Related papers: A visualisation for conveying the dynamics of iter…

We present two interactive visualisations of 2x2 real matrices, which we call v1 and v2. v1 is only valid for PSD matrices, and uses the spectral theorem in a trivial way -- we use it as a warm-up. By contrast, v2 is valid for *all* 2x2…

We examine some numerical iterative methods for computing the eigenvalues and eigenvectors of real matrices. The five methods examined here range from the simple power iteration method to the more complicated QR iteration method. The…

The QR-algorithm is one of the most important algorithms in linear algebra. Its several variants make feasible the computation of the eigenvalues and eigenvectors of a numerical real or complex matrix, even when the dimensions of the matrix…

The stochastic volatility inspired (SVI) model is widely used to fit the implied variance smile. Presently, most optimizer algorithms for the SVI model have a strong dependence on the input starting point. In this study, we develop an…

Computational imaging has been revolutionized by compressed sensing algorithms, which offer guaranteed uniqueness, convergence, and stability properties. Model-based deep learning methods that combine imaging physics with learned…

We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…

The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant systems. In particular, bounds on errors are given in terms of…

Aiming to provide a faster and convenient truncated SVD algorithm for large sparse matrices from real applications (i.e. for computing a few of largest singular values and the corresponding singular vectors), a dynamically shifted power…

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Eigendecomposition of symmetric matrices is at the heart of many computer vision algorithms. However, the derivatives of the eigenvectors tend to be numerically unstable, whether using the SVD to compute them analytically or using the Power…

Many real-world problems rely on finding eigenvalues and eigenvectors of a matrix. The power iteration algorithm is a simple method for determining the largest eigenvalue and associated eigenvector of a general matrix. This algorithm relies…

We propose a simple and efficient algorithm for learning sparse invariant representations from unlabeled data with fast inference. When trained on short movies sequences, the learned features are selective to a range of orientations and…

Eigenvectors of matrices on a network have been used for understanding spectral clustering and influence of a vertex. For matrices with small geodesic-width, we propose a distributed iterative algorithm in this letter to find eigenvectors…

In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…

Many problems in physics, chemistry and other fields are perturbative in nature, i.e. differ only slightly from related problems with known solutions. Prominent among these is the eigenvalue perturbation problem, wherein one seeks the…

We propose a self-supervised visual learning method by predicting the variable playback speeds of a video. Without semantic labels, we learn the spatio-temporal visual representation of the video by leveraging the variations in the visual…

Iterative algorithms aimed at solving some problems are discussed. For certain problems, such as finding a common point in the intersection of a finite number of convex sets, there often exist iterative algorithms that impose very little…

In this paper we present several additions to the quaternion QR algorithm, including algorithms for eigenvector computation and eigenvalue reordering. A key outcome of the eigenvalue reordering algorithm is that the aggressive early…

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

This work presents a novel approach to compute the eigenvalues of non-Hermitian matrices using an enhanced shifted QR algorithm. The existing QR algorithms fail to converge early in the case of non-hermitian matrices, and our approach shows…