Related papers: Scalable computation of Jordan chains
In many problems in Computational Physics and Chemistry, one finds a special kind of sparse matrices, termed "banded matrices". These matrices, which are defined as having non-zero entries only within a given distance from the main…
We elaborate on the deviation of the Jordan structures of two linear relations that are finite-dimensional perturbations of each other. We compare their number of Jordan chains of length at least $n$. In the operator case, it was recently…
We make a convergence analysis of the harmonic and refined harmonic extraction versions of Jacobi-Davidson SVD (JDSVD) type methods for computing one or more interior singular triplets of a large matrix $A$. At each outer iteration of these…
The results on Vandermonde-like matrices were introduced as a generalization of polynomial Vandermonde matrices, and the displacement structure of these matrices was used to derive an inversion formula. In this paper we first present a fast…
A well-known characterization of Jordan vectors of a matrix polynomial $L(z)$ is generalized to a characterization of Jordan vectors of the operator-valued function $Q(z)$ at an eigenvalue $\alpha \in \mathbb{C}$. The results are then…
The purpose of this paper is to point the effectiveness of the Jordan-Chevalley decomposition, i.e. the decomposition of a square matrix $U$ with coefficients in a field $k$ containing the eigenvalues of $U$ as a sum $U=D+N,$ where $D$ is a…
We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…
We continue the classification of the Jordan chains of the eclectic three state spin chain that we started in our previous article. Following the same steps, we construct the generalised eigenvectors of this spin chain by computing the…
For a general third-order tensor $\mathcal{A}\in\mathbb{R}^{n\times n\times n}$ the paper studies two closely related problems, an SVD-like tensor decomposition and an (approximate) tensor diagonalization. We develop a Jacobi-type algorithm…
Let $\mathbb{K}$ be a field of characteristic different from $2$, and let $M_n(\mathbb{K})$ be the algebra of all $n\times n$ matrices over $\mathbb{K}$. We consider the corresponding special Jordan algebra $\mathcal{A}:=M_n(\mathbb{K})^+$…
A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…
Let $M = \left(\begin{matrix} 1 & 1 \\ 0 & 1 \end{matrix}\right)$ be a $2 \times 2$ Jordan block with eigenvalue $1$, and let $\mathcal{D} = \{\left(\begin{smallmatrix}0 \\ 1 \end{smallmatrix}\right), \left(\begin{smallmatrix} 0 \\ -1…
This paper studies the convergence properties of the inexact Jordan-Kinderlehrer-Otto (JKO) scheme and proximal-gradient algorithm in the context of Wasserstein spaces. The JKO scheme, a widely-used method for approximating solutions to…
We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…
We prove the Jordan curve theorem by generalizing the sweepline algorithm for trapezoidal decomposition of a polygon. Our proof uses Zorn's lemma (or, equivalently the axiom of choice). Though several proofs have been given for the Jordan…
In this paper a new fast algorithm for the computation of the distance of a matrix to a nearby defective matrix is presented. The problem is formulated following Alam & Bora (Linear Algebra Appl., 396 (2005), pp.~273--301) and reduces to…
Blackbox algorithms for linear algebra problems start with projection of the sequence of powers of a matrix to a sequence of vectors (Lanczos), a sequence of scalars (Wiedemann) or a sequence of smaller matrices (block methods). Such…
We propose an algorithm for determining the irreducible polynomials over finite fields, based on the use of the companion matrix of polynomials and the generalized Jordan normal form of square matrices.
Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…
Joint diagonalization of a set of positive (semi)-definite matrices has a wide range of analytical applications, such as estimation of common principal components, estimation of multiple variance components, and blind signal separation.…