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Among all the deterministic CholeskyQR-type algorithms, Shifted CholeskyQR3 is specifically designed to address the QR factorization of ill-conditioned matrices. This algorithm introduces a shift parameter $s$ to prevent failure during the…

Numerical Analysis · Mathematics 2025-05-06 Yuwei Fan , Haoran Guan , Zhonghua Qiao

We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra 1(2), 1973, pp. 163-171]. Our algorithms are based on…

Numerical Analysis · Mathematics 2015-12-10 Francesca Arrigo , Michele Benzi , Caterina Fenu

Hermitian and unitary matrices are two representatives of the class of normal matrices whose full eigenvalue decomposition can be stably computed in quadratic computing com plexity. Recently, fast and reliable eigensolvers dealing with low…

Numerical Analysis · Mathematics 2019-07-26 Gianna M. Del Corso , Federico Poloni , Leonardo Robol , Raf Vandebril

As we all known, the nonnegative matrix factorization (NMF) is a dimension reduction method that has been widely used in image processing, text compressing and signal processing etc. In this paper, an algorithm for nonnegative matrix…

Numerical Analysis · Mathematics 2013-05-27 Shu-Zhen Lai , Hou-Biao Li , Zu-Tao Zhang

This paper is the first in the series devoted to evaluation of the partition function in statistical models on graphs with loops in terms of the Berezin/fermion integrals. The paper focuses on a representation of the determinant of a square…

Statistical Mechanics · Physics 2010-05-27 Vladimir Y. Chernyak , Michael Chertkov

Differential reformulations of field theories are often used for explicit computations. We derive a one-matrix differential formulation of two-matrix models, with the help of which it is possible to diagonalize the one- and two-matrix…

Mathematical Physics · Physics 2022-10-05 Joren Brunekreef , Luca Lionni , Johannes Thürigen

Let $\mathbb{C}^{n\times n}$ be the set of all $n \times n$ complex matrices. For any Hermitian positive semi-definite matrices $A$ and $B$ in $\mathbb{C}^{n\times n}$, their new common upper bound less than $A+B-A:B$ is constructed, where…

Functional Analysis · Mathematics 2018-06-20 Wei Luo , Chuanning Song , Qingxiang Xu

We analyze the Lanczos method for matrix function approximation (Lanczos-FA), an iterative algorithm for computing $f(\mathbf{A}) \mathbf{b}$ when $\mathbf{A}$ is a Hermitian matrix and $\mathbf{b}$ is a given vector. Assuming that $f :…

Numerical Analysis · Mathematics 2022-05-19 Tyler Chen , Anne Greenbaum , Cameron Musco , Christopher Musco

The multi-scale factor models are particularly appealing for analyzing matrix- or tensor-valued data, due to their adaptiveness to local geometry and intuitive interpretation. However, the reliance on the binary tree for recursive…

Methodology · Statistics 2020-02-26 Maoran Xu , Leo L. Duan

In this paper, we revisit local invariants (G\'omez-Mont-Seade-Verjovsky, variation, Camacho-Sad and Baum-Bott indices) associated with singular holomorphic foliations on $(\mathbb{C}^2 , 0)$ and we provide semi-global formulas for them in…

Algebraic Geometry · Mathematics 2025-08-15 Maycol Falla Luza , Arturo Fernández-Pérez , David Marín , Rudy Rosas

It is known that computing the permanent of the matrix $1+A$, where $A$ is a finite-rank matrix, requires a number of operations polynomial in the matrix size. Motivated by the boson-sampling proposal of restricted quantum computation, I…

Quantum Physics · Physics 2023-05-31 Dmitri A. Ivanov

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

Given bounded selfadjoint operators $A$ and $B$ acting on a Hilbert space $\mathcal{H}$, consider the linear pencil $P(\lambda)=A+\lambda B$, $\lambda\in\mathbb{R}$. The set of parameters $\lambda$ such that $P(\lambda)$ is a positive…

Functional Analysis · Mathematics 2022-01-10 Santiago Gonzalez Zerbo , Alejandra Maestripieri , Francisco Martínez Pería

Every real hyperbolic form in three variables can be realized as the determinant of a linear net of Hermitian matrices containing a positive definite matrix. Such representations are an algebraic certificate for the hyperbolicity of the…

Algebraic Geometry · Mathematics 2015-04-24 Daniel Plaumann , Rainer Sinn , David E. Speyer , Cynthia Vinzant

The Fr\'echet derivative $L_f(A,E)$ of the matrix function $f(A)$ plays an important role in many different applications, including condition number estimation and network analysis. We present several different Krylov subspace methods for…

Numerical Analysis · Mathematics 2020-09-01 Peter Kandolf , Antti Koskela , Samuel D. Relton , Marcel Schweitzer

We present a short, purely algebraic proof of the Symmetric Bessmertny\u{i} Realization Theorem in the characteristic $2$ case recently proved in [EOW26]. Symmetric Bessmertny\u{i} realizations are Schur complements of affine linear…

Rings and Algebras · Mathematics 2026-05-07 Soumya Sinha Babu , Aaron Welters

This paper studies the estimation of large precision matrices and Cholesky factors obtained by observing a Gaussian process at many locations. Under general assumptions on the precision and the observations, we show that the sample…

Statistics Theory · Mathematics 2025-03-25 Jiaheng Chen , Daniel Sanz-Alonso

Given a symmetric nonnegative matrix $A$, symmetric nonnegative matrix factorization (symNMF) is the problem of finding a nonnegative matrix $H$, usually with much fewer columns than $A$, such that $A \approx HH^T$. SymNMF can be used for…

Numerical Analysis · Computer Science 2016-10-07 Arnaud Vandaele , Nicolas Gillis , Qi Lei , Kai Zhong , Inderjit Dhillon

For solving the continuous Sylvester equation, a class of the multiplicative splitting iteration method is presented. We consider two symmetric positive definite splittings for each coefficient matrix of the continuous Sylvester equations…

Numerical Analysis · Mathematics 2020-05-19 Yu Huang , Mohammad Khorsand Zak , Emran Tohidi

We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…

Data Structures and Algorithms · Computer Science 2018-06-29 Amit Levi , Yuichi Yoshida