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In this paper, we consider the solution of ill-conditioned systems of linear algebraic equations that can be determined imprecisely. To improve the stability of the solution process, we "immerse" the original imprecise linear system in an…

Numerical Analysis · Mathematics 2018-10-04 Sergey P. Shary

In this work, we study the problem of finding approximate, with minimum support set, solutions to matrix max-plus equations, which we call sparse approximate solutions. We show how one can obtain such solutions efficiently and in polynomial…

Optimization and Control · Mathematics 2020-12-22 Nikos Tsilivis , Anastasios Tsiamis , Petros Maragos

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…

Machine Learning · Statistics 2016-08-01 Abolfazl Hashemi , Haris Vikalo

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve

In this paper, we propose a novel sparse coding and counting method under Bayesian framwork for visual tracking. In contrast to existing methods, the proposed method employs the combination of L0 and L1 norm to regularize the linear…

Computer Vision and Pattern Recognition · Computer Science 2017-02-08 Risheng Liu , Jing Wang , Yiyang Wang , Zhixun Su , Yu Cai

Verifying specifications for large-scale modern engineering systems can be a time-consuming task, as most formal verification methods are limited to systems of modest size. Recently, contract-based design and verification has been proposed…

Systems and Control · Electrical Eng. & Systems 2021-03-26 Miel Sharf , Bart Besselink , Karl Henrik Johansson

We consider the problem of computing an approximate banded solution of the continuous-time Lyapunov equation $\underline{A}\underline{X}+\underline{X}\underline{A}^{T}=\underline{P}$, where the coefficient matrices $\underline{A}$ and…

Optimization and Control · Mathematics 2016-05-18 Aleksandar Haber , Michel Verhaegen

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

Systems and Control · Computer Science 2019-04-23 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

We introduce a new technique for solving uni-parametric versions of linear programs, convex quadratic programs, and linear complementarity problems in which a single parameter is permitted to be present in any of the input data. We…

Optimization and Control · Mathematics 2022-03-25 Nathan Adelgren

In this paper we will consider Rohde's general form of {1}-inverse of a matrix A. The necessary and sufficient condition for consistency of a linear system Ax=c will be represented. We will also be concerned with the minimal number of free…

Rings and Algebras · Mathematics 2013-07-23 Branko Malesevic , Ivana Jovovic , Milica Makragic , Biljana Radicic

This paper proposes a verification-based decoding approach for reconstruction of a sparse signal with incremental sparse measurements. In its first step, the verification-based decoding algorithm is employed to reconstruct the signal with a…

Information Theory · Computer Science 2013-02-12 Xiaofu Wu , Zhen Yang , Lu Gan

Parametric linear systems are linear systems of equations in which some symbolic parameters, that is, symbols that are not considered to be candidates for elimination or solution in the course of analyzing the problem, appear in the…

Rings and Algebras · Mathematics 2025-09-01 Robert M. Corless , Mark Giesbrecht , Leili Rafiee Sevyeri , B. David Saunders

The computation of matrix functions $f(A)$, or related quantities like their trace, is an important but challenging task, in particular for large and sparse matrices $A$. In recent years, probing methods have become an often considered tool…

Numerical Analysis · Mathematics 2021-02-09 Andreas Frommer , Claudia Schimmel , Marcel Schweitzer

In applications, a substantial number of problems can be formulated as non-linear least squares problems over smooth varieties. Unlike the usual least squares problem over a Euclidean space, the non-linear least squares problem over a…

Optimization and Control · Mathematics 2025-03-11 Shenglong Hu , Ke Ye

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

This paper presents a probabilistic perspective on iterative methods for approximating the solution $\mathbf{x}_* \in \mathbb{R}^d$ of a nonsingular linear system $\mathbf{A} \mathbf{x}_* = \mathbf{b}$. In the approach a standard iterative…

Methodology · Statistics 2021-01-12 Jon Cockayne , Ilse C. F. Ipsen , Chris J. Oates , Tim W. Reid

In this paper, the concept of matrix splitting is introduced to solve a large sparse ill-posed linear system via Tikhonov's regularization. In the regularization process, we convert the ill-posed system to a well-posed system. The…

Numerical Analysis · Mathematics 2020-04-15 Ashish Kumar Nandi , Jajati Keshari Sahoo

This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…

Optimization and Control · Mathematics 2012-04-04 Parikshit Shah , Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht