English
Related papers

Related papers: Geometrical inverse preconditioning for symmetric …

200 papers

Nonnegative matrix factorization is the following problem: given a nonnegative input matrix $V$ and a factorization rank $K$, compute two nonnegative matrices, $W$ with $K$ columns and $H$ with $K$ rows, such that $WH$ approximates $V$ as…

Optimization and Control · Mathematics 2025-01-10 Valentin Leplat , Yurii Nesterov , Nicolas Gillis , François Glineur

Widely employed for the accurate solution of the electroencephalography forward problem, the symmetric formulation gives rise to a first kind, ill-conditioned operator ill-suited for complex modelling scenarios. This work presents a novel…

Numerical Analysis · Mathematics 2022-04-15 Viviana Giunzioni , John E. Ortiz G. , Adrien Merlini , Simon B. Adrian , Francesco P. Andriulli

If $A$ is a tridiagonal matrix, then the equations $AX=I$ and $XA=I$ defining the inverse $X$ of $A$ are in fact the second order recurrence relations for the elements in each row and column of $X$. Thus, the recursive algorithms should be…

Numerical Analysis · Mathematics 2015-10-01 Paweł Keller , Iwona Wróbel

Let G be a connected complex simple Lie group with maximal compact subgroup U. Let g be the Lie algebra of G, and X = G/U be the associated Riemannian globally symmetric space of type IV. We have constructed three types of arithmetic…

Representation Theory · Mathematics 2019-12-23 Pampa Paul

Sylvester matrix equations are ubiquitous in scientific computing. However, few solution techniques exist for their generalized multiterm version, as they now arise in an increasingly large number of applications. In this work, we consider…

Numerical Analysis · Mathematics 2024-03-04 Yannis Voet

The main goal of this paper is to discuss the recent advancements of operator means for accretive matrices in a more general setting. In particular, we present the general form governing the well established definition of geometric mean,…

Functional Analysis · Mathematics 2021-04-16 Yassine Bedrani , Fuad Kittaneh , Mohammed Sababheh

Let X be a projective, equidimensional, singular scheme over an algebraically closed field. Then the existence of a geometric smoothing (i.e. a family of deformations of X over a smooth base curve whose generic fibre is smooth) implies the…

Algebraic Geometry · Mathematics 2023-02-15 Alessandro Nobile

Let $(s_n)_{n\ge 0}$ denote an indeterminate Hamburger moment sequence and let $\mathcal H=\{s_{m+n}\}$ be the corresponding positive definite Hankel matrix. We consider the question if there exists an infinite symmetric matrix $\mathcal…

Classical Analysis and ODEs · Mathematics 2018-10-09 Christian Berg , Ryszard Szwarc

We characterize the mixed discriminant of positive semi definite matrices using its most basic properties. As a corollary we establish its minimality among non negative and multi additive functionals.

Functional Analysis · Mathematics 2013-09-20 D. I. Florentin , V. D. Milman , R. Schneider

In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…

Optimization and Control · Mathematics 2017-06-23 Timothy C. Y. Chan , Taewoo Lee , Daria Terekhov

We study multivariate normal models that are described by linear constraints on the inverse of the covariance matrix. Maximum likelihood estimation for such models leads to the problem of maximizing the determinant function over a…

Statistics Theory · Mathematics 2009-06-22 Bernd Sturmfels , Caroline Uhler

Hardware trends have motivated the development of mixed precision algo-rithms in numerical linear algebra, which aim to decrease runtime while maintaining acceptable accuracy. One recent development is the development of an adaptive…

Numerical Analysis · Mathematics 2023-07-11 Noaman Khan , Erin Carson

A preconditioning theory is presented which establishes sufficient conditions for multiplicative and additive Schwarz algorithms to yield self-adjoint positive definite preconditioners. It allows for the analysis and use of non-variational…

Numerical Analysis · Mathematics 2010-01-12 Michael Holst , Stefan Vandewalle

This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We also prove that under appropriate assumptions, the rate of…

Machine Learning · Statistics 2023-02-27 Randal Douc , Sylvain Le Corff

We first show that a continuous function f is nonnegative on a closed set $K\subseteq R^n$ if and only if (countably many) moment matrices of some signed measure $d\nu =fd\mu$ with support equal to K, are all positive semidefinite (if $K$…

Optimization and Control · Mathematics 2011-05-13 Jean B. Lasserre

This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix…

Statistics Theory · Mathematics 2020-07-27 T. Tony Cai , Tengyuan Liang , Alexander Rakhlin

This paper studies the problem of decomposing a low-rank positive-semidefinite matrix into symmetric factors with binary entries, either $\{\pm 1\}$ or $\{0,1\}$. This research answers fundamental questions about the existence and…

Data Structures and Algorithms · Computer Science 2019-08-01 Richard Kueng , Joel A. Tropp

In this paper we consider the decomposition of positive semidefinite matrices as a sum of rank one matrices. We introduce and investigate the properties of various measures of optimality of such decompositions. For some classes of positive…

Functional Analysis · Mathematics 2022-02-03 Radu Balan , Kasso A. Okoudjou , Michael Rawson , Yang Wang , Rui Zhang

This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial differential equations. We consider problems governed by an operator…

Numerical Analysis · Mathematics 2025-10-21 Volker Mehrmann , Manuel Schaller , Martin Stoll

For the singular saddle-point problems with nonsymmetric positive definite $(1,1)$ block, we present a general constraint preconditioning (GCP) iteration method based on a singular constraint preconditioner. Using the properties of the…

Numerical Analysis · Mathematics 2013-12-30 Ai-Li Yang , Guo-Feng Zhang , Yu-Jiang Wu