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We devise a spectral divide-and-conquer scheme for matrices that are self-adjoint with respect to a given indefinite scalar product (i.e. pseudosymmetic matrices). The pseudosymmetric structure of the matrix is preserved in the spectral…

Numerical Analysis · Mathematics 2022-03-18 Peter Benner , Yuji Nakatsukasa , Carolin Penke

Given a matrix of distribution functions and a quasi-stochastic matrix, i.e. an irreducible nonnegative matrix with maximal eigenvalue one and associated unique positive left and right eigenvectors, the article studies the properties of an…

Probability · Mathematics 2015-08-28 Gerold Alsmeyer

In this paper, we study the nonnegative matrix factorization problem under the separability assumption (that is, there exists a cone spanned by a small subset of the columns of the input nonnegative data matrix containing all columns),…

Machine Learning · Statistics 2014-04-07 Nicolas Gillis , Stephen A. Vavasis

We investigate the conditions under which systems of two differential eigenvalue equations are quasi exactly solvable. These systems reveal a rich set of algebraic structures. Some of them are explicitely described. An exemple of quasi…

High Energy Physics - Theory · Physics 2009-10-22 Y. Brihaye , P. Kosinski

This paper presents a new approach for tackling the shift-invariance problem in the discrete Haar domain, without trading off any of its desirable properties, such as compression, separability, orthogonality, and symmetry. The paper…

Computer Vision and Pattern Recognition · Computer Science 2017-05-23 Mais Alnasser , Hassan Foroosh

Although QR iterations dominate in eigenvalue computations, there are several important cases when alternative LR-type algorithms may be preferable. In particular, in the symmetric tridiagonal case where differential qd algorithm with…

Numerical Analysis · Mathematics 2012-08-20 Pavel Zhlobich

We present new algorithms that efficiently approximate the hypergeometric function of a matrix argument through its expansion as a series of Jack functions. Our algorithms exploit the combinatorial properties of the Jack function, and have…

Probability · Mathematics 2007-05-23 Plamen Koev , Alan Edelman

We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…

Numerical Analysis · Mathematics 2022-07-21 Jess Banks , Jorge Garza-Vargas , Archit Kulkarni , Nikhil Srivastava

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor…

Functional Analysis · Mathematics 2012-10-26 Eric Cances , Virginie Ehrlacher , Tony Lelievre

Multivariable parametric models are critical for designing, controlling, and optimizing the performance of engineered systems. The main aim of this paper is to develop a parametric identification strategy that delivers accurate and…

Signal Processing · Electrical Eng. & Systems 2025-07-01 Maarten van der Hulst , Rodrigo González , Koen Classens , Nic Dirkx , Jeroen van de Wijdeven , Tom Oomen

Matrix multiplication is a fundamental computation in many scientific disciplines. In this paper, we show that novel fast matrix multiplication algorithms can significantly outperform vendor implementations of the classical algorithm and…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-08 Austin R. Benson , Grey Ballard

We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…

Optimization and Control · Mathematics 2019-06-12 Danylo Malyuta , Behcet Acikmese

An efficient decoding algorithm named `divided decoder' is proposed in this paper. Divided decoding can be combined with any decoder using QR-decomposition and offers different pairs of performance and complexity. Divided decoding provides…

Information Theory · Computer Science 2009-01-23 In Sook Park

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

Non-negative Matrix Factorization (NMF) asks to decompose a (entry-wise) non-negative matrix into the product of two smaller-sized nonnegative matrices, which has been shown intractable in general. In order to overcome this issue, the…

Data Structures and Algorithms · Computer Science 2019-07-15 Zhihuai Chen , Yinan Li , Xiaoming Sun , Pei Yuan , Jialin Zhang

Permutation invariant Gaussian matrix models were recently developed for applications in computational linguistics. A 5-parameter family of models was solved. In this paper, we use a representation theoretic approach to solve the general…

High Energy Physics - Theory · Physics 2020-01-30 Sanjaye Ramgoolam

Sequences of parametrized Lyapunov equations can be encountered in many application settings. Moreover, solutions of such equations are often intermediate steps of an overall procedure whose main goal is the computation of…

Numerical Analysis · Mathematics 2024-05-30 Davide Palitta , Zoran Tomljanović , Ivica Nakić , Jens Saak

In this work we describe an efficient implementation of a hierarchy of algorithms for the decomposition of dense matrices over the field with two elements (GF(2)). Matrix decomposition is an essential building block for solving dense…

Mathematical Software · Computer Science 2010-06-10 Martin R. Albrecht , Clément Pernet

In the era of noisy intermediate-scale quantum computers, variational quantum algorithms are promising approaches for solving optimization tasks by training parameterized quantum circuits with the aid of classical routines informed by…

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