Related papers: Complex matrix inversion via real matrix inversion…
Algorithmic methods for the explicit inversion of the indefinite double covering maps are proposed. These are based on either the Givens decomposition or the polar decomposition of the given matrix in the proper, indefinite orthogonal group…
While the Karatsuba algorithm reduces the complexity of large integer multiplication, the extra additions required minimize its benefits for smaller integers of more commonly-used bitwidths. In this work, we propose the extension of the…
Fast matrix multiplication algorithms are asymptotically faster than the classical cubic-time algorithm, but they are often slower in practice. One important obstacle is the use of complex coefficients, which increases arithmetic overhead…
We present three methods for distributed memory parallel inverse factorization of block-sparse Hermitian positive definite matrices. The three methods are a recursive variant of the AINV inverse Cholesky algorithm, iterative refinement, and…
We present a fast variational Bayesian algorithm for performing non-negative matrix factorisation and tri-factorisation. We show that our approach achieves faster convergence per iteration and timestep (wall-clock) than Gibbs sampling and…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
Inverse Vandermonde matrix calculation is a long-standing problem to solve nonsingular linear system $Vc=b$ where the rows of a square matrix $V$ are constructed by progression of the power polynomials. It has many applications in…
The pseudoinverse of a matrix, a generalized notion of the inverse, is of fundamental importance in linear algebra and, thereby, in many different fields. Despite its proven existence, an algorithmic approach is typically necessary to…
We show a new algorithm and its implementation for multiplying bit-polynomials of large degrees. The algorithm is based on evaluating polynomials at a specific set comprising a natural set for evaluation with additive FFT and a high order…
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…
In an earlier paper [1] it was shown that the Frobenius compound characters for the symmetric groups are related to the irreducible characters by a linear relation that involves a unitriagular coupling matrix that gives the Frobenius…
We introduce a new set of algorithms to compute Jacobi matrices associated with measures generated by infinite systems of iterated functions. We demonstrate their relevance in the study of theoretical problems, such as the continuity of…
In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $\fb$ and the hyperparameters $\thetab$. This is, in general, done through the joint posterior…
We introduce efficient $(1+\varepsilon)$-approximation algorithms for the binary matrix factorization (BMF) problem, where the inputs are a matrix $\mathbf{A}\in\{0,1\}^{n\times d}$, a rank parameter $k>0$, as well as an accuracy parameter…
Matrix square roots and their inverses arise frequently in machine learning, e.g., when sampling from high-dimensional Gaussians $\mathcal{N}(\mathbf 0, \mathbf K)$ or whitening a vector $\mathbf b$ against covariance matrix $\mathbf K$.…
An algorithm for the numerical inversion of large matrices, the biconjugate gradient algorithm (BGA), is investigated in view of its use for Monte Carlo simulations of fermionic field theories. It is compared with the usual conjugate…
Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…
In this paper we introduce the concept of $\mathit{integral}$ $\mathit{Frobenius}$ to formulate an integral analogue of the classical compatibility condition linking the collection of rational Tate modules $V_\lambda(A)$ arising from…
In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently…
We give two algebro-geometric inspired approaches to fast algorithms for Fourier transforms in algebraic signal processing theory based on polynomial algebras in several variables. One is based on module induction and one is based on a…