... endpoints k
1
, ,k
2s
∈{0, 1, ,N}; this
Annals of Mathematics
Isomonodromy
transformations oflinear
systems of difference
equations
By Alexei Borodin
ISOMONODROMY TRANSFORMATIONS
1147
probability ... equal
to I. The proof of uniqueness is complete.
To prove the existence we note, first of all, that it suffices to provide a
proof if one of the κ
i
’s is equal to ±1 and one of the δ
j
’s is equal ... solutions of
isomonodromy problems for such systemsof difference equations. In the case
of one-interval gap probability this has been done (in a different language) in
[Bor], [BB]. One example of the...
... equations as unknowns, and there is a good
chance ofsolving for a unique solution set of x
j
’s. Analytically, there can fail to
be a unique solution if one or more of the M equations is a linear ... trade@cup.cam.ac.uk (outside North America).
Chapter 2. Solution of Linear
Algebraic Equations
2.0 Introduction
A set oflinear algebraic equations looks like this:
a
11
x
1
+ a
12
x
2
+ a
13
x
3
+ ... While not exact linear combinations of each other, some of the equations
may be so close to linearly dependent that roundoff errors in the machine
render them linearly dependent at some stage in...
... of this procedure, however, is
thatthechoice of pivotwilldepend on the originalscaling of the equations. If we take
the third linear equation in our original set and multiply it by a factor of ... row in A by a linear combination of itself and any other row,
as long as we do the same linear combination of the rows of the b’s and 1
(which then is no longer the identity matrix, of course).
ã ... elimination is about as efficient as any
other method. For solving sets oflinear equations, Gauss-Jordan elimination
produces both the solution of the equations for one or more right-hand side vectors
b,...
... is not used for typical systemsoflinear equations. However, we will
meet special cases where QR is the method of choice.
100
Chapter 2. Solution ofLinear Algebraic Equations
Sample page from ... involve solvinga successionof linearsystems each of which
differs only slightly from its predecessor. Instead of doing O(N
3
) operations each time
to solve the equations from scratch, one can often ... solve linear systems. In many applications only the
part (2.10.4) of the algorithm is needed, so we separate it off into its own routine rsolv.
98
Chapter 2. Solution ofLinear Algebraic Equations
Sample...
... procedure defined by equation (2.2.4) is called backsubstitution.Thecom-
bination of Gaussian elimination and backsubstitution yields a solution to the set
of equations.
The advantage of Gaussian elimination ... 42
Chapter 2. Solution ofLinear Algebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright (C) 1988-1992 by Cambridge University ... York:
McGraw-Hill), Program B-2, p. 298.
Westlake, J.R. 1968,
A Handbook of Numerical Matrix Inversion and Solution ofLinear Equations
(New York: Wiley).
Ralston, A., and Rabinowitz, P. 1978,
A...
... modify the loop of the above fragment and (e.g.) divide by powers of ten,
to keep track of the scale separately, or (e.g.) accumulate the sum of logarithms of
the absolute values of the factors ... Solution ofLinear Algebraic Systems
(Engle-
wood Cliffs, NJ: Prentice-Hall), Chapters 9, 16, and 18.
Westlake, J.R. 1968,
A Handbook of Numerical Matrix Inversion and Solution ofLinear Equations
(New ... Analysis
(Cambridge: Cambridge University Press).
2.4 Tridiagonal and Band Diagonal Systems
of Equations
The special case of a system oflinearequations that is tridiagonal, that is, has
nonzero elements only...
... Solution ofLinear Algebraic Systems
(Engle-
wood Cliffs, NJ: Prentice-Hall), Chapters 9, 16, and 18.
Westlake, J.R. 1968,
A Handbook of Numerical Matrix Inversion and Solution ofLinear Equations
(New ... Analysis
(Cambridge: Cambridge University Press).
2.4 Tridiagonal and Band Diagonal Systems
of Equations
The special case of a system oflinearequations that is tridiagonal, that is, has
nonzero elements only ... 54
Chapter 2. Solution ofLinear Algebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright (C) 1988-1992 by Cambridge University...
... 104
Chapter 2. Solution ofLinear Algebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright (C) 1988-1992 by Cambridge University ... submatrices. Imagine doing the inversionof a very large matrix, of order
N =2
m
, recursively by partitions in half. At each step, halving the order doubles
the number of inverse operations. But this ... Copyright (C) 1988-1992 by Numerical Recipes Software.
Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-
readable...
... x.
2.5 Iterative Improvement of a Solution to
Linear Equations
Obviously it is not easy to obtain greater precision for the solution of a linear
set than the precision of your computer’s floating-point ... n]
of the linear set ofequations A · X = B.Thematrix
a[1 n][1 n]
, and the vectors
b[1 n]
and
x[1 n]
are input, as is the dimension
n
.
Also input is
alud[1 n][1 n]
,theLU decomposition of
a
as ... 58
Chapter 2. Solution ofLinear Algebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright (C) 1988-1992 by Cambridge University...
... making
the same permutation of the columns of U,elementsofW,andcolumnsofV(or
rows of V
T
), or (ii) forming linear combinations of any columns of U and V whose
corresponding elements of W happen to be ... Sparse Linear Systems
A system oflinearequations is called sparse if only a relatively small number
of its matrix elements a
ij
are nonzero. It is wasteful to use general methods of
linear ... one linear combination of the set ofequations that
we are trying to solve. The resolution of the paradox is that we are throwing away
precisely a combination ofequations that is so corrupted by...
... Sparse Linear Systems
A system oflinearequations is called sparse if only a relatively small number
of its matrix elements a
ij
are nonzero. It is wasteful to use general methods of
linear ... applications.)
ã Each of the rst N locations of ija stores the index of the array sa that contains
the first off-diagonal element of the corresponding row of the matrix. (If there are
no off-diagonal elements ... case of a tridiagonal matrix was treated specially, because that
particular type oflinear system admits a solution in only of order N operations,
rather than of order N
3
for the general linear...
... simulation
Hybrid dynamic systems (HDSs) are systems described by a mix of discrete and
continuous components. The continuous comp onents are generally expressed by
initial valued problems of an ordinary ... figure is reduced for the visualization.
Enclosing solutions ofsystemsof equations
involving ODE
Aurelien Lejeune
National Institute of Informatics
2-1-2 Hitotsubashi, Chyoda-ku
Tokyo 101-8430 ... part.
Mots-clefs : syst`emes hybrides, equations differentielles ordinaires, anal-
yse par intervalles.
References
1. Hansen, E. and Sengupta, S.: Bounding solutions ofsystemsofequations using
interval...
... case of a tridiagonal matrix was treated specially, because that
particular type oflinear system admits a solution in only of order N operations,
rather than of order N
3
for the general linear ... 90
Chapter 2. Solution ofLinear Algebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright (C) 1988-1992 by Cambridge University ... 92
Chapter 2. Solution ofLinear Algebraic Equations
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
Copyright (C) 1988-1992 by Cambridge University...