Ensemble Kalman filter

28 year-old Painting Investments Worker Truman from Regina, usually spends time with pastimes for instance interior design, property developers in new launch ec Singapore and writing. Last month just traveled to City of the Renaissance. A Frobenius matrix is a special kind of square matrix from numerical mathematics. A matrix is a Frobenius matrix if it has the following three properties:

• all entries on the main diagonal are ones
• the entries below the main diagonal of at most one column are arbitrary
• every other entry is zero

The following matrix is an example.

$A={\begin{pmatrix}1&0&0&\cdots &0\\0&1&0&\cdots &0\\0&a_{32}&1&\cdots &0\\\vdots &\vdots &\vdots &\ddots &\vdots \\0&a_{n2}&0&\cdots &1\end{pmatrix}}$

Frobenius matrices are invertible. The inverse of a Frobenius matrix is again a Frobenius matrix, equal to the original matrix with changed signs outside the main diagonal. The inverse of the example above is therefore:

$A^{-1}={\begin{pmatrix}1&0&0&\cdots &0\\0&1&0&\cdots &0\\0&-a_{32}&1&\cdots &0\\\vdots &\vdots &\vdots &\ddots &\vdots \\0&-a_{n2}&0&\cdots &1\end{pmatrix}}$

Frobenius matrices are named after Ferdinand Georg Frobenius. An alternative name for this class of matrices is Gauss transformation, after Carl Friedrich Gauss. They are used in the process of Gaussian elimination to represent the Gaussian transformations.

If a matrix is multiplied from the left (left multiplied) with a Frobenius matrix, a linear combination of the remaining rows is added to a particular row of the matrix. Multiplication with the inverse matrix subtracts the corresponding linear combination from the given row. This corresponds to one of the elementary operations of Gaussian elimination (besides the operation of transposing the rows and multiplying a row with a scalar multiple).

See also

• Elementary matrix, a special case of a Frobenius matrix with only one off-diagonal nonzero

References

• Gene H. Golub and Charles F. Van Loan (1996). Matrix Computations, third edition, Johns Hopkins University Press. ISBN 0-8018-5413-X (hardback), ISBN 0-8018-5414-8 (paperback).