Related papers: Matrix Factorizations via the Inverse Function The…

We consider solvable matrix models. We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one…

LU and Cholesky matrix factorization algorithms are core subroutines used to solve systems of linear equations (SLEs) encountered while solving an optimization problem. Standard factorization algorithms are highly efficient but remain…

This paper provides a theoretical explanation on the clustering aspect of nonnegative matrix factorization (NMF). We prove that even without imposing orthogonality nor sparsity constraint on the basis and/or coefficient matrix, NMF still…

We introduce the sparsified Cholesky and sparsified multigrid algorithms for solving systems of linear equations. These algorithms accelerate Gaussian elimination by sparsifying the nonzero matrix entries created by the elimination process.…

This paper presents a new algorithm for generating random inverse-Wishart matrices that directly generates the Cholesky factor of the matrix without computing the factorization. Whenever parameterized in terms of a precision matrix…

If $A$ is an n-by-n matrix over a field $F$ ($A\in M_{n}(F)$), then $A$ is said to ``have an LU factorization'' if there exists a lower triangular matrix $L\in M_{n}(F)$ and an upper triangular matrix $U\in M_{n}(F)$ such that $$A=LU.$$ We…

We examine a special case of the multilevel factor model, with covariance given by multilevel low rank (MLR) matrix~\cite{parshakova2023factor}. We develop a novel, fast implementation of the expectation-maximization algorithm, tailored for…

Triangular factorizations are an important tool for solving integral equations and partial differential equations with hierarchical matrices ($\mathcal{H}$-matrices). Experiments show that using an $\mathcal{H}$-matrix LR factorization to…

We establish a factorisation theorem for invertible, cross-symmetric, totally nonnegative matrices, and illustrate the theory by verifying that certain cases of Holte's Amazing Matrix are totally nonnegative.

We find matrix factorization corresponding to an anti-diagonal in ${\mathbb C}P^1 \times {\mathbb C}P^1$, and circle fibers in weighted projective lines using the idea of Chan and Leung of Strominger-Yau-Zaslow transformations. For the tear…

A general theorem on factorization of matrices with polynomial entries is proven and it is used to reduce polynomial Darboux matrices to linear ones. Some new examples of linear Darboux matrices are discussed.

Dense kernel matrices resulting from pairwise evaluations of a kernel function arise naturally in machine learning and statistics. Previous work in constructing sparse approximate inverse Cholesky factors of such matrices by minimizing…

A theoretical framework for non-negative matrix factorization based on generalized dual Kullback-Leibler divergence, which includes members of the exponential family of models, is proposed. A family of algorithms is developed using this…

The multi-scale factor models are particularly appealing for analyzing matrix- or tensor-valued data, due to their adaptiveness to local geometry and intuitive interpretation. However, the reliance on the binary tree for recursive…

QR factorisation plays an important role in matrix computations. Within the context of optimisation and of automatic differentiation of such computations, we need to compute the derivative of this factorisation. For tall matrices, however,…

We generalize Harish-Chandra-Itzykson-Zuber and certain other integrals (Gross-Witten integral and integrals over complex matrices) using the notion of tau function of matrix argument. In this case one can reduce the matrix integral to the…

This is a short review of some recent results obtained by the author. These results are related the problem of obtaining polynomial identities (computational formulas) for some matrix functions by means of the known polarization theorem,…

In many applications, data come with a natural ordering. This ordering can often induce local dependence among nearby variables. However, in complex data, the width of this dependence may vary, making simple assumptions such as a constant…

We construct operators which factorize the transfer function associated with a non-self-adjoint 2x2 operator matrix whose diagonal entries can have overlapping spectra and whose off-diagonal entries are unbounded operators.

We survey results on factorizations of non zero-divisors into atoms (irreducible elements) in noncommutative rings. The point of view in this survey is motivated by the commutative theory of non-unique factorizations. Topics covered include…