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Properties of Hermitian, Unitary, Positive Definite and Sparse Matrices

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Properties of Hermitian, Unitary, Positive Definite and Sparse Matrices

by Sundar Krishnan

 

01 Mar 2004 (Updated 08 Sep 2004)

Patterns of different types of matrices.

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This file : eig_svd_herm_unit_pos_def_2.m is a modified (improved) version of my previous file. The main correction has been to include issparse() instead of class() to identify a Sparse Matrix. This change is essential for R13.

The file eig_svd_herm_unit_pos_def_2.m and it's companion files contain the details of usage of commands like eig & eigs, svd & svds, and explains with many examples what a Hermitian Matrix is, what a Unitary Matrix is, what is meant by Positive Definite etc.

Given a matrix A, this pgm also determines the condition, calculates the Singular Values, the Hermitian Part and checks if the matrix is Positive Definite.

The 20 Test Cases of examples in the companion TEST file eig_svd_herm_unit_pos_def_2_TEST.m cover real, complex, Hermitian, Unitary, Hilbert, Pascal, Toeplitz, Hankel, Twiddle and Sparse matrices. This programme will be very useful for students who want to understand the concepts behind various types of matrices ; they get them all at one place - with many numerical examples / cases.

The third file : vandermonde_polyfit_twiddle_1.m has been included to generate Sparse Matrices for running Sparse Test Cases. It is a wonderful pgm for the exposition of FFT using Sparse Matrices.

MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (3)
05 Apr 2004 f u  
26 Aug 2005 Raj Sodhi

You gave me exactly what I needed to know... how to test for positive definiteness. It took a little bit of digging in the code, but the method was clear. The test cases are quite voluminous.

Thank you!

17 Sep 2009 Catherine

Very useful, very thorough and very informative!

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Updates
08 Apr 2004

1) issparse() is preferable to class () as a check for Sparse Matrices.
2) eigs and svds default to k = 6 largest magnitude eigenvalues, and hence the sizes of V, D and U, S & V2 tend to be of reduced size.

08 Sep 2004

This file : eig_svd_herm_unit_pos_def_2.m is a modified (improved) version of my previous file. The main correction has been to include issparse() instead of class() to identify a Sparse Matrix. This change is essential for R13.

Tag Activity for this File
Tag Applied By Date/Time
linear algebra Sundar Krishnan 22 Oct 2008 07:15:17
sparse matrices Sundar Krishnan 22 Oct 2008 07:15:17
hermitian Sundar Krishnan 22 Oct 2008 07:15:17
unitary Sundar Krishnan 22 Oct 2008 07:15:17
mathematics Sundar Krishnan 22 Oct 2008 07:15:17

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