6.6 Special Types of Matrices

6.6 Special Types of Matrices

6.6 Special Types of Matrices Definition. The matrix is said to be strictly diagonally dominant when | | ∑ | | holds for each Example. Determine if matrices [ ], and [ ] are strictly diagonally dominant. Theorem 6.21. A strictly diagonally dominant matrix is nonsingular, Gaussian elimination can be performed on without row interchanges. The computations will be stable with respect to the growth of round-off errors. Definition. Matrix is said to be positive definite if it is symmetric and if for every nonzero vector (i.e. ) Example. Show that the matrix [ ] is positive definite. Solution: Let be a 3-dimentional column vector. [ ] [ ] ( ) ( ) ( ) ( ) unless Theorem 6.23. If is an positive definite matrix, then (i) has an inverse (ii) for each (iii) | | | | (iv) ( ) for each 1 Definition. A leading principal submatrix of a matrix is a matrix of the form [ ] for some . Theorem 6.25. A symmetric matrix is positive definite if and only if each of its leading principal submatrix has a positive determinant. Example. Show all leading principle submatrix of [ ] have positive determinants. Symmetric positive definite matrix and Gaussian elimination Theorem 6.26. The symmetric matrix is positive definite if and only if Gaussian elimination without row interchanges can be done on with all pivot elements positive, and the computations are stable. Corollary 6.27. The matrix is positive definite if and only if can be factored in the form , where is lower triangular with 1s on its diagonal and is a diagonal matrix with positive diagonal entries. Corollary 6.28. The matrix is positive definite if and only if can be factored in the form , where is lower triangular with nonzero diagonal entries. 2 Definition. An matrix is called a band matrix if integers exist with and when or . The bandwidth is Tridiagonal matrices. [ ] Theorem 6.31. Suppose is tridiagonal with If | | | |, | | | | | |, and | | | |, then is nonsingular. 3 .

View Full Text

Details

  • File Type
    pdf
  • Upload Time
    -
  • Content Languages
    English
  • Upload User
    Anonymous/Not logged-in
  • File Pages
    3 Page
  • File Size
    -

Download

Channel Download Status
Express Download Enable

Copyright

We respect the copyrights and intellectual property rights of all users. All uploaded documents are either original works of the uploader or authorized works of the rightful owners.

  • Not to be reproduced or distributed without explicit permission.
  • Not used for commercial purposes outside of approved use cases.
  • Not used to infringe on the rights of the original creators.
  • If you believe any content infringes your copyright, please contact us immediately.

Support

For help with questions, suggestions, or problems, please contact us