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In linear inverse problems, we have data derived from a noisy linear transformation of some unknown parameters, and we wish to estimate these unknowns from the data. Separable inverse problems are a powerful generalization in which the…

Optimization and Control · Mathematics 2015-06-12 Paul Shearer , Anna C. Gilbert

We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…

Optimization and Control · Mathematics 2020-03-05 Dimitris Bertsimas , Michael Lingzhi Li

We develop an iterative refinement method that improves the accuracy of a user-chosen subset of $k$ eigenvectors ($k\ll n$) of an $n\times n$ real symmetric matrix. Using an orthogonal matrix represented in compact WY form, the method…

Numerical Analysis · Mathematics 2026-03-02 Takeshi Terao , Katsuhisa Ozaki , Toshiyuki Imamura , Takeshi Ogita

The parameters of a linear compartment model are usually estimated from experimental input-output data. A problem arises when infinitely many parameter values can yield the same result; such a model is called unidentifiable. In this case,…

Combinatorics · Mathematics 2016-03-08 Jasmijn A. Baaijens , Jan Draisma

We present certain existence criteria and parameterisations for an interpolation problem for completely positive maps that take given matrices from a finite set into prescribed matrices. Our approach uses density matrices associated to…

Operator Algebras · Mathematics 2013-09-03 Calin-Grigore Ambrozie , Aurelian Gheondea

We present the first framework to solve linear inverse problems leveraging pre-trained latent diffusion models. Previously proposed algorithms (such as DPS and DDRM) only apply to pixel-space diffusion models. We theoretically analyze our…

Machine Learning · Computer Science 2023-07-04 Litu Rout , Negin Raoof , Giannis Daras , Constantine Caramanis , Alexandros G. Dimakis , Sanjay Shakkottai

The main purpose of this paper is providing a simple method to generate the matrices of irreducible representations because it is useful to reduce the computational time of solving the eigenvalue problems. The only information we need to…

Mathematical Physics · Physics 2007-08-07 Young-Chung Hsue

This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

An algorithm for numerically computing the exponential of a matrix is presented. We have derived a polynomial expansion of $e^x$ by computing it as an initial value problem using a symbolic programming language. This algorithm is shown to…

Numerical Analysis · Mathematics 2016-06-28 Daniel Gebremedhin , Charles Weatherford

Matrix pencils, or pairs of matrices, may be used in a variety of applications. In particular, a pair of matrices (E,A) may be interpreted as the differential equation E x' + A x = 0. Such an equation is invariant by changes of variables,…

Numerical Analysis · Mathematics 2012-05-08 Olivier Verdier

The matrix chain problem consists in finding the parenthesization of a matrix product $M := A_1 A_2 \cdots A_n$ that minimizes the number of scalar operations. In practical applications, however, one frequently encounters more complicated…

Data Structures and Algorithms · Computer Science 2016-11-18 Henrik Barthels , Paolo Bientinesi

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Machine Learning · Computer Science 2020-07-09 Koji Maruhashi , Heewon Park , Rui Yamaguchi , Satoru Miyano

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…

Numerical Analysis · Mathematics 2022-10-10 Sergio Blanes

We investigate a technique to transform a linear two-parameter eigenvalue problem, into a nonlinear eigenvalue problem (NEP). The transformation stems from an elimination of one of the equations in the two-parameter eigenvalue problem, by…

Numerical Analysis · Mathematics 2021-06-17 Emil Ringh , Elias Jarlebring

Nonlinear matrix equations arise in many practical contexts related to control theory, dynamical programming and finite element methods for solving some partial differential equations. In most of these applications, it is needed to compute…

Numerical Analysis · Mathematics 2014-10-22 Negin Bagherpour , Nezam Mahdavi-Amiri

This paper presents a variant of sparse representation modeling method, which has a promising performance of reconstruction of delay differential equation from sampling data. In the new method, a parameterized dictionary of candidate…

Signal Processing · Electrical Eng. & Systems 2020-08-06 Yuqiang Wu

Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2022-09-26 Agniva Chowdhury , Gregory Dexter , Palma London , Haim Avron , Petros Drineas

We consider numerical solution of elliptic problems with heterogeneous diffusion coefficients containing thin highly conductive structures. Such problems arise e.g. in fractured porous media, reinforced materials, and electric circuits. The…

Numerical Analysis · Mathematics 2020-07-22 Fredrik Hellman , Axel Målqvist , Siyang Wang

The proximal gradient method is a generic technique introduced to tackle the non-smoothness in optimization problems, wherein the objective function is expressed as the sum of a differentiable convex part and a non-differentiable…

Numerical Analysis · Mathematics 2024-01-19 Abdeslem Hafid Bentbib , Khalide Jbilou , Ridwane Tahiri

Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization and cardinality regularized optimization as special cases. This paper proposes…

Optimization and Control · Mathematics 2016-12-08 Ganzhao Yuan , Wei-Shi Zheng , Bernard Ghanem