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The spectral transformation Lanczos method for the sparse symmetric definite generalized eigenvalue problem for matrices $A$ and $B$ is an iterative method that addresses the case of semidefinite or ill conditioned $B$ using a shifted and…

数值分析 · 数学 2024-11-07 Michael Stewart

Sparse matrix factorization is the problem of approximating a matrix $\mathbf{Z}$ by a product of $J$ sparse factors $\mathbf{X}^{(J)} \mathbf{X}^{(J-1)} \ldots \mathbf{X}^{(1)}$. This paper focuses on identifiability issues that appear in…

机器学习 · 计算机科学 2021-11-18 Léon Zheng , Elisa Riccietti , Rémi Gribonval

Anisotropic decompositions using representation systems such as curvelets, contourlet, or shearlets have recently attracted significantly increased attention due to the fact that they were shown to provide optimally sparse approximations of…

泛函分析 · 数学 2015-03-17 Gitta Kutyniok

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…

机器学习 · 统计学 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gaël Varoquaux

For positive semi-definite block-matrix $M,$ we say that $M$ is P.S.D. and we write $M=\begin{pmatrix} A \& X\\ {X^*} \& B\end{pmatrix} \in {\mathbb{M}}\_{n+m}^+$, with $A\in {\mathbb{M}}\_n^+$, $B \in {\mathbb{M}}\_m^+.$ The focus is on…

泛函分析 · 数学 2015-09-15 Antoine Mhanna

We prove an f-version of Mirsky's singular value inequalities for differences of matrices. This f-version consists in applying a positive concave function f, with f(0)=0, to every singular value in the original Mirsky inequalities.

泛函分析 · 数学 2014-10-21 Koenraad M. R. Audenaert

We resolve a conjecture of Cooper-Fenner-Purewal that a certain sequence of combinatorial matrices which can be used to bound small product-Ramsey numbers is positive semidefinite. Because the connection to Ramsey Theory involves solving…

组合数学 · 数学 2017-05-01 Joshua Cooper , Maxwell Forst

Semipositive matrices (matrices that map at least one nonnegative vector to a positive vector) and minimally semipositive matrices (semipositive matrices whose no column-deleted submatrix is semipositive) are well studied in matrix theory.…

泛函分析 · 数学 2018-06-20 Projesh Nath Choudhury , M. Rajesh Kannan , K. C. Sivakumar

The spectral density of various ensembles of sparse symmetric random matrices is analyzed using the cavity method. We consider two cases: matrices whose associated graphs are locally tree-like, and sparse covariance matrices. We derive a…

无序系统与神经网络 · 物理学 2009-11-13 Tim Rogers , Koujin Takeda , Isaac Pérez Castillo , Reimer Kühn

We propose a numerical method, based on the shift-and-invert power iteration, that answers whether a symmetric matrix is positive definite ("yes") or not ("no"). Our method uses randomization. But, it returns the correct answer with high…

数值分析 · 数学 2018-06-27 Martin Neuenhofen

In this paper an extension of the sparse decomposition problem is considered and an algorithm for solving it is presented. In this extension, it is known that one of the shifted versions of a signal s (not necessarily the original signal…

多媒体 · 计算机科学 2008-09-23 Hamed Firouzi , Massoud Babaie-Zadeh , Aria Ghasemian , Christian Jutten

We consider each of the three classes of representations of cyclic groups that arise in the study of rational sphere maps. We study the possible number of terms for invariant polynomials with non-negative coefficients that are constant on…

复变函数 · 数学 2025-12-08 John P. D'Angelo , Dusty E. Grundmeier , Daniel A. Lichtblau

We examine the problem of approximating a positive, semidefinite matrix $\Sigma$ by a dyad $xx^T$, with a penalty on the cardinality of the vector $x$. This problem arises in sparse principal component analysis, where a decomposition of…

最优化与控制 · 数学 2007-06-13 Laurent El Ghaoui

We present a convex formulation of dictionary learning for sparse signal decomposition. Convexity is obtained by replacing the usual explicit upper bound on the dictionary size by a convex rank-reducing term similar to the trace norm. In…

机器学习 · 计算机科学 2008-12-11 Francis Bach , Julien Mairal , Jean Ponce

We obtain generalisations of some inequalities for positive unital linear maps on matrix algebra. This also provides several positive semidefinite matrices and we get some old and new inequalities involving the eigenvalues of a Hermitian…

泛函分析 · 数学 2016-02-16 R. Sharma , P. Devi , R. kumari

We define geometric matrix midranges for positive definite Hermitian matrices and study the midrange problem from a number of perspectives. Special attention is given to the midrange of two positive definite matrices before considering the…

最优化与控制 · 数学 2020-05-29 Cyrus Mostajeran , Christian Grussler , Rodolphe Sepulchre

Positive semidefinite matrices partitioned into a small number of Hermitian blocks have a remarkable property. Such a matrix may be written in a simple way from the sum of its diagonal blocks

泛函分析 · 数学 2012-10-11 Jean-Christophe Bourin , Eun-Young Lee , Minghua Lin

We investigate the rank of random (symmetric) sparse matrices. Our main finding is that with high probability, any dependency that occurs in such a matrix is formed by a set of few rows that contains an overwhelming number of zeros. This…

概率论 · 数学 2007-11-20 Kevin P. Costello , Van Vu

Given a known matrix that is the sum of a low rank matrix and a masked sparse matrix, we wish to recover both the low rank component and the sparse component. The sparse matrix is masked in the sense that a linear transformation has been…

信息论 · 计算机科学 2025-04-29 Xuemei Chen , Rongrong Wang

A linear map between real symmetric matrix spaces is positive if all positive semidefinite matrices are mapped to positive semidefinite ones. A real symmetric matrix is separable if it can be written as a summation of Kronecker products of…

最优化与控制 · 数学 2016-03-29 Jiawang Nie , Xinzhen Zhang