Related papers: Rational Minimax Iterations for Computing the Matr…
The main purpose of this paper is to give a solution to a conjecture concerning a Pad\'{e} family of iterations for the matrix sector function that was recently raised by B. Laszkiewicz et al in [A Pad\'{e} family of iterations for the…
Estimates of the approximate factor model are increasingly used in empirical work. Their theoretical properties, studied some twenty years ago, also laid the ground work for analysis on large dimensional panel data models with cross-section…
When $A$ is a matrix with all eigenvalues in the disk $|z-1|<1$, the principal $p$th root of $A$ can be computed by Schr\"oder's method, among many other methods. In this paper we present a further study of Schr\"oder's method for the…
We present a new, simple and computationally efficient iterative method for low rank matrix completion. Our method is inspired by the class of factorization-type iterative algorithms, but substantially differs from them in the way the…
A new measure called min-max elementwise backward error is introduced for approximate roots of scalar polynomials $p(z)$. Compared with the elementwise relative backward error, this new measure allows for larger relative perturbations on…
For an odd prime $p$, we say $f(X) \in {\mathbb F}_p[X]$ computes square roots in $\mathbb F_p$ if, for all nonzero perfect squares $a \in \mathbb F_p$, we have $f(a)^2 = a$. When $p \equiv 3 \mod 4$, it is well known that $f(X) =…
In this dissertation, it is first shown that, when the radial basis function is a $p$-norm and $1 < p < 2$, interpolation is always possible when the points are all different and there are at least two of them. We then show that…
Evaluating the action of a matrix function on a vector, that is $x=f(\mathcal M)v$, is an ubiquitous task in applications. When $\mathcal M$ is large, one usually relies on Krylov projection methods. In this paper, we provide effective…
In the recent paper (Casselman, 2001) I described how a number of ideas due to Fokko du Cloux and myself could be incorporated into a reasonably efficient program to carry out multiplication in arbitrary Coxeter groups. At the end of that…
The objective of this research was to compute the principal matrix square root with sparse approximation. A new stable iterative scheme avoiding fully matrix inversion (SIAI) is provided. The analysis on the sparsity and error of the…
Subspace iterations are used to minimise a generalised Ritz functional of a large, sparse Hermitean matrix. In this way, the lowest $m$ eigenvalues are determined. Tests with $1 \leq m \leq 32$ demonstrate that the computational cost (no.…
Univariate polynomial root-finding is a classical subject, still important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the…
In this paper we introduce a family of rational approximations of the reciprocal of a $\phi$-function involved in the explicit solutions of certain linear differential equations, as well as in integration schemes evolving on manifolds. The…
We present a new algorithm for reconstructing an exact algebraic number from its approximate value using an improved parameterized integer relation construction method. Our result is consistent with the existence of error controlling on…
Models in which the covariance matrix has the structure of a sparse matrix plus a low rank perturbation are ubiquitous in data science applications. It is often desirable for algorithms to take advantage of such structures, avoiding costly…
We study an iterative matrix conditioning algorithm due to Osborne (1960). The goal of the algorithm is to convert a square matrix into a balanced matrix where every row and corresponding column have the same norm. The original algorithm…
Many real-world applications are addressed through a linear least-squares problem formulation, whose solution is calculated by means of an iterative approach. A huge amount of studies has been carried out in the optimization field to…
To approximate a simple root of an equation we construct families of iterative maps of higher order of convergence. These maps are based on model functions which can be written as an inner product. The main family of maps discussed is…
We study the ``approximate squaring'' map f(x) := x ceiling(x) and its behavior when iterated. We conjecture that if f is repeatedly applied to a rational number r = l/d > 1 then eventually an integer will be reached. We prove this when…
We describe an approximate rational arithmetic with round-off errors (both absolute and relative) controlled by the user. The rounding procedure is based on the continued fraction expansion of real numbers. Results of computer experiments…