Related papers: On the stability of the Bareiss and related Toepli…
This paper is devoted to the study of tilt stability of local minimizers for classical nonlinear programs with equality and inequality constraints in finite dimensions described by twice continuously differentiable functions. The importance…
This paper investigates a well-posedness property of parametric constraint systems named here Robinson stability. Based on advanced tools of variational analysis and generalized differentiation, we derive first-order and second-order…
This paper considers stochastic weakly convex optimization without the standard Lipschitz continuity assumption. Based on new adaptive regularization (stepsize) strategies, we show that a wide class of stochastic algorithms, including the…
We classify a family of matrices of shift operators that can be factorised in a computationally tractable manner with the Cholesky algorithm. Such matrices arise in the linear quadratic regulator problem, and related areas. We use the…
The purpose of this article is to study the algorithmic complexity of the Besicovitch stability of noisy subshifts of finite type, a notion studied in a previous article. First, we exhibit an unstable aperiodic tiling, and then see how it…
The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…
We present methods for computing the generalized polar decomposition of a matrix based on the dynamically weighted Halley (DWH) iteration. This method is well established for computing the standard polar decomposition. A stable…
Let $A$ be a square matrix with a given structure (e.g. real matrix, sparsity pattern, Toeplitz structure, etc.) and assume that it is unstable, i.e. at least one of its eigenvalues lies in the complex right half-plane. The problem of…
The algorithms in the current sequential numerical linear algebra libraries (e.g. LAPACK) do not parallelize well on multicore architectures. A new family of algorithms, the tile algorithms, has recently been introduced. Previous research…
Tilt stability is a fundamental concept of variational analysis and optimization that plays a pivotal role in both theoretical issues and numerical computations. This paper investigates tilt stability of local minimizers for a general class…
Research on bias in machine learning algorithms has generally been concerned with the impact of bias on predictive accuracy. We believe that there are other factors that should also play a role in the evaluation of bias. One such factor is…
This article proposes and analyzes several variants of the randomized Cholesky QR factorization of a matrix $X$. Instead of computing the R factor from $X^T X$, as is done by standard methods, we obtain it from a small, efficiently…
Constructive algorithms, requiring no more than $2\times 2$ matrix manipulations, are provided for finding the entries of the positive definite factor in the polar decomposition of matrices in sixteen groups preserving a bilinear form in…
This paper studies stability aspects of solutions of parametric mathematical programs and generalized equations, respectively, with disjunctive constraints. We present sufficient conditions that, under some constraint qualifications…
We consider the problem of characterizing entrywise functions that preserve the cone of positive definite matrices when applied to every off-diagonal element. Our results extend theorems of Schoenberg [Duke Math. J. 9], Rudin [Duke Math. J.…
Matrices with off-diagonal decay appear in a variety of fields in mathematics and in numerous applications, such as signal processing, statistics, communications engineering, condensed matter physics, and quantum chemistry. Numerical…
We present a notion of bilinear stability, which is to numerical stability what bilinear complexity is to time complexity. In bilinear complexity, an algorithm for evaluating a bilinear operator $\beta : \mathbb{U} \times \mathbb{V} \to…
In this article, we derive a Bayesian model to learning the sparse and low rank PARAFAC decomposition for the observed tensor with missing values via the elastic net, with property to find the true rank and sparse factor matrix which is…
A thorough backward stability analysis of Hotelling's deflation, an explicit external deflation procedure through low-rank updates for computing many eigenpairs of a symmetric matrix, is presented. Computable upper bounds of the loss of the…
We revisit the relegation algorithm by Deprit et al. (Celest. Mech. Dyn. Astron. 79:157-182, 2001) in the light of the rigorous Nekhoroshev's like theory. This relatively recent algorithm is nowadays widely used for implementing closed form…