Related papers: On constructing orthogonal generalized doubly stoc…
In a recent paper, a new method was proposed to find the common invariant subspaces of a set of matrices. This paper invstigates the more general problem of putting a set of matrices into block triangular or block-diagonal form…
We study copositive matrices which admit a decomposition into a sum of a positive semidefinite matrix and a matrix with nonnegative entries. Our main result shows that if the off-diagonal entries of a copositive matrix are nondecreasing in…
In this paper, we answer the various forms of nonnegative inverse eigenvalue problems with prescribed diagonal entries for order three: real or complex general matrices, symmetric stochastic matrices, and real or complex doubly stochastic…
Many crucial tasks of image processing and computer vision are formulated as inverse problems. Thus, it is of great importance to design fast and robust algorithms to solve these problems. In this paper, we focus on generalized projected…
A multidimensional nonnegative matrix is called polystochastic if the sum of its entries over each line is equal to $1$. The permanent of a multidimensional matrix is the sum of products of entries over all diagonals. We prove that if $d$…
Multiple orthogonality is considered in the realm of a Gauss--Borel factorization problem for a semi-infinite moment matrix. Perfect combinations of weights and a finite Borel measure are constructed in terms of M-Nikishin systems. These…
In [7], a new iterative method for solving linear system of equations was presented which can be considered as a modification of the Gauss-Seidel method. Then in [4] a different approach, say 2D-DSPM, and more effective one was introduced.…
This paper is the second chapter of three of the author's undergraduate thesis. In this paper, we consider the random matrix ensemble given by $(d_b, d_w)$-regular graphs on $M$ black vertices and $N$ white vertices, where $d_b \in…
We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…
The growing interest for high dimensional and functional data analysis led in the last decade to an important research developing a consequent amount of techniques. Parallelized algorithms, which consist in distributing and treat the data…
A generalization of the Yang-Baxter equation is proposed. It enables to construct integrable two-dimensional lattice models with commuting two-layer transfer matrices, while single-layer ones are not necessarily commutative. Explicit…
In uncertainty quantification, critical parameters of mathematical models are substituted by random variables. We consider dynamical systems composed of ordinary differential equations. The unknown solution is expanded into an orthogonal…
We develop two new stochastic Gauss-Newton algorithms for solving a class of non-convex stochastic compositional optimization problems frequently arising in practice. We consider both the expectation and finite-sum settings under standard…
A novel factorization for the sum of two single-pair matrices is established as product of lower-triangular, tridiagonal, and upper-triangular matrices, leading to semi-closed-form formulas for tridiagonal matrix inversion. Subsequent…
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…
The calculation of physical quantities by lattice QCD simulations requires in some important cases the determination of the inverse of a very large matrix. In this article we describe how stochastic estimator methods can be applied to this…
Here we propose an algorithm, named generalized orthogonal components regression (GOCRE), to explore the relationship between a categorical outcome and a set of massive variables. A set of orthogonal components are sequentially constructed…
In this research paper, structured bi-matrix variate, matrix quadratic equations are considered. Some lemmas related to determining the eigenvalues of unknown matrices are proved. Also, a method of determining the diagonalizabe unknown…
We obtain two series of spectral parameter dependent solutions to the generalized Yang-Baxter equations (GYBE), for definite types of $N_1^2\times N_2^2$ matrices with general dimensions $N_1$ and $N_2$. Appropriate extensions are presented…
Consider the collection of all binary matrices having a specific sequence of row and column sums and consider sampling binary matrices uniformly from this collection. Practical algorithms for exact uniform sampling are not known, but there…