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For the solution of discrete ill-posed problems, in this paper a novel preconditioned iterative method based on the Arnoldi algorithm for matrix functions is presented. The method is also extended to work in connection with Tikhonov…

Numerical Analysis · Mathematics 2011-11-18 Paolo Novati , Michela Redivo-Zaglia , Maria Rosaria Russo

The Schur decomposition of a square matrix $A$ is an important intermediate step of state-of-the-art numerical algorithms for addressing eigenvalue problems, matrix functions, and matrix equations. This work is concerned with the following…

Numerical Analysis · Mathematics 2022-03-22 Zvonimir Bujanović , Daniel Kressner , Christian Schröder

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

We introduce a new iterative rounding technique to round a point in a matroid polytope subject to further matroid constraints. This technique returns an independent set in one matroid with limited violations of the other ones. On top of the…

Data Structures and Algorithms · Computer Science 2018-11-26 André Linhares , Neil Olver , Chaitanya Swamy , Rico Zenklusen

We present the explicit inverse of a class of symmetric tridiagonal matrices which is almost Toeplitz, except that the first and last diagonal elements are different from the rest. This class of tridiagonal matrices are of special interest…

Numerical Analysis · Mathematics 2019-08-27 Linda S. L. Tan

We propose a novel preconditioned inexact primal-dual interior point method for constrained convex quadratic programming problems. The algorithm we describe invokes the preconditioned conjugate gradient method on a new reduced Schur…

Numerical Analysis · Mathematics 2021-12-28 Samah Karim , Edgar Solomonik

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

This paper presents a weakly intrusive strategy for computing a low-rank approximation of the solution of a system of nonlinear parameter-dependent equations. The proposed strategy relies on a Newton-like iterative solver which only…

Numerical Analysis · Mathematics 2020-05-06 Loic Giraldi , Anthony Nouy

We consider a fast approximation method for a solution of a certain stochastic non-local pseudodifferential equation. This equation defines a Mat\'ern class random field. The approximation method is based on the spectral compactness of the…

Statistics Theory · Mathematics 2014-10-09 Lassi Roininen , Sari Lasanen , Mikko Orispää , Simo Särkkä

We present a new class of sparse and easily invertible circulant matrices that can have a sparse inverse though not being permutation matrices. Their study is useful in the design of quasi-cyclic low-density generator matrix codes, that are…

Information Theory · Computer Science 2013-09-06 Marco Baldi , Federico Bambozzi , Franco Chiaraluce

Matrix integrals used in random matrix theory for the study of eigenvalues of matrix ensembles have been shown to provide $ \tau $-functions for several hierarchies of integrable equations. In this paper, we construct the matrix integral…

Exactly Solvable and Integrable Systems · Physics 2019-11-22 Bo-Jian Shen , Guo-Fu Yu

In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

The three-step alternating iteration scheme for finding an iterative solution of a singular (non-singular) linear systems in a faster way was introduced by Nandi {\it et al.} [Numer. Algorithms; 84 (2) (2020) 457-483], recently. The authors…

Numerical Analysis · Mathematics 2023-05-09 Vaibhav Shekhar , Punit Sharma

In this paper, we present a novel method to compute an explicit formula for the inverse of the confluent Vandermonde matrices. Our proposed results may have many interesting perspectives in diverse areas of mathematics and natural sciences,…

Rings and Algebras · Mathematics 2020-10-09 M. Moucouf , S. Zriaa

We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

Numerical Analysis · Computer Science 2019-01-29 Murat Manguoglu , Volker Mehrmann

In this paper, we first present an explicit expression for the inverse\emph{} of a type of matrices. As special applications, the inverse of some matrices arising from implicit time integration techniques, such as the well-known implicit…

Numerical Analysis · Mathematics 2024-08-13 Li Shishun , Wei Huile

The electrical impedance tomography (EIT) problem of estimating the unknown conductivity distribution inside a domain from boundary current or voltage measurements requires the solution of a nonlinear inverse problem. Sparsity promoting…

Numerical Analysis · Mathematics 2024-05-27 Daniela Calvetti , Monica Pragliola , Erkki Somersalo

We present a perturbed subspace iteration algorithm to approximate the lowermost eigenvalue cluster of an elliptic eigenvalue problem. As a prototype, we consider the Laplace eigenvalue problem posed in a polygonal domain. The algorithm is…

Numerical Analysis · Mathematics 2021-04-13 Stefano Giani , Luka Grubišić , Luca Heltai , Ornela Mulita

The theory of matrix splitting is a useful tool for finding solution of rectangular linear system of equations, iteratively. The purpose of this paper is two-fold. Firstly, we revisit theory of weak regular splittings for rectangular…

Numerical Analysis · Mathematics 2016-08-23 Debasisha Mishra

The inverse Ising problem consists in inferring the coupling constants of an Ising model given the correlation matrix. The fastest methods for solving this problem are based on mean-field approximations, but which one performs better in the…

Disordered Systems and Neural Networks · Physics 2012-08-28 Federico Ricci-Tersenghi