Eigenvalue Spread
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Eigenvalue Spread
In mathematics, and more specifically matrix theory, the spread of a matrix is the largest distance in the complex plane between any two eigenvalues of the matrix. Definition Let A be a square matrix with eigenvalues \lambda_1, \ldots, \lambda_n. That is, these values \lambda_i are the complex numbers such that there exists a vector v_i on which A acts by scalar multiplication: :Av_i=\lambda_i v_i. Then the spread of A is the non-negative number :s(A) = \max \. Examples *For the zero matrix and the identity matrix, the spread is zero. The zero matrix has only zero as its eigenvalues, and the identity matrix has only one as its eigenvalues. In both cases, all eigenvalues are equal, so no two eigenvalues can be at nonzero distance from each other. *For a projection, the only eigenvalues are zero and one. A projection matrix therefore has a spread that is either 0 (if all eigenvalues are equal) or 1 (if there are two different eigenvalues). *All eigenvalues of a unitary matrix A l ...
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Mathematics
Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many areas of mathematics, which include number theory (the study of numbers), algebra (the study of formulas and related structures), geometry (the study of shapes and spaces that contain them), Mathematical analysis, analysis (the study of continuous changes), and set theory (presently used as a foundation for all mathematics). Mathematics involves the description and manipulation of mathematical object, abstract objects that consist of either abstraction (mathematics), abstractions from nature orin modern mathematicspurely abstract entities that are stipulated to have certain properties, called axioms. Mathematics uses pure reason to proof (mathematics), prove properties of objects, a ''proof'' consisting of a succession of applications of in ...
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Projection Matrix
In statistics, the projection matrix (\mathbf), sometimes also called the influence matrix or hat matrix (\mathbf), maps the vector of response values (dependent variable values) to the vector of fitted values (or predicted values). It describes the influence each response value has on each fitted value. The diagonal elements of the projection matrix are the leverages, which describe the influence each response value has on the fitted value for that same observation. Definition If the vector of response values is denoted by \mathbf and the vector of fitted values by \mathbf, :\mathbf = \mathbf \mathbf. As \mathbf is usually pronounced "y-hat", the projection matrix \mathbf is also named ''hat matrix'' as it "puts a hat on \mathbf". Application for residuals The formula for the vector of residuals \mathbf can also be expressed compactly using the projection matrix: :\mathbf = \mathbf - \mathbf = \mathbf - \mathbf \mathbf = \left( \mathbf - \mathbf \right) \mathbf. where \math ...
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Dover Publications
Dover Publications, also known as Dover Books, is an American book publisher founded in 1941 by Hayward and Blanche Cirker. It primarily reissues books that are out of print from their original publishers. These are often, but not always, books in the public domain. The original published editions may be scarce or historically significant. Dover republishes these books, making them available at a significantly reduced cost. Classic reprints Dover reprints classic works of literature, classical sheet music, and public-domain images from the 18th and 19th centuries. Dover also publishes an extensive collection of mathematical, scientific, and engineering texts. It often targets its reprints at a niche market, such as woodworking. Starting in 2015, the company branched out into graphic novel reprints, overseen by Dover acquisitions editor and former comics writer and editor Drew Ford. Most Dover reprints are photo facsimiles of the originals, retaining the original pagination ...
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Marvin Marcus
Marvin David Marcus (July 31, 1927, Albuquerque, New Mexico – February 20, 2016, Santa Barbara, California) was an American mathematician, known as a leading expert on linear and multilinear algebra. Education and career From 1944 to 1946, Marvin Marcus served in the United States Navy. At the University of California, Berkeley, he graduated with a bachelor's degree in mathematics in 1950 and a Ph.D. in mathematics in 1953. His Ph.D. thesis ''The application of fixed-point theorems to the perturbation of ordinary differential equations'' was supervised by Stephen P. L. Diliberto. At the University of British Columbia (UBC), Marcus was an instructor from 1954 to 1955, an assistant professor from 1955 to 1956, and an associate professor from 1957 to 1962. At UBC he became a friend of Henryk Minc and supervised the master's thesis of Robert Charles Thompson. For the academic year 1956–1957 Marcus was on sabbatical in Washington, D.C. at the National Bureau of Standards, where h ...
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Field Of Values
In the mathematical field of linear algebra and convex analysis, the numerical range or field of values of a complex n \times n matrix ''A'' is the set :W(A) = \left\ = \left\ where \mathbf^* denotes the conjugate transpose of the vector \mathbf. The numerical range includes, in particular, the diagonal entries of the matrix (obtained by choosing ''x'' equal to the unit vectors along the coordinate axes) and the eigenvalues of the matrix (obtained by choosing ''x'' equal to the eigenvectors). In engineering, numerical ranges are used as a rough estimate of eigenvalues of ''A''. Recently, generalizations of the numerical range are used to study quantum computing. A related concept is the numerical radius, which is the largest absolute value of the numbers in the numerical range, i.e. :r(A) = \sup \ = \sup_ , \langle\mathbf, A\mathbf \rangle, . Properties Let sum of sets denote a sumset. General properties # The numerical range is the range of the Rayleigh quotient. # (Hausdorf ...
