# Matrix functions

## 9.1 Calculation of the transposed matrix

To compute the transpose of the matrix $A$ must run transpose(A) or $\mathbf {A \widehat { } {T } }$.

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## 9.2 The calculation of adjoint and inverse matrices

### The calculation of inverse matrix

To calculate the inverse matrix for the matrix A, to execute inverse(A) or $\mathbf{A\widehat{ } {(-1)}}$.

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### Calculation of adjoint matrix

To calculate the adjoint matrix for a given matrix $A$ execute adjoint(A) or $\mathbf{A\widehat{ }{\backslash star}}$.

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## 9.3 Calculation of the matrix determinant

To calculate the determinant of $A$, you must run det(A).

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## 9.4 Calculation of the conjugate matrix

To calculate the conjugate matrix, you must run conjugate(A) or $\mathbf {A\widehat{ } { \backslash ast}}$.

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## 9.5 Computing SVD-decomposition

To calculate the SVD-decomposition of a matrix, you must execute the command SVD(A). As a result, three matrices $[U, D, V]$ will be calculated. The matrices $U, V$ are unitary, the matrix $D$ is diagonal: $A = UDV$.

\begin {verbatim} SPACE = R64[]; A = [[2,3,4], [1,3,3], [2,4,3]]; B = \SVD(A); \print(B); \end{verbatim}

## 9.6 Calculation of the generalized inverse matrix

To compute the generalized inverse Moore-Penrose matrix must run genInverse(A) or $\mathbf{A\widehat{ } {+}}$.

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## 9.7 Computation of the kernel and echelon form

### Computation of the echelon form

To compute the echelon form of the matrix $A$, you should run toEchelonForm(A).

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### Computation of the kernel

To calculate the kernel of matrix $A$, you should run kernel(A).

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## 9.8 Calculating the characteristic polynomial of matrix

To calculate the characteristic polynomial of the matrix A with entries in $R[x_1,…,x_m]$, you should give the ring $R[x_1,…,x_m]R[t]$ or $R[t,x_1,…,x_m]$ with some new variable $t$ and run charPolynom(A).

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## 9.9 Calculating LDU-decomposition of the matrix

To calculate the LDU-decomposition of the matrix A, you must run LDU(A).

The result is a vector of three matrices $[L,D,U]$. Where $L$ is a lower triangular matrix, $U$ — upper triangular matrix, $D$ — permutation matrix, multiplied by the inverse of the diagonal matrix. If the elements of the matrix A are elements of commutative domain R, then elements of matrices $L$, $D^{-1}$, $U$ are elements of the same domain R.

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\section {Choletsky Decomposition}

This decomposition is done with a command where the argument is the original matrix: cholesky} {(A) or cholesky(A, 0). In this case, the matrix must be symmetric and positive definite, only in this case the expansion will be correctly calculated.

The result is two lower triangular matrices: $[L, S]$, with $A=l*L^{T}$ and $S*L=I$.

For large dense matrices, starting from a size of 100x100, you can use a fast algorithm that uses multiplication of blocks by the Winograd-Strassen algorithm: cholesky(A, 1).

