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A key technique for controlling numerical stability in sparse direct solvers is threshold partial pivoting. When selecting a pivot, the entire candidate pivot column below the diagonal must be up-to-date and must be scanned. If the…

Numerical Analysis · Mathematics 2013-05-13 Jonathan Hogg , Jennifer Scott

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

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…

Numerical Analysis · Mathematics 2018-08-29 Zhongxiao Jia , Wenjie Kang

In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…

Numerical Analysis · Mathematics 2025-09-16 Cristian Rusu

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

The solution of systems of linear(ized) equations lies at the heart of many problems in Scientific Computing. In particular for systems of large dimension, iterative methods are a primary approach. Stationary iterative methods are generally…

Numerical Analysis · Mathematics 2025-04-08 Andy Wathen

In this paper we present an efficient iterative method of order six for the inclusion of the inverse of a given regular matrix. To provide the upper error bound of the outer matrix for the inverse matrix, we combine point and interval…

Numerical Analysis · Mathematics 2014-06-23 Marko D. Petkovic , Miodrag S. Petkovic

We propose a hyperpower iteration for numerical computation of the outer generalized inverse of a matrix which achieves the 18th order of convergence by using only seven matrix multiplication per iteration loop. This is the record high…

Rings and Algebras · Mathematics 2016-04-28 V. Y. Pan , F. Soleymani , Liang Zhao

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gaël Varoquaux

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

This paper introduces a sparse matrix discrete interpolation method to effectively compute matrix approximations in the reduced order modeling framework. The sparse algorithm developed herein relies on the discrete empirical interpolation…

Numerical Analysis · Mathematics 2015-06-16 Răzvan Ştefănescu , Adrian Sandu

We propose a new inertia-revealing factorization for sparse symmetric matrices. The factorization scheme and the method for extracting the inertia from it were proposed in the 1960s for dense, banded, or tridiagonal matrices, but they have…

Numerical Analysis · Computer Science 2017-10-17 Alex Druinsky , Eyal Carlebach , Sivan Toledo

Approximate computing has shown to provide new ways to improve performance and power consumption of error-resilient applications. While many of these applications can be found in image processing, data classification or machine learning, we…

Numerical Analysis · Computer Science 2017-03-08 Michael Lass , Thomas D. Kühne , Christian Plessl

We investigate the SPAI and PSAI preconditioning procedures and shed light on two important features of them: (i) For the large linear system $Ax=b$ with $A$ irregular sparse, i.e., with $A$ having $s$ relatively dense columns, SPAI may be…

Numerical Analysis · Mathematics 2015-03-17 Zhongxiao Jia , Qian Zhang

We propose a simple iterative (SI) algorithm for the maxcut problem through fully using an equivalent continuous formulation. It does not need rounding at all and has advantages that all subproblems have explicit analytic solutions, the cut…

Optimization and Control · Mathematics 2024-07-23 Sihong Shao , Dong Zhang , Weixi Zhang

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…

Machine Learning · Computer Science 2013-06-14 Cho-Jui Hsieh , Matyas A. Sustik , Inderjit S. Dhillon , Pradeep Ravikumar

In the first part of this work, we develop a novel scheme for solving nonparametric regression problems. That is the approximation of possibly low regular and noised functions from the knowledge of their approximate values given at some…

Statistics Theory · Mathematics 2021-10-27 Asma Ben Saber , Abderrazek Karoui

In this paper, the sparse sensor placement problem for least-squares estimation is considered, and the previous novel approach of the sparse sensor selection algorithm is extended. The maximization of the determinant of the matrix which…

Signal Processing · Electrical Eng. & Systems 2021-05-18 Yuji Saito , Taku Nonomura , Keigo Yamada , Kumi Nakai , Takayuki Nagata , Keisuke Asai , Yasuo Sasaki , Daisuke Tsubakino

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…

Numerical Analysis · Mathematics 2023-07-11 Noaman Khan , Erin Carson
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