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Computing the matrix square root and its inverse in a differentiable manner is important in a variety of computer vision tasks. Previous methods either adopt the Singular Value Decomposition (SVD) to explicitly factorize the matrix or use…

Computer Vision and Pattern Recognition · Computer Science 2022-10-20 Yue Song , Nicu Sebe , Wei Wang

As we stride toward the exascale era, due to increasing complexity of supercomputers, hard and soft errors are causing more and more problems in high-performance scientific and engineering computation. In order to improve reliability…

Numerical Analysis · Mathematics 2013-09-03 Tao Cui , Jinchao Xu , Chen-Song Zhang

We develop the Sparse Approximate Matrix Multiply ($\tt SpAMM$) $n$-body solver for first order Newton Schulz iteration of the matrix square root and inverse square root. The solver performs recursive two-sided metric queries on a modified…

Numerical Analysis · Computer Science 2015-10-15 Matt Challacombe , Terry Haut , Nicolas Bock

We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…

Numerical Analysis · Computer Science 2017-06-16 Harri Hakula , Mikael Laaksonen

We propose a novel numerical method for solving a quadratic vector equation arising in Markovian Binary Trees. The numerical method consists in a fixed point iteration, expressed by means of the Perron vectors of a sequence of nonnegative…

Numerical Analysis · Mathematics 2011-11-08 Beatrice Meini , Federico Poloni

We present the asymptotically fastest known algorithms for some basic problems on univariate polynomial matrices: rank, nullspace, determinant, generic inverse, reduced form. We show that they essentially can be reduced to two computer…

Symbolic Computation · Computer Science 2007-05-23 Claude-Pierre Jeannerod , Gilles Villard

In this paper, we consider the iterative solution of linear algebraic equations under the condition that matrix-vector products with the coefficient matrix are computed only partially. At the same time, non-computed entries are set to…

Numerical Analysis · Mathematics 2024-10-15 Vassilis Kalantzis , Yuanzhe Xi , Lior Horesh , Yousef Saad

This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…

Numerical Analysis · Mathematics 2024-05-14 Foivos Alimisis , Yousef Saad , Bart Vandereycken

We show in this paper that the roots $x_1$ and $x_2$ of a scalar quadratic polynomial $ax^2+bx+c=0$ with real or complex coefficients $a$, $b$ $c$ can be computed in a element-wise mixed stable manner, measured in a relative sense. We also…

Numerical Analysis · Mathematics 2014-09-30 Mastronardi Nicola , Van Dooren Paul

In this paper, based on an optimization problem, a sketch-and-project method for solving the linear matrix equation AXB = C is proposed. We provide a thorough convergence analysis for the new method and derive a lower bound on the…

Numerical Analysis · Mathematics 2023-06-07 Wendi Bao , Zhiwei Guo , Weiguo Li , Ying Lv , Jichao Wang

Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…

Optimization and Control · Mathematics 2024-04-29 Boran Wang

Fast algorithms for matrix multiplication, namely those that perform asymptotically fewer scalar operations than the classical algorithm, have been considered primarily of theoretical interest. Apart from Strassen's original algorithm, few…

Numerical Analysis · Computer Science 2016-07-26 Grey Ballard , Austin R. Benson , Alex Druinsky , Benjamin Lipshitz , Oded Schwartz

Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in…

Numerical Analysis · Mathematics 2012-07-27 Dario A. Bini , V. Noferini

This paper is concerned with exact real solving of well-constrained, bivariate polynomial systems. The main problem is to isolate all common real roots in rational rectangles, and to determine their intersection multiplicities. We present…

Symbolic Computation · Computer Science 2012-03-06 Dimitrios I. Diochnos , Ioannis Z. Emiris , Elias P. Tsigaridas

This work connects two mathematical fields - computational complexity and interval linear algebra. It introduces the basic topics of interval linear algebra - regularity and singularity, full column rank, solving a linear system, deciding…

Computational Complexity · Computer Science 2016-02-02 Jaroslav Horáček , Milan Hladík , Michal Černý

We present a randomized, inverse-free algorithm for producing an approximate diagonalization of any $n \times n$ matrix pencil $(A,B)$. The bulk of the algorithm rests on a randomized divide-and-conquer eigensolver for the generalized…

Numerical Analysis · Mathematics 2024-12-11 James Demmel , Ioana Dumitriu , Ryan Schneider

When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

Numerical Analysis · Mathematics 2024-10-30 Ibrahima Dione

A quasi-Toeplitz $M$-matrix $A$ is an infinite $M$-matrix that can be written as the sum of a semi-infinite Toeplitz matrix and a correction matrix. This paper is concerned with computing the square root of invertible quasi-Toeplitz…

Numerical Analysis · Mathematics 2023-04-04 Hongjia Chen , Hyun-MIn Kim , Jie Meng

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu

For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…

Numerical Analysis · Computer Science 2016-06-29 Yuji Nakatsukasa , Tasuku Soma , André Uschmajew
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