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To calculate the LDU-decomposition of the matrix $A$ together with decomposition of the psevdo inverse matrix $A^{+}=WDM, you must run LDUWMdet(A). The result is a vector of five matrices and determinant of the largest non-degenerate corner block$ [L, D, U, W, M,det] $. Here$ L $and$ U $~ are the lower and upper triangular matrices,$ D $~ — truncated weighted permutation matrix,$ DM $and$ WD $~ — lower and upper triangular matrices. Moreover,$ A = LDU $and$ A ^ {\times} = WDM $. If the elements of the matrix$ A $are taken from the commutative domain, then all matrices, except for$ D $, also belong to this domain. No result yet ## 9.11 Calculating Bruhat decomposition of the matrix To calculate the Bruhat decomposition of the matrix A, you must run BruhatDecomposition(A). The result is a vector of three matrices$[V,D,U]$. Where$V$and$U$— upper triangular matrices,$D$— permutation matrix, multiplied by the inverse of the diagonal matrix. If the elements of the matrix$A$are elements of commutative domain$R$, then elements of matrices$V$,$D^{-1}$,$U$are elements of the same domain$R$. No result yet No result yet \ Other functions: \ LDUWMdet — Result is a vector of 6 matrices$ [L, D, U, W, M, [[det]]] $. A = LDU, pseudoInverse(A) = WDM, det is a nonzero maximum in size angular minor. pseudoInverse} { — Pseudo inverse of a matrix. It, unlike the Moore-Penrose matrix, satisfies only two of the four identities. However, it is faster to compute; SVD} { — SVD decomposition of a matrix over real numbers. The result is a vector of three matrices$ [U, D, V^{T}] $. Here$ U, V^{T} $— are orthogonal matrices,$ D $is a diagonal matrix. QR} { — QR decomposition of a matrix over real numbers. The result is a vector of two matrices$[Q, R]$. Here$ Q $— is an orthogonal matrix,$ R $— is an upper triangular matrix. sylvesterp1, p2, kind=0 or 1 — the Sylvester matrix is constructed from the coefficients of the polynomials$ p1, p2 $. The ring Z [x, y, z, u] will be considered as a ring Z[u][x, y, z] (ring in one variable u with coefficients from Z[x, y, z].) If kind = 0, then the size of the matrix is (n1 + n2), if kind = 1, then the size of the matrix is 2*max(n1, n2). ## 9.12 Linear programming Let there be given the objective function$\sum_{j = 1}^n c_j x_j$and conditions $$\sum_{j = 1}^n a_{ij}x_j\leqslant b_i,\text{ here }i = 1,2,…,m,$$ $$x_j\geqslant 0,\text{ here }j = 1,2,…,n.$$ We define$m\times n$-matrix$A = (a_{ij})$,$ m $-dimensional vector$b = (b_i)$,$n$-dimensional vector$c = (c_j)$and$n$-dimensional vector$x = (x_j)$. Then the objective function can be written as$c^Tx,$and and conditions can be written as $$Ax \leqslant b,$$ $$x \geqslant 0.$$ For solving linear programming problems, you can use one of the following two commands SimplexMax or SimplexMin. The result is a vector. Depending on the type of problem you have the following options. 1. To solve the problem $$c^Tx \rightarrow max$$ under conditions $$Ax \leqslant b,$$ $$x \geqslant 0,$$ we use the SimplexMax(A, b, c). If the objective function needs to be minimized, , i.e. $$c^Tx \rightarrow min,$$ then we use the SimplexMin(A, b, c). Example. We need to maximize the $$3x_1 + x_2 + 2x_3$$ under the conditions $$x_1 + x_2 + 3x_3 \leqslant 30, 2x_1 + 2x_2 + 5x_3 \leqslant 24, 4x_1 + x_2 + 2x_3 \leqslant 36, x_1, x_2, x_3 \geqslant 0.$$ No result yet 2. To solve the problem $$c^Tx \rightarrow max$$ under the conditions $$A_1 x\leqslant b_1,$$ $$A_2 x= b_2,$$ $$x \geqslant 0,$$ we use the SimplexMax(A_1,A_2, b_1, b_2, c). If the objective function needs to be minimized, i.e. $$c^Tx \rightarrow min,$$ then we use the SimplexMin(A_1,A_2, b_1, b_2, c). Example. We need to maximize the $$7x_1 + x_3 - 4x_4$$ under the conditions $$x_1 - x_2 + 2x_3 - x_4 \leqslant 6, 2x_1 + x_2 - x_3 = -1, x_1, x_2, x_3, x_4 \geqslant 0.$$ No result yet 3. To solve the problem $$c^Tx \rightarrow max$$ under the conditions $$A_1 x\leqslant b_1,$$ $$A_2 x= b_2,$$ $$A_3 x\geqslant b_3,$$ we use the SimplexMax(A_1,A_2, A_3,b_1, b_2, b_3,c). If the objective function needs to be minimized, i.e. $$c^Tx \rightarrow min,$$ then we use the SimplexMin(A_1,A_2, A_3,b_1, b_2, b_3, c). Example. $$7x_1 + x_3 - 4x_4$$ We need to maximize the $$x_1 + x_2$$ under the conditions $$4x_1 - x_2 \leqslant 8, 2x_1 + x_2 \leqslant 10, -5x_1 + 2x_2 \geqslant -2, x_1, x_2 \geqslant 0.$$ No result yet 4. To solve the problem $$c^Tx \rightarrow max$$ in mixed conditions desired by the matrix$A$and vector$b$, you can use the command SimplexMax(A,signs,b,c), where an array of integers$ signs $determines the signs of comparison: -1 means "less than or equal to", 0 means "equal to", 1 means "greater than or equal to". The array$signs$must contain the same number of elements as the vector$ b \$. If the objective function needs to be minimized, i.e. $$c^Tx \rightarrow min,$$ then we use the SimplexMin(A,signs,b,c).

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We need to minimize the $$-2x_1-4x_2-2x_3$$ under the conditions

$$-2x_1 + x_2 + x_3 \leqslant 4, - x_1 + x_2 + 3x_3 \leqslant 6, x_1 - 3x_2 + x_3 \leqslant 2, x_1, x_2, x_3 \geqslant 0.$$ In:

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