English
Related papers

Related papers: Geometrical inverse preconditioning for symmetric …

200 papers

Techniques of matrix completion aim to impute a large portion of missing entries in a data matrix through a small portion of observed ones. In practice including collaborative filtering, prior information and special structures are usually…

Statistics Theory · Mathematics 2022-03-09 Ji Chen , Xiaodong Li , Zongming Ma

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

We study the closure of the projection of the (nonconvex) cone of rank restricted positive semidefinite matrices onto subsets of the matrix entries. This defines the feasible sets for semidefinite completion problems with restrictions on…

Optimization and Control · Mathematics 2016-11-01 Ian Davidson , Henry Wolkowicz

This paper is triggered by the preprint "\emph{Computing Matrix Squareroot via Non Convex Local Search}" by Jain et al. (\textit{\textcolor{blue}{arXiv:1507.05854}}), which analyzes gradient-descent for computing the square root of a…

Numerical Analysis · Mathematics 2015-12-17 Suvrit Sra

In this paper we study generic M(atrix) theory compactifications that are specified by a set of quotient conditions. A procedure is proposed, which both associates an algebra to each compactification and leads deductively to general…

High Energy Physics - Theory · Physics 2010-11-19 Pei-Ming Ho , Yi-Yen Wu , Yong-Shi Wu

Interpolation and approximation of functionals with conditionally positive definite kernels is considered on sets of centers that are not determining for polynomials. It is shown that polynomial consistency is sufficient in order to define…

Numerical Analysis · Mathematics 2025-08-26 Oleg Davydov

Positive real odd matrix functions, often referred to as positive real lossless matrix functions, play an important role in many applications in multi-port electrical systems. In this paper we present closer analogues to some of the known…

Optimization and Control · Mathematics 2020-03-12 Sanne ter Horst , Alma Naudé

We here specialize the standard matrix-valued polynomial interpolation to the case where on the imaginary axis the interpolating polynomials admit various symmetries: Positive semidefinite, Skew-Hermitian, $J$-Hermitian, Hamiltonian and…

Complex Variables · Mathematics 2012-08-10 Daniel Alpay , Izchak Lewkowicz

For a proper cone $K$ and its dual cone $K^*$ in $\mathbb R^n$, the complementarity set of $K$ is defined as ${\mathbb C}(K)=\{(x,y): x\in K,\; y\in K^*,\, x^\top y=0\}$. It is known that ${\mathbb C}(K)$ is an $n$-dimensional manifold in…

Optimization and Control · Mathematics 2025-02-06 O. I. Kostyukova

Motivated by a work of Fu-So-Song, we associate a symmetric matrix $A$ to a plane vector sequence $v$ and give a formula to find the signature of $A$ in terms of the sequence $v$. When $A$ is nonsingular, we interpret the relation between…

Combinatorics · Mathematics 2025-03-27 Mikiya Masuda

We derive explicit reconstruction formulas for the attenuated geodesic X-ray transform over functions and, in the case of non-vanishing attenuation, vector fields, on a class of simple Riemannian surfaces with boundary. These formulas…

Analysis of PDEs · Mathematics 2016-01-01 François Monard

We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines smoothing and homotopy techniques under the CGM framework, and provably achieves the optimal…

Optimization and Control · Mathematics 2018-08-21 Alp Yurtsever , Olivier Fercoq , Francesco Locatello , Volkan Cevher

We present a preconditioning of a generalized forward-backward splitting algorithm for finding a zero of a sum of maximally monotone operators $\sum_{i=1}^{n} A_i + B$ with $B$ cocoercive, involving only the computation of $B$ and of the…

Optimization and Control · Mathematics 2015-07-07 Raguet Hugo , Landrieu Loïc

We study ill-conditioned positive definite matrices that are disturbed by the sum of $m$ rank-one matrices of a specific form. We provide estimates for the eigenvalues and eigenvectors. When the condition number of the initial matrix tends…

Numerical Analysis · Mathematics 2024-03-13 Armand Gissler , Anne Auger , Nikolaus Hansen

In this paper, we introduce a weak group inverse (called the WG inverse in the present paper) for square matrices of an arbitrary index, and give some of its characterizations and properties. Furthermore, we introduce two orders: one is a…

Rings and Algebras · Mathematics 2017-04-28 Hongxing Wang , Jianlong Chen

This paper presents an algorithmic framework for the minimization of strictly convex quadratic functions. The framework is flexible and generic. At every iteration the search direction is a linear combination of the negative gradient, as…

Optimization and Control · Mathematics 2025-05-08 Liam MacDonald , Rua Murray , Rachael Tappenden

Finding the inverse of a matrix is an open problem especially when it comes to engineering problems due to their complexity and running time (cost) of matrix inversion algorithms. An optimum strategy to invert a matrix is, first, to reduce…

We introduce a method to construct general multivariate positive definite kernels on a nonempty set $X$ that employs a prescribed bounded completely monotone function and special multivariate functions on $X$.\ The method is consistent with…

Functional Analysis · Mathematics 2021-06-29 V. A. Menegatto , C. P. Oliveira

We introduce a perturbed preconditioned gradient descent (PPGD) method for the unconstrained minimization of a strongly convex objective $G$ with a locally Lipschitz continuous gradient. We assume that $G(v)=E(v)+F(v)$ and that the gradient…

Optimization and Control · Mathematics 2025-12-23 Jea-Hyun Park , Abner J. Salgado , Steven M. Wise

We present a framework for accelerating a spectrum of machine learning algorithms that require computation of bilinear inverse forms $u^\top A^{-1}u$, where $A$ is a positive definite matrix and $u$ a given vector. Our framework is built on…

Machine Learning · Statistics 2016-05-31 Chengtao Li , Suvrit Sra , Stefanie Jegelka