Basic Vector/Matrix Computations
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Vectors and matrices are useful in representing multivariate data, and they occur naturally in working with linear equations or when expressing linear relationships among objects. Numerical algorithms for a variety of tasks involve matrix and vector arithmetic. An optimization algorithm to find the minimum of a function, for example, may use a vector of approximate first derivatives and a matrix of second derivatives; and a method to solve a differential equation may use a matrix with a few diagonals for computing differences. There are various precise ways of defining vectors and matrices, but we will think of them merely as arrays of numbers, or scalars, on which an algebra is defined.
KeywordsVector Space Condition Number Matrix Multiplication Orthogonal Matrix Matrix Norm
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