices (Theorem 2.8.1). -
Rotation Matrix - Wikipedia, the Free Encyclopedia Page 1 of 22
Rotation matrix - Wikipedia, the free encyclopedia Page 1 of 22 Rotation matrix From Wikipedia, the free encyclopedia In linear algebra, a rotation matrix is a matrix that is used to perform a rotation in Euclidean space. For example the matrix rotates points in the xy -Cartesian plane counterclockwise through an angle θ about the origin of the Cartesian coordinate system. To perform the rotation, the position of each point must be represented by a column vector v, containing the coordinates of the point. A rotated vector is obtained by using the matrix multiplication Rv (see below for details). In two and three dimensions, rotation matrices are among the simplest algebraic descriptions of rotations, and are used extensively for computations in geometry, physics, and computer graphics. Though most applications involve rotations in two or three dimensions, rotation matrices can be defined for n-dimensional space. Rotation matrices are always square, with real entries. Algebraically, a rotation matrix in n-dimensions is a n × n special orthogonal matrix, i.e. an orthogonal matrix whose determinant is 1: . The set of all rotation matrices forms a group, known as the rotation group or the special orthogonal group. It is a subset of the orthogonal group, which includes reflections and consists of all orthogonal matrices with determinant 1 or -1, and of the special linear group, which includes all volume-preserving transformations and consists of matrices with determinant 1. Contents 1 Rotations in two dimensions 1.1 Non-standard orientation