Related papers: A sparse approximate inverse for triangular matric…

This paper presents a Jacobi-type iteration for computing a given specified eigenpair of a symmetric matrix. For a certain class of diagonally dominant matrices, the procedure is shown to converge at a linear rate depending on how the…

The SPAI algorithm, a sparse approximate inverse preconditioning technique for large sparse linear systems, proposed by Grote and Huckle [SIAM J. Sci. Comput., 18 (1997), pp.~838--853.], is based on the F-norm minimization and computes a…

Jacobi matrices are parametrized by their eigenvalues and norming constants (first coordinates of normalized eigenvectors): this coordinate system breaks down at reducible tridiagonal matrices. The set of real symmetric tridiagonal matrices…

This paper studies the problem of Simultaneous Sparse Approximation (SSA). This problem arises in many applications which work with multiple signals maintaining some degree of dependency such as radar and sensor networks. In this paper, we…

In this paper we propose and analyze new efficient sparse approximate inverse (SPAI) smoothers for solving the two-dimensional (2D) and three-dimensional (3D) Laplacian linear system with geometric multigrid methods. Local Fourier analysis…

We consider the solution of systems of linear algebraic equations (SLAEs) with an ill-conditioned or degenerate exact matrix and an approximate right-hand side. An approach to solving such a problem is proposed and justified, which makes it…

Boolean Satisfiability (SAT) problems are expressed as mathematical formulas. This paper presents a matrix representation for these SAT problems. It shows how to use this matrix representation to get the full set of valid satisfying…

Convergence problems in coupled-cluster iterations are discussed, and a new iteration scheme is proposed. Whereas the Jacobi method inverts only the diagonal part of the large matrix of equation coefficients, we invert a matrix which also…

Hardware trends have motivated the development of mixed precision algo-rithms in numerical linear algebra, which aim to decrease runtime while maintaining acceptable accuracy. One recent development is the development of an adaptive…

Two inverse-free iterative methods are developed for solving Sylvester matrix equations when the spectra of the coefficient matrices are on, or near, known disjoint subintervals of the real axis. Both methods use the recently-introduced…

A sparse matrix is called double irregular sparse if it has at least one relatively dense column and row, and it is double regular sparse if all the columns and rows of it are sparse. The sparse approximate inverse preconditioning…

We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization…

We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…

We propose a gradient-based Jacobi algorithm for a class of maximization problems on the unitary group, with a focus on approximate diagonalization of complex matrices and tensors by unitary transformations. We provide weak convergence…

The eigenvalue problem is a fundamental problem in scientific computing. In this paper, we first give the error analysis for a single step or sweep of Jacobi's method in floating point arithmetic. Then we propose a mixed precision…

How can we compute the pseudoinverse of a sparse feature matrix efficiently and accurately for solving optimization problems? A pseudoinverse is a generalization of a matrix inverse, which has been extensively utilized as a fundamental…

Finding the sparset solution of an underdetermined system of linear equations $y=Ax$ has attracted considerable attention in recent years. Among a large number of algorithms, iterative thresholding algorithms are recognized as one of the…

The computation of generalized inverses of quaternion matrices is a fundamental problem in quaternion linear algebra, with wide-ranging applications in signal processing, image restoration, and multidimensional data analysis. This paper…

With the commercial availability of mixed precision hardware, mixed precision GMRES-based iterative refinement schemes have emerged as popular approaches for solving sparse linear systems. Existing analyses of these approaches, however, are…

We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and…