Related papers: Taking all positive eigenvectors is suboptimal in …
Differentiable structure ensures that many of the basics of classical convex analysis extend naturally from Euclidean space to Riemannian manifolds. Without such structure, however, extensions are more challenging. Nonetheless, in…
The three-dimensional cylindrical regression problem is a problem of finding a cylinder best fitting a group of points in three-dimensional Euclidean space. The words best fitting are usually understood in the sense of the minimum root mean…
A shape optimization problem arising from the optimal reinforcement of a membrane by means of one-dimensional stiffeners or from the fastest cooling of a two-dimensional object by means of ``conducting wires'' is considered. The criterion…
Random walks are frequently used as a model for very diverse physical phenomena. The Monte Carlo method is a versatile tool for the study of the properties of systems modelled as random walks. Often, each walker is associated with a…
In autoregressive modeling for tensor-valued time series, Tucker decomposition, when applied to the coefficient tensor, provides a clear interpretation of supervised factor modeling but loses its efficiency rapidly with increasing tensor…
Tensors, which provide a powerful and flexible model for representing multi-attribute data and multi-way interactions, play an indispensable role in modern data science across various fields in science and engineering. A fundamental task is…
Evaluation of the eigenvectors of symmetric tridiagonal matrices is one of the most basic tasks in numerical linear algebra. It is a widely known fact that, in the case of well separated eigenvalues, the eigenvectors can be evaluated with…
The worst situation in computing the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation associated with an M-matrix occurs when the corresponding linearizing matrix has two very small eigenvalues, one with positive…
When faced with a mathematical model, often the first step is to reduce the complexity of the model by turning variables and parameters into dimensionless quantities. This process is often performed by hand, relying on a skill practiced…
Classical multidimensional scaling is an important dimension reduction technique. Yet few theoretical results characterizing its statistical performance exist. This paper provides a theoretical framework for analyzing the quality of…
In many contexts the modal properties of a structure change, either due to the impact of a changing environment, fatigue, or due to the presence of structural damage. For example during flight, an aircraft's modal properties are known to…
The Monte Carlo method is often used to simulate systems which can be modeled by random walks. In order to calculate observables, in many implementations the "walkers" carry a statistical weight which is generally assumed to be positive.…
Classical multidimensional scaling (CMDS) is a technique that embeds a set of objects in a Euclidean space given their pairwise Euclidean distances. The main part of CMDS involves double centering a squared distance matrix and using a…
We consider the minimization or maximization of the $J$th largest eigenvalue of an analytic and Hermitian matrix-valued function, and build on Mengi et al. (2014, SIAM J. Matrix Anal. Appl., 35, 699-724). This work addresses the setting…
Multidimensional scaling is an important dimension reduction tool in statistics and machine learning. Yet few theoretical results characterizing its statistical performance exist, not to mention any in high dimensions. By considering a…
A common optimization problem is the minimization of a symmetric positive definite quadratic form $< x,Tx >$ under linear constrains. The solution to this problem may be given using the Moore-Penrose inverse matrix. In this work we extend…
Multidimensional Scaling (MDS) is one of the most popular methods for dimensionality reduction and visualization of high dimensional data. Apart from these tasks, it also found applications in the field of geometry processing for the…
In many linear inverse problems, we want to estimate an unknown vector belonging to a high-dimensional (or infinite-dimensional) space from few linear measurements. To overcome the ill-posed nature of such problems, we use a low-dimension…
Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…
This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…