Search results with tag "Diagonal matrix"
Factorization into A = LU - MIT OpenCourseWare
ocw.mit.eduThe matrix U is upper triangular with pivots on the diagonal. The matrix L is lower triangular and has ones on the diagonal. Sometimes we will also want to factor out a diagonal matrix whose entries are the pivots: A L D U 2 1 1 0 2 0 1 1/2 8 7 = 4 1 0 3 0 1. 1
The Hessian Matrix - University at Buffalo
cedar.buffalo.eduDiagonal Approximation • In many case inverse of Hessian is needed • If Hessian is approximated by a diagonal matrix (i.e., off-diagonal elements are zero), its inverse is trivially computed • Complexity is O(W) rather than O(W2) for full Hessian 7
2.5 Inverse Matrices - MIT Mathematics
math.mit.edu82 Chapter 2. Solving Linear Equations Note 6 A diagonal matrix has an inverse provided no diagonal entries are zero: If A D 2 6 4 d1 dn 3 7 5 then A 1 D 2 6 4 1=d1 1=dn 3 7 5: Example 1 The 2 by 2 matrix A D 12 12 is not invertible. It fails the test in Note 5, because ad bc equals 2 …