Related papers: The Reverse Order Law and the Riccati Equation
Suppose that the matrix equation $AXB=C$ with unknown matrix $X$ is given, where $A$, $B$, and $C$\ are known matrices of suitable sizes. The matrix nearness problem is considered over the general and least squares solutions of the matrix…
We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…
The Drazin inverse solutions of the matrix equations ${\rm {\bf A}}{\rm {\bf X}} = {\rm {\bf B}}$, ${\rm {\bf X}}{\rm {\bf A}} = {\rm {\bf B}}$ and ${\rm {\bf A}}{\rm {\bf X}}{\rm {\bf B}} ={\rm {\bf D}} $ are considered in this paper. We…
We propose a novel method of resolving the optimal anisotropy function. The idea is to construct the optimal anisotropy function as a solution to the inverse Wulff problem, i.e. as a minimizer for the anisoperimetric ratio for a given…
Recent empirical evidence suggests that the Weston-Watkins support vector machine is among the best performing multiclass extensions of the binary SVM. Current state-of-the-art solvers repeatedly solve a particular subproblem approximately…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
The key condition A3w of Ma, Trudinger and Wang for regularity of optimal transportation maps is implied by the nonnegativity of a pseudo-Riemannian curvature -- which we call cross-curvature -- induced by the transportation cost. For the…
We prove regularity results for solutions of the equation \[div(< AXu,X u>^{(p-2)/2} AX u) = 0,\] $1<p<\infty$, where $X=(X_1,...,X_m)$ is a family of vector fields satisfying H\"ormander's ellipticity condition, $A$ is an $m\times m$…
A general solution of the equation $\operatorname{curl}\vec{w}+\lambda\vec {w}=\overrightarrow{g},\,\lambda\in\mathbb{C},\,\lambda\neq0$ is obtained for an arbitrary bounded domain $\Omega\subset\mathbb{R}^{3}$ with a Liapunov boundary and…
Let $\mathcal A = \{A_{ij} \}_{i, j \in \mathcal I}$, where $\mathcal I$ is an index set, be a doubly indexed family of matrices, where $A_{ij}$ is $n_i \times n_j$. For each $i \in \mathcal I$, let $\mathcal V_i$ be an $n_i$-dimensional…
This paper is concerned with the nonnegative inverse eigenvalue problem of finding a nonnegative matrix such that its spectrum is the prescribed self-conjugate set of complex numbers. We first reformulate the nonnegative inverse eigenvalue…
In this paper, we provide the following simple equivalent condition for a nonsymmetric Algebraic Riccati Equation to admit a stabilizing cone-preserving solution: an associated coefficient matrix must be stable. The result holds under the…
The Wei-Norman technique allows to express the solution of a system of linear non-autonomous differential equations in terms of product of exponentials. In particular it enables to find a time-ordered product of exponentials by solving a…
One of the fundamental research problems in the theory of generalized inverses of matrices is to establish reverse order laws for generalized inverses of matrix products. Under the assumption that $A$, $B$, and $C$ are three nonsingular…
We consider a class of inexact Newton regularization methods for solving nonlinear inverse problems in Hilbert scales. Under certain conditions we obtain the order optimal convergence rate result.
Let $A, B$ and $X$ be $n\times n$ matrices such that $A, B$ are positive semidefinite. We present some refinements of the matrix Cauchy-Schwarz inequality by using some integration techniques and various refinements of the Hermite--Hadamard…
We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…
Weighted A* (wA*) is a widely used algorithm for rapidly, but suboptimally, solving planning and search problems. The cost of the solution it produces is guaranteed to be at most W times the optimal solution cost, where W is the weight wA*…
We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size $N$ converge to the Tracy--Widom laws at a rate $O(N^{-1/3+\omega})$, as $N$ tends to infinity. For Wigner matrices this…
In this article we consider a consistent matrix equation $AXB = C$ when a particular solution $X_{0}$ is given and we represent a new form of the general solution which contains both reproductive and non-reproductive solutions (it depends…