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The problem of block diagonalization for diagonally dominant symmetric block operator matrices with self-adjoint diagonal entries is considered. We show that a reasonable block diagonalization with respect to a reducing graph subspace…

Spectral Theory · Mathematics 2013-10-18 Konstantin A. Makarov , Stephan Schmitz , Albrecht Seelmann

Consider the linear ill-posed problems of the form $\sum_{i=1}^{b} A_i x_i =y$, where, for each $i$, $A_i$ is a bounded linear operator between two Hilbert spaces $X_i$ and ${\mathcal Y}$. When $b$ is huge, solving the problem by an…

Numerical Analysis · Mathematics 2025-03-24 Qinian Jin , Duo Liu

We present a Bayesian scheme for the approximate diagonalisation of several square matrices which are not necessarily symmetric. A Gibbs sampler is derived to simulate samples of the common eigenvectors and the eigenvalues for these…

Computation · Statistics 2012-06-22 Mingjun Zhong , Mark Girolami

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

Optimization and Control · Mathematics 2023-11-09 Frank de Meijer , Renata Sotirov

In application of the Balancing Domain Decomposition by Constraints (BDDC) to a case with many substructures, solving the coarse problem exactly becomes the bottleneck which spoils scalability of the solver. However, it is straightforward…

Numerical Analysis · Mathematics 2013-01-29 Jakub Šístek , Jan Mandel , Bedřich Sousedík , Pavel Burda

We present a randomized, inverse-free algorithm for producing an approximate diagonalization of any $n \times n$ matrix pencil $(A,B)$. The bulk of the algorithm rests on a randomized divide-and-conquer eigensolver for the generalized…

Numerical Analysis · Mathematics 2024-12-11 James Demmel , Ioana Dumitriu , Ryan Schneider

Bilevel programs (BPs) find a wide range of applications in fields such as energy, transportation, and machine learning. As compared to BPs with continuous (linear/convex) optimization problems in both levels, the BPs with discrete decision…

Optimization and Control · Mathematics 2024-07-25 Bo Zhou , Ruiwei Jiang , Siqian Shen

For many years, a combination of principal component analysis (PCA) and independent component analysis (ICA) has been used for blind source separation (BSS). However, it remains unclear why these linear methods work well with real-world…

Machine Learning · Statistics 2020-12-15 Takuya Isomura , Taro Toyoizumi

The task of analytically diagonalizing a tridiagonal matrix can be considerably simplified when a part of the matrix is uniform. Such quasi-uniform matrices occur in several physical contexts, both classical and quantum, where…

Mathematical Physics · Physics 2015-05-13 Leonardo Banchi , Ruggero Vaia

Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…

Numerical Analysis · Mathematics 2020-07-21 Zhongxiao Jia , Yanfei Yang

Filtering images of more than one channel is challenging in terms of both efficiency and effectiveness. By grouping similar patches to utilize the self-similarity and sparse linear approximation of natural images, recent nonlocal and…

Computer Vision and Pattern Recognition · Computer Science 2019-07-24 Zhaoming Kong , Xiaowei Yang

Consider the problem of minimizing the sum of a smooth convex function and a separable nonsmooth convex function subject to linear coupling constraints. Problems of this form arise in many contemporary applications including signal…

Optimization and Control · Mathematics 2014-01-29 Mingyi Hong , Tsung-Hui Chang , Xiangfeng Wang , Meisam Razaviyayn , Shiqian Ma , Zhi-Quan Luo

Saddle point problems arise in many important practical applications. In this paper we propose and analyze some algorithms for solving symmetric saddle point problems which are based upon the block Gram-Schmidt method. In particular, we…

Numerical Analysis · Mathematics 2013-12-19 Felicja Okulicka-Dłużewska , Alicja Smoktunowicz

This paper addresses non-convex constrained optimization problems that are characterized by a scalar complicating constraint. We propose an iterative bisection method for the dual problem (DualBi Algorithm) that recovers a feasible primal…

Optimization and Control · Mathematics 2024-10-07 Lucrezia Manieri , Alessandro Falsone , Maria Prandini

In the present paper, we consider large-scale differential Lyapunov matrix equations having a low rank constant term. We present two new approaches for the numerical resolution of such differential matrix equations. The first approach is…

Numerical Analysis · Mathematics 2017-05-30 M. Hached , K. Jbilou

This paper considers the problem of positive semidefinite factorization (PSD factorization), a generalization of exact nonnegative matrix factorization. Given an $m$-by-$n$ nonnegative matrix $X$ and an integer $k$, the PSD factorization…

Optimization and Control · Mathematics 2018-08-29 Arnaud Vandaele , François Glineur , Nicolas Gillis

This paper presents a computationally efficient decoder for multiple antenna systems. The proposed algorithm can be used for any constellation (QAM or PSK) and any labeling method. The decoder is based on matrix-lifting Semi-Definite…

Information Theory · Computer Science 2007-09-12 Amin Mobasher , Amir K. Khandani

In recent several years, the information bottleneck (IB) principle provides an information-theoretic framework for deep multi-view clustering (MVC) by compressing multi-view observations while preserving the relevant information of multiple…

Information Theory · Computer Science 2024-03-26 Xiaoqiang Yan , Zhixiang Jin , Fengshou Han , Yangdong Ye

Symmetry breaking is a common approach for model reduction of Markov decision processes (MDPs). This approach only uses directly accessible symmetries such as geometric symmetries. For some MDPs, it is possible to transform them…

Optimization and Control · Mathematics 2022-09-22 Tobias Joosten , Karl-Heinz Küfer

The Symmetric Nonnegative Matrix Trifactorization (SN-Trifactorization) is a factorization of an $n \times n$ nonnegative symmetric matrix $A$ of the form $BCB^T$, where $C$ is a $k \times k$ symmetric matrix, and both $B$ and $C$ are…

Optimization and Control · Mathematics 2023-08-09 Damjana Kokol Bukovšek , Helena Šmigoc
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