In mathematics, matrix multiplication is a binary operation that takes a pair of matrices, and produces another matrix. This term may refer to a number of different ways to multiply matrices, but most commonly refers to the matrix product. This article will use the following notational conventions. Matrices are represented by capital letters in bold, vectors in lowercase bold, and entries of vectors and matrices are italic (since they are scalars).
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LAPACK
LAPACK (Linear Algebra PACKage) is a software library for numerical linear algebra. It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It also includes routines to implement the associated matrix factorizations such as LU, QR, Cholesky and Schur decomposition. LAPACK was originally written in FORTRAN 77, but moved to Fortran 90 in version 3.2 (2008).
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Matrix (mathematics)
In mathematics, a matrix (plural matrices, or less commonly matrixes) is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries. An example of a matrix with six elements is Matrices of the same size can be added or subtracted element by element. The rule for matrix multiplication is more complicated, and two matrices can be multiplied only when the number of columns in the first equals the number of rows in the second.
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Algorithm
In mathematics and computer science, an algorithm Listen/ˈælɡərɪðəm/ (originating from al-Khwārizmī, the famous mathematician Muḥammad ibn Mūsā al-Khwārizmī) is a step-by-step procedure for calculations. Algorithms are used for calculation, data processing, and automated reasoning. More precisely, an algorithm is an effective method expressed as a finite list of well-defined instructions for calculating a function.
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Symmetric matrix
In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Let A be a symmetric matrix. Then: The entries of a symmetric matrix are symmetric with respect to the main diagonal (top left to bottom right). So if the entries are written as A = (aij), then for all indices i and j. The following 3×3 matrix is symmetric: Every diagonal matrix is symmetric, since all off-diagonal entries are zero.
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Linear algebra
Linear algebra is the branch of mathematics concerning finite or countably infinite dimensional vector spaces, as well as linear mappings between such spaces. Such an investigation is initially motivated by a system of linear equations in several unknowns. Such equations are naturally represented using the formalism of matrices and vectors. Linear algebra is central to both pure and applied mathematics.
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Eigendecomposition of a matrix
In the mathematical discipline of linear algebra, eigendecomposition or sometimes spectral decomposition is the factorization of a matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues and eigenvectors. Only diagonalizable matrices can be factorized in this way.
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Positive-definite matrix
In linear algebra, a positive-definite matrix is a matrix that in many ways is analogous to a positive real number. The notion is closely related to a positive-definite symmetric bilinear form (or a sesquilinear form in the complex case). The proper definition of positive-definite is unambiguous for Hermitian matrices, but there is no agreement in the literature on how this should be extended for non-Hermitian matrices, if at all. (See the section Non-Hermitian matrices below.)
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