Related papers: A note on the $\top$-Stein matrix equation
This paper lies in the intersection of several fields: number theory, lattice theory, multilinear algebra, and scientific computing. We adapt existing solution algorithms for tensor eigenvalue problems to the tensor-train framework. As an…
We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…
A new error bound for the linear complementarity problem is given when the involved matrix is a B-matrix. It is shown that this bound is sharper than some previous bounds [C.Q. Li, Y.T. Li. Note on error bounds for linear complementarity…
In this article, we study the singular case of an homogeneous generalized discrete time system with given initial conditions. We consider the matrix pencil singular and provide necessary and sufficient conditions for existence and…
The eigenproblem of low-rank updated matrices are of crucial importance in many applications. Recently, an upper bound on the number of distinct eigenvalues of a perturbed matrix was established. The result can be applied to estimate the…
This work has introduced a generalized formulation of the problem of eigenvalue spectrum assignment for block matrix systems. In this problem, it is required to construct a feedback that provides that the matrix of the closed-loop system is…
This book is about solving matrix nearness problems that are related to eigenvalues or singular values or pseudospectra. These problems arise in great diversity in various fields, be they related to dynamics, as in questions of robust…
Matrix sensing has many real-world applications in science and engineering, such as system control, distance embedding, and computer vision. The goal of matrix sensing is to recover a matrix $A_\star \in \mathbb{R}^{n \times n}$, based on a…
We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…
Linear rate equations are used to describe the cascading decay of an initial heavy cluster into fragments. This representation is based upon a triangular matrix of transition rates. We expand the state vector of mass multiplicities, which…
We show that the global minimum solution of $\lVert A - BXC \rVert$ can be found in closed-form with singular value decompositions and generalized singular value decompositions for a variety of constraints on $X$ involving rank, norm,…
In this paper, we discuss numerical approximation of the eigenvalues of the one-dimensional radial Schr\"{o}dinger equation posed on a semi-infinite interval. The original problem is first transformed to one defined on a finite domain by…
The Schur decomposition of a square matrix $A$ is an important intermediate step of state-of-the-art numerical algorithms for addressing eigenvalue problems, matrix functions, and matrix equations. This work is concerned with the following…
We consider the convolution equation $F*X=B$, where $F\in\mathbb{R}^{3\times 3}$ and $B\in\mathbb{R}^{m\times n}$ are given, and $X\in\mathbb{R}^{m\times n}$ is to be determined. The convolution equation can be regarded as a linear system…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
We develop a one step matrix method in order to obtain approximate solutions of first order systems and non-linear ordinary differential equations, reducible to first order systems. We find a sequence of such solutions that converge to the…
In this note we construct a solution of a matrix interval linear equation of the form X=AX+B (the discrete stationary Bellman equation) over partially ordered semirings, including the semiring of nonnegative real numbers and all idempotent…
We report a new analytical method for solution of a wide class of second-order differential equations with eigenvalues replaced by arbitrary functions. Such classes of problems occur frequently in Quantum Mechanics and Optics. This approach…
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…
We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…