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Triangular factorizations are an important tool for solving integral equations and partial differential equations with hierarchical matrices ($\mathcal{H}$-matrices). Experiments show that using an $\mathcal{H}$-matrix LR factorization to…

Numerical Analysis · Mathematics 2019-05-28 Steffen Börm

Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…

Optimization and Control · Mathematics 2021-09-02 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

In this paper we establish links between, and new results for, three problems that are not usually considered together. The first is a matrix decomposition problem that arises in areas such as statistical modeling and signal processing:…

Optimization and Control · Mathematics 2013-02-05 James Saunderson , Venkat Chandrasekaran , Pablo A. Parrilo , Alan S. Willsky

The paper covers a formulation of the inverse quadratic programming problem in terms of unconstrained optimization where it is required to find the unknown parameters (the matrix of the quadratic form and the vector of the quasi-linear part…

Numerical Analysis · Computer Science 2017-01-09 E. G. Abramov

The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a…

Optimization and Control · Mathematics 2020-04-08 E. Bergou , Y. Diouane , V. Kungurtsev

The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…

Numerical Analysis · Mathematics 2022-12-12 Robert I McLachlan , Christian Offen

We study an inverse problem associated with an eddy current model. We first address the ill-posedness of the inverse problem by proving the compactness of the forward map with respect to the conductivity and the non-uniqueness of the…

Analysis of PDEs · Mathematics 2019-08-26 Junqing Chen , Ying Liang , Jun Zou

Incomplete pairwise comparison matrices are increasingly employed to save resources and reduce cognitive load by collecting only a subset of all possible pairwise comparisons. We present their graph representation and some completion…

Optimization and Control · Mathematics 2026-03-30 László Csató , Sándor Bozóki

Square matrices of the form $\widetilde{\mathbf{A}} =\mathbf{A} + \mathbf{e}D \mathbf{f}^*$ are considered. An explicit expression for the inverse is given, provided $\widetilde{\mathbf{A}}$ and $D$ are invertible with…

Numerical Analysis · Mathematics 2024-04-08 Sofia Eriksson , Jonas Nordqvist

In this note, we present an algorithm that yields many new methods for constructing doubly stochastic and symmetric doubly stochastic matrices for the inverse eigenvalue problem. In addition, we introduce new open problems in this area that…

Spectral Theory · Mathematics 2012-02-15 Bassam Mourad , Hassan Abbas , Ayman Mourad , Ahmad Ghaddar , Issam Kaddoura

This study investigates tridiagonal near-Toeplitz matrices in which the Toeplitz part is strictly diagonally dominant. The focus is on determining the exact inverse of these matrices and establishing upper bounds for the infinite norms of…

Numerical Analysis · Mathematics 2024-06-04 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

Optimization plays an important role in solving many inverse problems. Indeed, the task of inversion often either involves or is fully cast as a solution of an optimization problem. In this light, the mere non-linear, non-convex, and…

Optimization and Control · Mathematics 2017-12-04 Nan Ye , Farbod Roosta-Khorasani , Tiangang Cui

The inverse power method is a numerical algorithm to obtain the eigenvectors of a matrix. In this work, we develop an iteration algorithm, based on the inverse power method, to numerically solve the Schr\"odinger equation that couples an…

Computational Physics · Physics 2024-03-06 Jiaxing Zhao , Shuzhe Shi

The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…

Methodology · Statistics 2017-05-05 V. Yu. Terebizh

In this paper, we describe a reliable symbolic computational algorithm for inverting general cyclic heptadiagonal matrices by using parallel computing along with recursion. The algorithm is implementable to the Computer Algebra System(CAS)…

Symbolic Computation · Computer Science 2015-03-17 A. A. Karawia

The standard approach for computing the trace of the inverse of a very large, sparse matrix $A$ is to view the trace as the mean value of matrix quadratures, and use the Monte Carlo algorithm to estimate it. This approach is heavily used in…

High Energy Physics - Lattice · Physics 2013-02-19 Andreas Stathopoulos , Jesse Laeuchli , Kostas Orginos

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

Numerical Analysis · Mathematics 2013-12-11 Sheng-Jhih Wu , Matthew M. Lin

In this paper we present a method for matrix inversion based on Cholesky decomposition with reduced number of operations by avoiding computation of intermediate results; further, we use fixed point simulations to compare the numerical…

Mathematical Software · Computer Science 2013-10-21 Aravindh Krishnamoorthy , Deepak Menon

The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…

Machine Learning · Computer Science 2025-04-23 Samuel Wertz , Arnaud Vandaele , Nicolas Gillis

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

Numerical Analysis · Mathematics 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow
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