Related papers: An NPDo Approach for Principal Joint Block Diagona…
This paper is concerned with partial Joint SVD-type Block Diagonalization of several matrices so that the extracted diagonal parts collectively optimally assume part of the total mass of all given matrices. For that reason, it will be…
This paper is concerned with Partial Tensor Block-Diagonalization of a multiway tensor by orthonormal matrices so that the extracted block-diagonal part optimally represents the tensor. The basic idea is to maximize the block-diagonal part…
Joint diagonalization of a set of positive (semi)-definite matrices has a wide range of analytical applications, such as estimation of common principal components, estimation of multiple variance components, and blind signal separation.…
Given a set of $p$ symmetric (real) matrices, the Orthogonal Joint Diagonalization (OJD) problem consists of finding an orthonormal basis in which the representation of each of these $p$ matrices is as close as possible to a diagonal…
The joint bidiagonalization(JBD) process is a useful algorithm for the computation of the generalized singular value decomposition(GSVD) of a matrix pair. However, it always suffers from rounding errors, which causes the Lanczos vectors to…
The exact/approximate non-orthogonal general joint block diagonalization ({\sc nogjbd}) problem of a given real matrix set $\mathcal{A}=\{A_i\}_{i=1}^m$ is to find a nonsingular matrix $W\in\mathbb{R}^{n\times n}$ (diagonalizer) such that…
Non-orthogonal joint diagonalization (NJD) free of prewhitening has been widely studied in the context of blind source separation (BSS) and array signal processing, etc. However, NJD is used to retrieve the jointly diagonalizable structure…
The matrix joint block diagonalization problem (JBDP) of a given matrix set $\mathcal{A}=\{A_i\}_{i=1}^m$ is about finding a nonsingular matrix $W$ such that all $W^{T} A_i W$ are block diagonal. It includes the matrix joint diagonalization…
Principal Component Analysis (PCA) is a widely used method for dimensionality reduction, but it often overlooks fairness, especially when working with data that includes demographic characteristics. This can lead to biased representations…
In this paper, we consider the exact/approximate general joint block diagonalization (GJBD) problem of a matrix set $\{A_i\}_{i=0}^p$ ($p\ge 1$), where a nonsingular matrix $W$ (often referred to as diagonalizer) needs to be found such that…
The joint bidiagonalization (JBD) method has been used to compute some extreme generalized singular values and vectors of a large regular matrix pair $\{A,L\}$, where we propose three approaches to compute approximate generalized singular…
This paper deals with a hybrid joint diagonalization (JD) problem considering both Hermitian and transpose congruences. Such problem can be encountered in certain non-circular signal analysis applications including blind source separation.…
Block coordinate descent (BCD) methods and their variants have been widely used in coping with large-scale nonconstrained optimization problems in many fields such as imaging processing, machine learning, compress sensing and so on. For…
Principal Component Analysis (PCA) is known to be the most widely applied dimensionality reduction approach. A lot of improvements have been done on the traditional PCA, in order to obtain optimal results in the dimensionality reduction of…
Matrix Joint Diagonalization (MJD) is a powerful approach for solving the Blind Source Separation (BSS) problem. It relies on the construction of matrices which are diagonalized by the unknown demixing matrix. Their joint diagonalizer…
Solving differential equations is one of the most computationally expensive problems in classical computing, occupying the vast majority of high-performance computing resources devoted towards practical applications in various fields of…
The paper considers the convergence of the complex block Jacobi diagonalization methods under the large set of the generalized serial pivot strategies. The global convergence of the block methods for Hermitian, normal and $J$-Hermitian…
In this paper we consider the composite self-concordant (CSC) minimization problem, which minimizes the sum of a self-concordant function $f$ and a (possibly nonsmooth) proper closed convex function $g$. The CSC minimization is the…
In this paper, we propose a novel approach named by Discriminative Principal Component Analysis which is abbreviated as Discriminative PCA in order to enhance separability of PCA by Linear Discriminant Analysis (LDA). The proposed method…
Joint diagonalisation (JD) is a technique used to estimate an average eigenspace of a set of matrices. Whilst it has been used successfully in many areas to track the evolution of systems via their eigenvectors; its application in network…