Related papers: Geometrical inverse preconditioning for symmetric …
Positive semidefinite Hermitian matrices that are not fully specified can be completed provided their underlying graph is chordal. If the matrix is positive definite the completion can be uniquely characterized as the matrix that maximizes…
An $n\times n$ symmetric matrix $A$ is copositive if the quadratic form $x^TAx$ is nonnegative on the nonnegative orthant $\mathbb{R}^{n}_{\geq 0}$. The cone of copositive matrices contains the cone of matrices which are the sum of a…
Many optimization problems arising in high-dimensional statistics decompose naturally into a sum of several terms, where the individual terms are relatively simple but the composite objective function can only be optimized with iterative…
Polynomial preconditioning is an important tool in solving large linear systems and eigenvalue problems. A polynomial from GMRES can be used to precondition restarted GMRES and restarted Arnoldi. Here we give methods for indefinite matrices…
Copositive matrices and copositive polynomials are objects from optimization. We connect these to the geometry of Feynman integrals in physics. The integral is guaranteed to converge if its kinematic parameters lie in the copositive cone.…
In this paper we study the metric geometry of the space $\Sigma$ of positive invertible elements of a von Neumann algebra ${\mathcal A}$ with a finite, normal and faithful tracial state $\tau$. The trace induces an incomplete Riemannian…
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…
This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the…
When solving linear systems with nonsymmetric Toeplitz or multilevel Toeplitz matrices using Krylov subspace methods, the coefficient matrix may be symmetrized. The preconditioned MINRES method can then be applied to this symmetrized…
Given $n$ i.i.d. observations of a random vector $(X,Z)$, where $X$ is a high-dimensional vector and $Z$ is a low-dimensional index variable, we study the problem of estimating the conditional inverse covariance matrix $\Omega(z) =…
We introduce a new class of preconditioners to enable flexible GMRES to find a least-squares solution, and potentially the pseudoinverse solution, of large-scale sparse, asymmetric, singular, and potentially inconsistent systems. We develop…
We exhibit an explicit, deterministic algorithm for finding a canonical form for a positive definite matrix under unimodular integral transformations. We use characteristic sets of short vectors and partition-backtracking graph software.…
The symmetric inverse monoid $I_X$ on a set $X$ consists of all bijective functions whose domain and range are subsets of $X$ under the usual composition and inversion of partial functions. For an arbitrary infinite set $X$, we classify all…
Given a symmetric nonnegative matrix $A$, symmetric nonnegative matrix factorization (symNMF) is the problem of finding a nonnegative matrix $H$, usually with much fewer columns than $A$, such that $A \approx HH^T$. SymNMF can be used for…
In this work we study the set of strictly accretive matrices, that is, the set of matrices with positive definite Hermitian part, and show that the set can be interpreted as a smooth manifold. Using the recently proposed symmetric polar…
In this paper, we propose an algorithm for the construction of low-rank approximations of the inverse of an operator given in low-rank tensor format. The construction relies on an updated greedy algorithm for the minimization of a suitable…
We introduce a unified framework for computing approximately-optimal preconditioners for solving linear and non-linear systems of equations. We demonstrate that the condition number minimization problem, under structured transformations…
This paper introduces a new preconditioning technique that is suitable for matrices arising from the discretization of a system of PDEs on unstructured grids. The preconditioner satisfies a so-called filtering property, which ensures that…
Brown and Walker (1997) showed that GMRES determines a least squares solution of $ A x = b $ where $ A \in {\bf R}^{n \times n} $ without breakdown for arbitrary $ b, x_0 \in {\bf R}^n $ if and only if $A$ is range-symmetric, i.e. $ {\cal…
The objective of this manuscript is to understand the structure of an invertible linear map on the space of real symmetric matrices $\mathcal{S}^n$ that leaves invariant the closed convex cones of copositive and completely positive matrices…