Related papers: Diagonal scalings for the eigenstructure of arbitr…
We provide a solution to the problem of simultaneous $diagonalization$ $via$ $congruence$ of a given set of $m$ complex symmetric $n\times n$ matrices $\{A_{1},\ldots,A_{m}\}$, by showing that it can be reduced to a possibly…
Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…
We solve the problem of characterizing the existence of a polynomial matrix of fixed degree when its eigenstructure (or part of it) and some of its rows (columns) are prescribed. More specifically, we present a solution to the row (column)…
Even though image signals are typically acquired on a regular two dimensional grid, there exist many scenarios where non-regular sampling is possible. Non-regular sampling can remove aliasing. In terms of the non-regular sampling patterns,…
Multidimensional scaling is an important dimension reduction tool in statistics and machine learning. Yet few theoretical results characterizing its statistical performance exist, not to mention any in high dimensions. By considering a…
The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…
Let $\Delta$ be a linear differential operator acting on the space of densities of a given weight $\lo$ on a manifold $M$. One can consider a pencil of operators $\hPi(\Delta)=\{\Delta_\l\}$ passing through the operator $\Delta$ such that…
The stated paper is dedicated to one of the inverse problems of spectral theory. It is necessary to define matrix (constant) coefficients of some quadratic pencil, if the eigenvalues of this pencil are known. Furthermore, it is known that…
A family of symmetric matrices $A_1,\ldots, A_d$ is SDC (simultaneous diagonalization by congruence, also called non-orthogonal joint diagonalization) if there is an invertible matrix $X$ such that every $X^T A_k X$ is diagonal. In this…
We identify a relationship between the solutions of a nonsymmetric algebraic T-Riccati equation (T-NARE) and the deflating subspaces of a palindromic matrix pencil, obtained by arranging the coefficients of the T-NARE. The interplay between…
This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…
We investigate determinants of random unitary pencils (with scalar or matrix coefficients), which generalize the characteristic polynomial of a single unitary matrix. In particular we examine moments of such determinants, obtained by…
A type of parallel augmented subspace scheme for eigenvalue problems is proposed by using coarse space in the multigrid method. With the help of coarse space in multigrid method, solving the eigenvalue problem in the finest space is…
Bidiagonal matrices are widespread in numerical linear algebra, not least because of their use in the standard algorithm for computing the singular value decomposition and their appearance as LU factors of tridiagonal matrices. We show that…
A regular matrix pencil sE-A and its rank one perturbations are considered. We determine the sets in the extended complex plane which are the eigenvalues of the perturbed pencil. We show that the largest Jordan chains at each eigenvalue of…
The problem of decoupling a nonsquare state space system by state feedback with singular input transformation is considered. The problem is solved by conducting a finite search for decouplable square systems, appropriately derived from the…
In this paper we describe spectral transformation algorithms for the computation of eigenvalues with positive real part of sparse nonsymmetric matrix pencils $(J,L)$, where $L$ is of the form $\pmatrix{M&0\cr 0&0}$. For this we define a…
This paper deals with differential pencils possessing a term depending on the unknown function with a fixed argument. We deduce the so called main equation together with its fine structure for the spectral problem. Then, according to the…
Probabilistic ideas and tools have recently begun to permeate into several fields where they had traditionally not played a major role, including fields such as numerical linear algebra and optimization. One of the key ways in which these…
The matrix scaling problem, particularly the Sinkhorn-Knopp algorithm, has been studied for over 60 years. In practice, the algorithm often yields high-quality approximations within just a few iterations. Theoretically, however, the…