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Let $A$ be a fixed complex matrix and let $u,v$ be two vectors. The eigenvalues of matrices $A+\tau uv^\top $ $(\tau\in\mathbb{R})$ form a system of intersecting curves. The dependence of the intersections on the vectors $u,v$ is studied.

Functional Analysis · Mathematics 2011-04-05 A. C. M. Ran , M. Wojtylak

Large-scale optimization problems arising from the discretization of problems involving PDEs sometimes admit solutions that can be well approximated by low-rank matrices. In this paper, we will exploit this low-rank approximation property…

Numerical Analysis · Mathematics 2024-05-01 Marco Sutti , Bart Vandereycken

We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…

Machine Learning · Statistics 2015-11-23 Ilya Soloveychik , Ami Wiesel

This paper considers the problem of updating the rank-k truncated Singular Value Decomposition (SVD) of matrices subject to the addition of new rows and/or columns over time. Such matrix problems represent an important computational kernel…

Imposing additional constraints on low-rank optimization has garnered growing interest. However, the geometry of coupled constraints hampers the well-developed low-rank structure and makes the problem intricate. To this end, we propose a…

Optimization and Control · Mathematics 2025-10-01 Yan Yang , Bin Gao , Ya-xiang Yuan

Pseudospectral analysis serves as a powerful tool in matrix computation and the study of both linear and nonlinear dynamical systems. Among various numerical strategies, random sampling, especially in the form of rank-$1$ perturbations,…

Spectral Theory · Mathematics 2025-05-19 Kuo Gai , Bin Shi

This paper addresses the real structured controllability, stabilizability, and stability radii (RSCR, RSSZR, and RSSR, respectively) of linear systems, which involve determining the distance (in terms of matrix norms) between a (possibly…

Systems and Control · Electrical Eng. & Systems 2023-07-07 Yuan Zhang , Yuanqing Xia , Yufeng Zhan

In this paper, a spectral method based on conformal mappings is proposed to solve Steklov eigenvalue problems and their related shape optimization problems in two dimensions. To apply spectral methods, we first reformulate the Steklov…

Numerical Analysis · Mathematics 2018-05-08 Weaam Alhejaili , Chiu-Yen Kao

Coupled 3D-1D problems arise in many practical applications, in an attempt to reduce the computational burden in simulations where cylindrical inclusions with a small section are embedded in a much larger domain. Nonetheless the resolution…

Numerical Analysis · Mathematics 2021-06-10 Stefano Berrone , Denise Grappein , Stefano Scialò , Fabio Vicini

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

Numerical Analysis · Mathematics 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

We explore the concept of eigenvalue avoidance, which is well understood for real symmetric and Hermitian matrices, for other classes of structured matrices. We adopt a differential geometric perspective and study the generic behaviour of…

Spectral Theory · Mathematics 2022-09-29 Yuji Nakatsukasa , Vanni Noferini

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright

This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…

Computational Engineering, Finance, and Science · Computer Science 2020-06-16 Zhi Zeng , Fulei Ma

The ability to differentiate through optimization problems has unlocked numerous applications, from optimization-based layers in machine learning models to complex design problems formulated as bilevel programs. It has been shown that…

Optimization and Control · Mathematics 2024-03-05 Lucas Fuentes Valenzuela , Robin Brown , Marco Pavone

Designing the topology of three-dimensional structures is a challenging problem due to its memory and time consumption. In this paper, we present a robust and efficient algorithm for solving large-scale 3D topology optimization problems.…

Optimization and Control · Mathematics 2024-03-01 Alfredo Vitorino , Francisco A. M. Gomes

We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…

Optimization and Control · Mathematics 2024-06-27 Foivos Alimisis , Simon Vary , Bart Vandereycken

Training of neural networks can be reformulated in spectral space, by allowing eigenvalues and eigenvectors of the network to act as target of the optimization instead of the individual weights. Working in this setting, we show that the…

Disordered Systems and Neural Networks · Physics 2022-10-13 Lorenzo Buffoni , Enrico Civitelli , Lorenzo Giambagli , Lorenzo Chicchi , Duccio Fanelli

Numerical computing of the rank of a matrix is a fundamental problem in scientific computation. The datasets generated by the internet often correspond to the analysis of high-dimensional sparse matrices. Notwithstanding recent advances in…

Numerical Analysis · Mathematics 2023-04-13 Chen Zhao , Yuqing Liu , Li Hu , Zhengzhong Yuan

The properties of the first (largest) eigenvalue and its eigenvector (first eigenvector) are investigated for large sparse random symmetric matrices that are characterized by bimodal degree distributions. In principle, one should be able to…

Disordered Systems and Neural Networks · Physics 2012-08-03 Yoshiyuki Kabashima , Hisanao Takahashi

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei