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New iterative methods for solving linear equations are presented that are easy to use, generalize good existing methods, and appear to be faster. The new algorithms mix two kinds of linear recurrence formulas. Older methods have either high…

Numerical Analysis · Mathematics 2012-03-13 Joseph F. Grcar

In this paper we present an efficient iterative method of order six for the inclusion of the inverse of a given regular matrix. To provide the upper error bound of the outer matrix for the inverse matrix, we combine point and interval…

Numerical Analysis · Mathematics 2014-06-23 Marko D. Petkovic , Miodrag S. Petkovic

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

In this paper, we introduce novel fast matrix inversion algorithms that leverage triangular decomposition and recurrent formalism, incorporating Strassen's fast matrix multiplication. Our research places particular emphasis on triangular…

Numerical Analysis · Mathematics 2026-02-05 Mohamed Kamel Riahi

The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…

Methodology · Statistics 2017-05-05 V. Yu. Terebizh

We introduce a new iterative regularization method for solving inverse problems that can be written as systems of linear or non-linear equations in Hilbert spaces. The proposed averaged Kaczmarz (AVEK) method can be seen as a hybrid method…

Numerical Analysis · Mathematics 2018-03-09 Housen Li , Markus Haltmeier

We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…

Numerical Analysis · Mathematics 2012-06-21 Luigi Brugnano , Alessandra Sestini

Square matrices of the form $\widetilde{\mathbf{A}} =\mathbf{A} + \mathbf{e}D \mathbf{f}^*$ are considered. An explicit expression for the inverse is given, provided $\widetilde{\mathbf{A}}$ and $D$ are invertible with…

Numerical Analysis · Mathematics 2024-04-08 Sofia Eriksson , Jonas Nordqvist

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…

Numerical Analysis · Mathematics 2026-05-05 Biswarup Karmakar , Neha Bhadala , Ratikanta Behera

In this study, an algorithm for computing the inverse of periodic k banded matrices, which are needed for solving the differential equations by using the finite differences, the solution of partial differential equations and the solution of…

Spectral Theory · Mathematics 2011-05-13 Meral Yaşar , Durmuş Bozkurt

Finding the inverse of a matrix is an open problem especially when it comes to engineering problems due to their complexity and running time (cost) of matrix inversion algorithms. An optimum strategy to invert a matrix is, first, to reduce…

In this note, we present an algorithm that yields many new methods for constructing doubly stochastic and symmetric doubly stochastic matrices for the inverse eigenvalue problem. In addition, we introduce new open problems in this area that…

Spectral Theory · Mathematics 2012-02-15 Bassam Mourad , Hassan Abbas , Ayman Mourad , Ahmad Ghaddar , Issam Kaddoura

There are thousands of papers on rootfinding for nonlinear scalar equations. Here is one more, to talk about an apparently new method, which I call ``Inverse Cubic Iteration'' (ICI) in analogy to the Inverse Quadratic Iteration in Richard…

Numerical Analysis · Mathematics 2020-07-15 Robert M. Corless

By using the quasi-determinant the construction of Gel'fand et al. leads to the inverse of a matrix with noncommuting entries. In this work we offer a new method that is more suitable for physical purposes and motivated by deformation…

Mathematical Physics · Physics 2018-05-07 Albert Much , Diego Vidal-Cruzprieto

The objective of this research was to compute the principal matrix square root with sparse approximation. A new stable iterative scheme avoiding fully matrix inversion (SIAI) is provided. The analysis on the sparsity and error of the…

Numerical Analysis · Mathematics 2022-06-22 Li Zhu , Keqi Ye , Yuelin Zhao , Feng Wu , Jiqiang Hu , Wanxie Zhong

Randomized iterative algorithms have attracted much attention in recent years because they can approximately solve large-scale linear systems of equations without accessing the entire coefficient matrix. In this paper, we propose two novel…

Numerical Analysis · Mathematics 2021-10-22 Kui Du , Xiao-Hui Sun

In this paper, a method via sparse-sparse iteration for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix is proposed. The resulting factorized sparse approximate inverse is used as a…

Numerical Analysis · Mathematics 2008-08-03 Davod Khojasteh Salkuyeh , Faezeh Toutounian

Nonlinear matrix equations arise in many practical contexts related to control theory, dynamical programming and finite element methods for solving some partial differential equations. In most of these applications, it is needed to compute…

Numerical Analysis · Mathematics 2014-10-22 Negin Bagherpour , Nezam Mahdavi-Amiri

Integer variables allow the treatment of some portfolio optimization problems in a more realistic way and introduce the possibility of adding some natural features to the model. We propose an algebraic approach to maximize the expected…

Optimization and Control · Mathematics 2010-04-07 F. Castro , J. Gago , I. Hartillo , J. Puerto , J. M. Ucha

Obtaining the inverse of a large symmetric positive definite matrix $\mathcal{A}\in\mathbb{R}^{p\times p}$ is a continual challenge across many mathematical disciplines. The computational complexity associated with direct methods can be…

Numerical Analysis · Mathematics 2025-09-03 Ann Paterson , Jennifer Pestana , Victorita Dolean