Mathematical Notation

Descriptions of LAPACK routines use the following notation:

Ax = b

A system of linear equations with an n-by-n matrix A = {aij}, a right-hand side vector b = {bi}, and an unknown vector x = {xi}.

AX = B

A set of systems with a common matrix A and multiple right-hand sides. The columns of B are individual right-hand sides, and the columns of X are the corresponding solutions.

|x|

the vector with elements |xi| (absolute values of xi).

|A|

the matrix with elements |aij| (absolute values of aij).

||x|| = maxi|xi|

The infinity-norm of the vector x.

||A|| = maxiΣj|aij|

The infinity-norm of the matrix A.

||A||1 = maxjΣi|aij|

The one-norm of the matrix A. ||A||1 = ||AT|| = ||AH||

κ(A) = ||A|| ||A-1||

The condition number of the matrix A.


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