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Groups > comp.lang.forth > #60749

Re: fast matrix determinant

Newsgroups comp.lang.forth
Date 2017-06-14 11:05 -0700
References <0b7ec571-fab4-452c-97e5-e2b629d79c38@googlegroups.com> <1b7c433f-3273-4942-b620-958e31e19b0f@googlegroups.com> <adf343c7-467e-4e6c-b4e1-5d72f3d9ece3@googlegroups.com> <b6974c55-fda0-4102-8630-71522e32e842@googlegroups.com> <ohrj4a$jra$1@dont-email.me>
Message-ID <d8249bbf-eccb-4fcd-9391-df75d571cab9@googlegroups.com> (permalink)
Subject Re: fast matrix determinant
From krishna.myneni@ccreweb.org

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On Wednesday, June 14, 2017 at 10:05:08 AM UTC-5, hum9 wrote:
> On 12.06.2017 17:14, krishna...org wrote:
...
> Recently, after your post, I have found something that
> could be useful:
> 
> 
> A symbol between '[' ']' represents a matrix,
> between '{' '}' represents vector,
> ^T   means transpose
> ^-1  means inverse of matrix.
> 
> Theorem (proposition):
> 
> Be a real symmetric matrix [A] NxN  with N distinct nonzero eigenvalues
> and [C] its transformation matrix into orthonormal basis of [A]
> eigenvectors.
> 
> Then, for very small perturbation [dA] (Norm([dA] << Norm([A]))
> will result delta eigenvalues dL, for every index k, 1 <= k <= N
> 
> dLk = Bkk  ,where [B] = [C]^T * [dA] * [C]
> 
> ...

That's an interesting result, but I'm not sure how it can be applied to the problem I described. I don't understand what your transformation matrix, [C], is supposed to do? Does it transform basis vectors into a new basis set? If so, the transformation,

   [B] = [C]^T * [dA] * [C]

is like a similarity transformation, for the special case of

   [C]^-1 = [C]^T

I haven't examined your proof in detail, but if one can obtain a first order approximation to the new eigenvalues, based on perturbations (small changes) to the elements of [A], it seems useful.

In my problem description, the matrix [H] ([A] in your description) is not being perturbed, i.e. small changes are not being made to the matrix elements, but it's rank is being increased by 1, in successive approximations.

Krishna

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fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-10 10:29 -0700
  Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-12 05:41 -0700
    Re: fast matrix determinant mhx@iae.nl - 2017-06-12 06:03 -0700
      Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-12 07:14 -0700
        Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-12 07:28 -0700
        Re: fast matrix determinant mhx@iae.nl - 2017-06-12 11:21 -0700
          Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-12 16:39 -0700
        Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-14 18:05 +0300
          Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-14 11:05 -0700
            Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-14 21:37 +0300
          Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-15 09:59 +0300
            Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-15 03:30 -0700
              Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-15 17:57 +0300
                Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-15 19:06 -0700
                Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-16 10:21 +0300
                Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-16 03:38 -0700
                Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-16 15:58 +0300
                Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-16 06:04 -0700
                Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-16 16:19 +0300
                Re: fast matrix determinant mhx@iae.nl - 2017-06-16 03:58 -0700
                Re: fast matrix determinant albert@cherry.spenarnc.xs4all.nl (Albert van der Horst) - 2017-06-16 13:39 +0200
                Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-16 05:58 -0700
                Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-16 05:12 -0700
                Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-16 05:40 -0700
                Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-16 17:50 +0300
                Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-16 13:39 -0700
                Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-17 10:01 +0300
                Re: fast matrix determinant mhx@iae.nl - 2017-06-17 01:31 -0700
                Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-17 15:24 -0700
            Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-15 17:59 +0300
          Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-16 10:11 +0300
            Re: fast matrix determinant hum9 <obi65537@gmail.com> - 2017-06-17 09:20 +0300
      Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-13 16:43 -0700
        Re: fast matrix determinant mhx@iae.nl - 2017-06-13 22:04 -0700
        Re: fast matrix determinant mhx@iae.nl - 2017-06-14 12:23 -0700
          Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-14 18:31 -0700
    Re: fast matrix determinant krishna.myneni@ccreweb.org - 2017-06-15 19:13 -0700

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