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Invertible Matrix
In linear algebra, an invertible matrix (''non-singular'', ''non-degenarate'' or ''regular'') is a square matrix that has an inverse. In other words, if some other matrix is multiplied by the invertible matrix, the result can be multiplied by an inverse to undo the operation. An invertible matrix multiplied by its inverse yields the identity matrix. Invertible matrices are the same size as their inverse. Definition An -by- square matrix is called invertible if there exists an -by- square matrix such that\mathbf = \mathbf = \mathbf_n ,where denotes the -by- identity matrix and the multiplication used is ordinary matrix multiplication. If this is the case, then the matrix is uniquely determined by , and is called the (multiplicative) ''inverse'' of , denoted by . Matrix inversion is the process of finding the matrix which when multiplied by the original matrix gives the identity matrix. Over a field, a square matrix that is ''not'' invertible is called singular or deg ...
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Spectral Theory
In mathematics, spectral theory is an inclusive term for theories extending the eigenvector and eigenvalue theory of a single square matrix to a much broader theory of the structure of operator (mathematics), operators in a variety of mathematical spaces. It is a result of studies of linear algebra and the solutions of System of linear equations, systems of linear equations and their generalizations. The theory is connected to that of analytic functions because the spectral properties of an operator are related to analytic functions of the spectral parameter. Mathematical background The name ''spectral theory'' was introduced by David Hilbert in his original formulation of Hilbert space theory, which was cast in terms of quadratic forms in infinitely many variables. The original spectral theorem was therefore conceived as a version of the theorem on Principal axis theorem, principal axes of an ellipsoid, in an infinite-dimensional setting. The later discovery in quantum mechanics t ...
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Diameter
In geometry, a diameter of a circle is any straight line segment that passes through the centre of the circle and whose endpoints lie on the circle. It can also be defined as the longest Chord (geometry), chord of the circle. Both definitions are also valid for the diameter of a sphere. In more modern usage, the length d of a diameter is also called the diameter. In this sense one speaks of diameter rather than diameter (which refers to the line segment itself), because all diameters of a circle or sphere have the same length, this being twice the radius r. :d = 2r \qquad\text\qquad r = \frac. The word "diameter" is derived from (), "diameter of a circle", from (), "across, through" and (), "measure". It is often abbreviated \text, \text, d, or \varnothing. Constructions With straightedge and compass, a diameter of a given circle can be constructed as the perpendicular bisector of an arbitrary chord. Drawing two diameters in this way can be used to locate the center of ...
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Unit Circle
In mathematics, a unit circle is a circle of unit radius—that is, a radius of 1. Frequently, especially in trigonometry, the unit circle is the circle of radius 1 centered at the origin (0, 0) in the Cartesian coordinate system in the Euclidean plane. In topology, it is often denoted as because it is a one-dimensional unit -sphere. If is a point on the unit circle's circumference, then and are the lengths of the legs of a right triangle whose hypotenuse has length 1. Thus, by the Pythagorean theorem, and satisfy the equation x^2 + y^2 = 1. Since for all , and since the reflection of any point on the unit circle about the - or -axis is also on the unit circle, the above equation holds for all points on the unit circle, not only those in the first quadrant. The interior of the unit circle is called the open unit disk, while the interior of the unit circle combined with the unit circle itself is called the closed unit disk. One may also use other notions of "dis ...
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Unitary Matrix
In linear algebra, an invertible complex square matrix is unitary if its matrix inverse equals its conjugate transpose , that is, if U^* U = UU^* = I, where is the identity matrix. In physics, especially in quantum mechanics, the conjugate transpose is referred to as the Hermitian adjoint of a matrix and is denoted by a dagger (), so the equation above is written U^\dagger U = UU^\dagger = I. A complex matrix is special unitary if it is unitary and its matrix determinant equals . For real numbers, the analogue of a unitary matrix is an orthogonal matrix. Unitary matrices have significant importance in quantum mechanics because they preserve norms, and thus, probability amplitudes. Properties For any unitary matrix of finite size, the following hold: * Given two complex vectors and , multiplication by preserves their inner product; that is, . * is normal (U^* U = UU^*). * is diagonalizable; that is, is unitarily similar to a diagonal matrix, as a consequence of ...
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Projection (mathematics)
In mathematics, a projection is an idempotent mapping of a set (or other mathematical structure) into a subset (or sub-structure). In this case, idempotent means that projecting twice is the same as projecting once. The restriction to a subspace of a projection is also called a ''projection'', even if the idempotence property is lost. An everyday example of a projection is the casting of shadows onto a plane (sheet of paper): the projection of a point is its shadow on the sheet of paper, and the projection (shadow) of a point on the sheet of paper is that point itself (idempotency). The shadow of a three-dimensional sphere is a disk. Originally, the notion of projection was introduced in Euclidean geometry to denote the projection of the three-dimensional Euclidean space onto a plane in it, like the shadow example. The two main projections of this kind are: * The projection from a point onto a plane or central projection: If is a point, called the center of projection, then t ...
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Matrix (mathematics)
In mathematics, a matrix (: matrices) is a rectangle, rectangular array or table of numbers, symbol (formal), symbols, or expression (mathematics), expressions, with elements or entries arranged in rows and columns, which is used to represent a mathematical object or property of such an object. For example, \begin1 & 9 & -13 \\20 & 5 & -6 \end is a matrix with two rows and three columns. This is often referred to as a "two-by-three matrix", a " matrix", or a matrix of dimension . Matrices are commonly used in linear algebra, where they represent linear maps. In geometry, matrices are widely used for specifying and representing geometric transformations (for example rotation (mathematics), rotations) and coordinate changes. In numerical analysis, many computational problems are solved by reducing them to a matrix computation, and this often involves computing with matrices of huge dimensions. Matrices are used in most areas of mathematics and scientific fields, either directly ...
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