Related papers: Short note on the mass matrix for Gauss-Lobatto gr…
We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and…
In the first part of this paper we give an elementary proof of the fact that if an infinite matrix $A$, which is invertible as a bounded operator on $\ell^2$, can be uniformly approximated by banded matrices then so can the inverse of $A$.…
The inverse of a large matrix can often be accurately approximated by a polynomial of degree significantly lower than the order of the matrix. The iteration polynomial generated by a run of the GMRES algorithm is a good candidate, and its…
The Total Least Squares solution of an overdetermined, approximate linear equation $Ax \approx b$ minimizes a nonlinear function which characterizes the backward error. We show that a globally convergent variant of the Gauss--Newton…
Currently, mass matrices are computed by means of sufficiently accurate numerical integration schemes. Two-point and nine-point (Gauss) quadrature remain frequently used. We derive an exact, easy to implement integration rule for six-node…
In this article, we focus on the error that is committed when computing the matrix logarithm using the Gauss--Legendre quadrature rules. These formulas can be interpreted as Pad\'e approximants of a suitable Gauss hypergeometric function.…
A well known numerical task is the inversion of large symmetric tridiagonal Toeplitz matrices, i.e., matrices whose entries equal $a$ on the diagonal and $b$ on the extra diagonals ($a, b\in \mathbb R$). The inverses of such matrices are…
A new generalized matrix inverse is derived which is consistent with respect to arbitrary nonsingular diagonal transformations, e.g., it preserves units associated with variables under state space transformations, thus providing a general…
A fast and accurate algorithm for the computation of Gauss-Hermite and generalized Gauss-Hermite quadrature nodes and weights is presented. The algorithm is based on Newton's method with carefully selected initial guesses for the nodes and…
Gauss quadrature integral approximation is extended to include integrals with a measure consisting of continuous as well as discrete components. That is, we give an approximation for the integral of a function plus its sum over a discrete…
Approximate full mass matrix methods for the material point method, known as FMPM(k) of order k, can improve the calculation of grid velocities from grid momentum. It can be implemented in any MPM code by inserting a new calculation task…
Gravity inversion allows us to constrain the interior mass distribution of a planetary body using the observed shape, rotation, and gravity. Traditionally, techniques developed for gravity inversion can be divided into Monte Carlo methods,…
One may identify the general properties of the neutrino mass matrix by generating many random mass matrices and testing them against the results of the neutrino experiments.
Matrix square roots and their inverses arise frequently in machine learning, e.g., when sampling from high-dimensional Gaussians $\mathcal{N}(\mathbf 0, \mathbf K)$ or whitening a vector $\mathbf b$ against covariance matrix $\mathbf K$.…
We analyze effective approximation of unitary matrices. In our formulation, a unitary matrix is represented as a product of rotations in two-dimensional subspaces, so-called Givens rotations. Instead of the quadratic dimension dependence…
In this brief communication a new method is outlined for modelling magnification patterns on an observer's plane using a first order approximation to the null geodesic path equations for a point mass lens. For each ray emitted from a…
The Graphical Lasso (GLasso) algorithm is fast and widely used for estimating sparse precision matrices (Friedman et al., 2008). Its central role in the literature of high-dimensional covariance estimation rivals that of Lasso regression…
We consider the approximation of the inverse square root of regularly accretive operators in Hilbert spaces. The approximation is of rational type and comes from the use of the Gauss-Legendre rule applied to a special integral formulation…
A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates,…
The elements of the E\"otv\"os matrix are useful for various geodetic applications, such as the interpolation of the elements of the deflection of the vertical, the determination of gravity anomalies and the determination of geoid heights.…