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In this paper, we analyze problems involving matrix variables for which we use a noncommutative algebra setting. To be more specific, we use a class of functions (called NC analytic functions) defined by power series in noncommuting…

Operator Algebras · Mathematics 2011-04-19 J. William Helton , Igor Klep , Scott McCullough

Recently, three numerical methods for the computation of eigenvalues of singular matrix pencils, based on a rank-completing perturbation, a rank-projection, or an augmentation were developed. We show that all three approaches can be…

Numerical Analysis · Mathematics 2025-02-21 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

The multiparameter matrix pencil problem (MPP) is a generalization of the one-parameter MPP: given a set of $m\times n$ complex matrices $A_0,\ldots, A_r$, with $m\ge n+r-1$, it is required to find all complex scalars…

Numerical Analysis · Mathematics 2024-06-27 S. K. Gungah , F. F. Alsubaie , I. M. Jaimoukha

Hermitian linear matrix pencils are ubiquitous in control theory, operator systems, semidefinite optimization, and real algebraic geometry. This survey reviews the fundamental features of the matricial solution set of a linear matrix…

Functional Analysis · Mathematics 2024-07-12 Jurij Volčič

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

Boundary problem for linear partial differential algebraic equations system with multiple characteristic curves is considered. It is supposed that matrix-functions pencil of the system under consideration is smoothly equivalent to special…

Numerical Analysis · Mathematics 2013-03-27 Svetlana Gaidomak

This paper is devoted to the study of perturbations of a matrix pencil, structured or unstructured, such that a perturbed pencil will reproduce a given deflating pair while maintaining the invariance of the complementary deflating pair. If…

Numerical Analysis · Mathematics 2020-03-09 Bibhas Adhikari , Biswa Nath Datta , Tinku Ganai , Michael Karow

We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have been proposed, none of the existing approaches are scalable…

Numerical Analysis · Mathematics 2024-11-07 Wenzhi Gao , Zhaonan Qu , Madeleine Udell , Yinyu Ye

Block full rank pencils introduced in [Dopico et al., Local linearizations of rational matrices with application to rational approximations of nonlinear eigenvalue problems, Linear Algebra Appl., 2020] allow us to obtain local information…

Numerical Analysis · Mathematics 2020-11-03 Froilán M. Dopico , Silvia Marcaida , María C. Quintana , Paul Van Dooren

The study of solving the inverse eigenvalue problem for nonnegative matrices has been around for decades. It is clear that an inverse eigenvalue problem is trivial if the desirable matrix is not restricted to a certain structure. Provided…

Numerical Analysis · Mathematics 2014-08-13 Matthew M. Lin

The diagonalization of matrices may be the top priority in the application of modern physics. In this paper, we numerically demonstrate that, for real symmetric random matrices with non-positive off-diagonal elements, a universal scaling…

Quantum Physics · Physics 2020-11-06 Wei Pan , Jing Wang , Deyan Sun

This paper aims to develop efficient numerical methods for computing the inverse of matrix $\varphi$-functions, $\psi_\ell(A) := (\varphi_\ell(A))^{-1}$, for $\ell =1,2,\ldots,$ when $A$ is a large and sparse matrix with eigenvalues in the…

Numerical Analysis · Mathematics 2025-01-20 Lidia Aceto , Luca Gemignani

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

Eigenvalue and eigenpair backward errors are computed for matrix pencils arising in optimal control. In particular, formulas for backward errors are developed that are obtained under block-structure-preserving and…

Numerical Analysis · Mathematics 2017-12-25 Christian Mehl , Volker Mehrmann , Punit Sharma

The numerical solution of the generalized eigenvalue problem for a singular matrix pencil is challenging due to the discontinuity of its eigenvalues. Classically, such problems are addressed by first extracting the regular part through the…

Numerical Analysis · Mathematics 2024-07-17 Daniel Kressner , Bor Plestenjak

In this paper, we study the partial pole assignment problem in symmetric quadratic pencil with time delay. A novel multi-step method is proposed to solve this problem, resulting in the undesired eigenvalues being moved to desired values,…

Numerical Analysis · Mathematics 2023-07-04 Qing Liu

For a given nonnegative matrix $A=(A_{ij})$, the matrix scaling problem asks whether $A$ can be scaled to a doubly stochastic matrix $D_1AD_2$ for some positive diagonal matrices $D_1,D_2$.The Sinkhorn algorithm is a simple iterative…

Data Structures and Algorithms · Computer Science 2023-06-19 Koyo Hayashi , Hiroshi Hirai , Keiya Sakabe

For many applications, it is convenient to have good upper bounds for the norm of the inverse of a given matrix. In this paper, we obtain such bounds when A is a Nekrasov matrix, by means of a scaling matrix transforming A into a strictly…

Numerical Analysis · Mathematics 2025-01-17 Héctor Orera , Juan Manuel Peña

These notes develop aspects of perturbation theory of matrices related to so-called diagonalisation schemes. Primary focus is on constructive tools to derive asymptotic expansions for small/large parameters of eigenvalues and…

Analysis of PDEs · Mathematics 2010-12-23 Kay Jachmann , Jens Wirth

In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…

Machine Learning · Statistics 2024-10-16 Zongyuan Han , Wenhao Li , Shengxin Zhu