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A diagonal of a square matrix which is traversed in the "southeast" direction. "The" diagonal (or "main diagonal," or "principal diagonal," or "leading diagonal") of an n×n ...

Given a matrix equation Ax=b, the normal equation is that which minimizes the sum of the square differences between the left and right sides: A^(T)Ax=A^(T)b. It is called a ...

The characteristic polynomial is the polynomial left-hand side of the characteristic equation det(A-lambdaI)=0, (1) where A is a square matrix and I is the identity matrix of ...

Given a symmetric positive definite matrix A, the Cholesky decomposition is an upper triangular matrix U with strictly positive diagonal entries such that A=U^(T)U. Cholesky ...

Two square matrices A and B are called congruent if there exists a nonsingular matrix P such that B=P^(T)AP, where P^(T) is the transpose.

Let the n×n matrix A satisfy the conditions of the Perron-Frobenius theorem and the n×n matrix C=c_(ij) satisfy |c_(ij)|<=a_(ij) for i,j=1, 2, ..., n. Then any eigenvalue ...

The Woodbury formula (A+UV^(T))^(-1)=A^(-1)-[A^(-1)U(I+V^(T)A^(-1)U)^(-1)V^(T)A^(-1)] is a formula that allows a perturbed matrix to be computed for a change to a given ...

If A=(a_(ij)) is a diagonal matrix, then Q(v)=v^(T)Av=suma_(ii)v_i^2 (1) is a diagonal quadratic form, and Q(v,w)=v^(T)Aw is its associated diagonal symmetric bilinear form. ...

The permanent of an n×n integer matrix with all entries either 0 or 1 is 0 iff the matrix contains an r×s submatrix of 0s with r+s=n+1. This result follows from the ...

A procedure for decomposing an N×N matrix A into a product of a lower triangular matrix L and an upper triangular matrix U, LU=A. (1) LU decomposition is implemented in the ...