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Singular Value Decomposition (SVD) is a powerful tool for multivariate analysis. However, independent computation of the SVD for each sample taken from a bandlimited matrix random process will result in singular value sample paths whose…

Statistics Theory · Mathematics 2007-06-13 D. W. Browne , M. W. Browne , M. P. Fitz

This paper proposes a Newton-type method to solve numerically the eigenproblem of several diagonalizable matrices, which pairwise commute. A classical result states that these matrices are simultaneously diagonalizable. From a suitable…

Numerical Analysis · Mathematics 2022-11-07 Rima Khouja , Bernard Mourrain , Jean-Claude Yakoubsohn

Recent interest in integrated sensing and communications has led to the design of novel signal processing techniques to recover information from an overlaid radar-communications signal. Here, we focus on a spectral coexistence scenario,…

Information Theory · Computer Science 2023-10-31 Jonathan Monsalve , Edwin Vargas , Kumar Vijay Mishra , Brian M. Sadler , Henry Arguello

Blind source separation (BSS), i.e., the decoupling of unknown signals that have been mixed in an unknown way, has been a topic of great interest in the signal processing community for the last decade, covering a wide range of applications…

Machine Learning · Statistics 2016-03-11 Eleftherios Kofidis

Conventional ways to solve optimization problems on low-rank matrix sets which appear in great number of applications ignore its underlying structure of an algebraic variety and existence of singular points. This leads to appearance of…

Numerical Analysis · Mathematics 2017-10-04 Valentin Khrulkov , Ivan Oseledets

By using the Hadamard matrix product concept, this paper introduces two generalized matrix formulation forms of numerical analogue of nonlinear differential operators. The SJT matrix-vector product approach is found to be a simple,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-21 W. Chen

This paper is dedicated to the problem of verification of matrices for unitary similarity. For the case of nonderogatory matrices, we have been able to present the new solution for this problem based on geometric approach. The main…

Numerical Analysis · Mathematics 2013-03-11 Yuri R. Nesterenko

We revisit the problem of spectral clustering in multimodal settings, where each data modality is encoded as a graph Laplacian. While classical approaches--including joint diagonalization, spectral co-regularization, and multiview…

Numerical Analysis · Mathematics 2025-09-16 Haoze He , Artemis Pados , Daniel Kressner

It is well known that mirror descent may diverge or cycle on merely monotone variational inequalities. In this paper, we propose \emph{Target Mirror Descent} (TMD), a unified framework that stabilizes monotone flows via a target point…

Optimization and Control · Mathematics 2026-04-22 Yu-Wen Chen , Can Kizilkale , Murat Arcak

Canonical Polyadic Decomposition (CPD) represents a third-order tensor as the minimal sum of rank-1 terms. Because of its uniqueness properties the CPD has found many concrete applications in telecommunication, array processing, machine…

Spectral Theory · Mathematics 2019-12-06 Ignat Domanov , Lieven De Lathauwer

Sparse matrix factorization is the problem of approximating a matrix $\mathbf{Z}$ by a product of $J$ sparse factors $\mathbf{X}^{(J)} \mathbf{X}^{(J-1)} \ldots \mathbf{X}^{(1)}$. This paper focuses on identifiability issues that appear in…

Machine Learning · Computer Science 2021-11-18 Léon Zheng , Elisa Riccietti , Rémi Gribonval

This paper introduces a new algorithm to approximate non orthogonal joint diagonalization (NOJD) of a set of complex matrices. This algorithm is based on the Frobenius norm formulation of the JD problem and takes advantage from combining…

Applications · Statistics 2015-06-16 Ammar Mesloub , Karim Abeb-Meraim , Adel Belouchrani

Isolated hypersurface singularities come equipped with distinguished bases of their Milnor lattices and with upper triangular integral matrices, which are called here distinguished matrices. These matrices form an orbit of a braid group and…

Algebraic Geometry · Mathematics 2026-03-03 Sven Balnojan , Claus Hertling

We consider the problem of approximate joint triangularization of a set of noisy jointly diagonalizable real matrices. Approximate joint triangularizers are commonly used in the estimation of the joint eigenstructure of a set of matrices,…

Numerical Analysis · Computer Science 2016-07-05 Nicolo Colombo , Nikos Vlassis

We discuss here the application of the simultaneous block diagonalization (SBD) of matrices to the study of the stability of both complete and cluster synchronization in random (generic) networks. For both problems, we define indices that…

Disordered Systems and Neural Networks · Physics 2022-02-02 Shirin Panahi , Nelson Amaya , Isaac Klickstein , Galen Novello , Francesco Sorrentino

Blind source separation (BSS) aims to recover an unobserved signal $S$ from its mixture $X=f(S)$ under the condition that the effecting transformation $f$ is invertible but unknown. As this is a basic problem with many practical…

Statistics Theory · Mathematics 2023-03-20 Alexander Schell

In this paper, we address a statistical model extension of multichannel nonnegative matrix factorization (MNMF) for blind source separation, and we propose a new parameter update algorithm used in the sub-Gaussian model. MNMF employs…

We analyze the convergence of the (algebraic) multiplicative Schwarz method applied to linear algebraic systems with matrices having a special block structure that arises, for example, when a (partial) differential equation is posed and…

Numerical Analysis · Mathematics 2019-12-20 Carlos Echeverría , Jörg Liesen , Petr Tichý

In this paper we introduce the algorithm and the fixed point hardware to calculate the normalized singular value decomposition of a non-symmetric matrices using Givens fast (approximate) rotations. This algorithm only uses the basic…

Numerical Analysis · Computer Science 2017-07-18 Ehsan Rohani , Gwan Choi , Mi Lu

Current state-of-the-art methods for differentially private model training are based on matrix factorization techniques. However, these methods suffer from high computational overhead because they require numerically solving a demanding…

Machine Learning · Computer Science 2025-06-16 Nikita P. Kalinin , Christoph Lampert