Related papers: Backward Error of Matrix Rational Function
We present a new algorithm for reconstructing an exact algebraic number from its approximate value using an improved parameterized integer relation construction method. Our result is consistent with the existence of error controlling on…
In this work we present some results that allow to improve the decoding radius in solving polynomial linear systems with errors in the scenario where errors are additive and randomly distributed over a finite field. The decoding radius…
This article describes a sequence of rational functions which converges locally uniformly to the zeta function. The numerators (and denominators) of these rational functions can be expressed as characteristic polynomials of matrices that…
In this paper we recall some results and some criteria on the convergence of matrix continued fractions. The aim of this paper is to give some properties and results of continued fractions with matrix arguments. Then we give continued…
We here characterize the minimality of realization of arbitrary linear time-invariant dynamical systems through (i) intersection of the spectra of the realization matrix and of the corresponding state submatrix and (ii) moving the poles by…
This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…
We revisit a formula that connects the minimal ranks of triangular parts of a matrix and its inverse and relate the result to structured rank matrices. We also address the generic minimal rank problem.
For a rational matrix function $\Phi$ with poles outside the unit circle, we estimate the degree of the unique superoptimal approximation $\A\Phi$ by matrix functions analytic in the unit disk. We obtain sharp estimates in the case of…
This study focuses on addressing the challenge of solving the reduced biquaternion equality constrained least squares (RBLSE) problem. We develop algebraic techniques to derive real and complex solutions for the RBLSE problem by utilizing…
In this paper, we consider matrix completion with absolute deviation loss and obtain an estimator of the median matrix. Despite several appealing properties of median, the non-smooth absolute deviation loss leads to computational challenge…
We consider real non-symmetric matrices and their factorisation as a product of real symmetric matrices. The number of complex eigenvalues of the original matrix reveals restrictions on such factorisations as we shall prove.
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…
The method of computing eigenvectors from eigenvalues of submatrices can be shown as equivalent to a method of computing the constraint which achieves specified stationary values of a quadratic optimization. Similarly, we show computation…
Matrix functions are a central topic of linear algebra, and problems requiring their numerical approximation appear increasingly often in scientific computing. We review various limited-memory methods for the approximation of the action of…
A widely used approach to compute the action $f(A)v$ of a matrix function $f(A)$ on a vector $v$ is to use a rational approximation $r$ for $f$ and compute $r(A)v$ instead. If $r$ is not computed adaptively as in rational Krylov methods,…
Let $A$ be a square complex matrix; $z_1$, ..., $z_{N}\in\mathbb C$ be arbitrary (possibly repetitive) points of interpolation; $f$ be an analytic function defined on a neighborhood of the convex hull of the union of the spectrum…
This paper is concerned with computations of a few smaller eigenvalues (in absolute value) of a large extremely ill-conditioned matrix. It is shown that smaller eigenvalues can be accurately computed for a diagonally dominant matrix or a…
The size of minimal perturbations to roots of parameterized equations can be estimated reliably from linearizations of the equations.
The least square solution of minimum norm of a rectangular linear system of equations can be found out iteratively by using matrix splittings. However, the convergence of such an iteration scheme arising out of a matrix splitting is…
The shrinkage function is widely used in matrix low-rank approximation, compressive sensing, and statistical estimation. In this article, an elementary derivation of the shrinkage function is given. In addition, applications of the…