Related papers: A Structure-Preserving One-Sided Jacobi Method for…
Singular Value Decomposition (SVD) is one of the most useful techniques for analyzing data in linear algebra. SVD decomposes a rectangular real or complex matrix into two orthogonal matrices and one diagonal matrix. In this work we…
A Cross-Product Free (CPF) Jacobi-Davidson (JD) type method is proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair $(A,B)$. It implicitly solves the mathematically equivalent…
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 Jacobi-Davidson method is one of the most popular approaches for iteratively computing a few eigenvalues and their associated eigenvectors of a large matrix. The key of this method is to expand the search subspace via solving the…
In this paper a two-sided, parallel Kogbetliantz-type algorithm for the hyperbolic singular value decomposition (HSVD) of real and complex square matrices is developed, with a single assumption that the input matrix, of order $n$, admits…
We present high performance implementations of the QR and the singular value decomposition of a batch of small matrices hosted on the GPU with applications in the compression of hierarchical matrices. The one-sided Jacobi algorithm is used…
Weighted singular value decomposition (WSVD) of a quaternion matrix and with its help determinantal representations of the quaternion weighted Moore-Penrose inverse have been derived recently by the author. In this paper, using these…
The paper studies the global convergence of the block Jacobi me\-thod for symmetric matrices. Given a symmetric matrix $A$ of order $n$, the method generates a sequence of matrices by the rule $A^{(k+1)}=U_k^TA^{(k)}U_k$, $k\geq0$, where…
In signal processing and identification, generalized singular value decomposition (GSVD), related to a sequence of matrices in product/quotient form are essential numerical linear algebra tools. On behalf of the growing demand for efficient…
The paper studies the global convergence of the Jacobi method for symmetric matrices of size $4$. We prove global convergence for all $720$ cyclic pivot strategies. Precisely, we show that inequality $S(A^{[t+3]})\leq\gamma S(A^{[t]})$,…
Two harmonic extraction based Jacobi--Davidson (JD) type algorithms are proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair. They are called cross product-free (CPF) and inverse-free…
Singular value decomposition is widely used in modal analysis, such as proper orthogonal decomposition and resolvent analysis, to extract key features from complex problems. SVD derivatives need to be computed efficiently to enable the…
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…
New real structure-preserving decompositions are introduced to develop fast and robust algorithms for the (right) eigenproblem of general quaternion matrices. Under the orthogonally JRS-symplectic transformations, the Francis JRS-QR step…
A selfadjoined block tridiagonal matrix with positive definite blocks on the off-diagonals is by definition a Jacobi matrix with matrix entries. Transfer matrix techniques are extended in order to develop a rotation number calculation for…
We consider the 1D periodic Jacobi matrices. The spectrum of this operator is purely absolutely continuous and consists of intervals separated by gaps. We solve the inverse problem (including characterization) in terms of vertical slits on…
We present a spectral method for one-sided linear fractional integral equations on a closed interval that achieves exponentially fast convergence for a variety of equations, including ones with irrational order, multiple fractional orders,…
In this paper, we derive some necessary and sufficient solvability conditions for some systems of one sided coupled Sylvester-type real quaternion matrix equations in terms of ranks and generalized inverses of matrices. We also give the…
We present a matrix version of a known method of constructing common eigenvectors of two diagonalizable commuting matrices, thus enabling their simultaneous diagonalization. The matrices may have simple eigenvalues of multiplicity greater…
Persymmetric Jacobi matrices are invariant under reflection with respect to the anti-diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the…