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This is the second part of a two-paper series on generalized inverses that minimize matrix norms. In Part II we focus on generalized inverses that are minimizers of entrywise p norms whose main representative is the sparse pseudoinverse for…

信息论 · 计算机科学 2017-07-14 Ivan Dokmanić , Rémi Gribonval

This is the first paper of a two-long series in which we study linear generalized inverses that minimize matrix norms. Such generalized inverses are famously represented by the Moore-Penrose pseudoinverse (MPP) which happens to minimize the…

信息论 · 计算机科学 2017-07-14 Ivan Dokmanić , Rémi Gribonval

The Moore-Penrose inverse of a matrix has been extensively investigated and widely applied in many fields over the past decades. One reason for the interest is that the Moore-Penrose inverse can succinctly express some important geometric…

数值分析 · 数学 2020-01-03 Xuefeng Xu

The paper proposes a method for constructing a sparse estimator for the inverse covariance (concentration) matrix in high-dimensional settings. The estimator uses a penalized normal likelihood approach and forces sparsity by using a…

统计理论 · 数学 2008-06-26 Adam J. Rothman , Peter J. Bickel , Elizaveta Levina , Ji Zhu

We prove a new lower bound for the Frobenius norm of the inverse of an non-negative matrix. This bound is only a modest improvement over previous results, but is sufficient for fully resolving a conjecture of Harwitz and Sloane, commonly…

组合数学 · 数学 2024-09-09 Elsa Frankel , John Urschel

The well-known M-P (Moore-Penrose) pseudoinverse is used in several linear-algebra applications; for example, to compute least-squares solutions of inconsistent systems of linear equations. Irrespective of whether a given matrix is sparse,…

最优化与控制 · 数学 2021-08-23 Marcia Fampa , Jon Lee , Gabriel Ponte , Luze Xu

The well-known M-P (Moore-Penrose) pseudoinverse is used in several linear-algebra applications; for example, to compute least-squares solutions of inconsistent systems of linear equations. It is uniquely characterized by four properties,…

最优化与控制 · 数学 2023-09-21 Gabriel Ponte , Marcia Fampa , Jon Lee , Luze Xu

With the commercial availability of mixed precision hardware, mixed precision GMRES-based iterative refinement schemes have emerged as popular approaches for solving sparse linear systems. Existing analyses of these approaches, however, are…

数值分析 · 数学 2022-09-02 Erin Carson , Noaman Khan

There has recently been renewed recognition of the need to understand the consistency properties that must be preserved when a generalized matrix inverse is required. The most widely known generalized inverse, the Moore-Penrose…

数值分析 · 计算机科学 2018-08-03 Jeffrey Uhlmann

This is a companion paper of a recent one, entitled {\sl Integral concentration of idempotent trigonometric polynomials with gaps}. New results of the present work concern $L^1$ concentration, while the above mentioned paper deals with…

经典分析与常微分方程 · 数学 2008-12-01 Aline Bonami , Szilárd Gy. Révész

This study investigates tridiagonal near-Toeplitz matrices in which the Toeplitz part is strictly diagonally dominant. The focus is on determining the exact inverse of these matrices and establishing upper bounds for the infinite norms of…

数值分析 · 数学 2024-06-04 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

Analyzing concentration of large random matrices is a common task in a wide variety of fields. Given independent random variables, many tools are available to analyze random matrices whose entries are linear in the variables, e.g. the…

计算复杂性 · 计算机科学 2023-01-19 Goutham Rajendran , Madhur Tulsiani

In this paper,we study the constrained matrix approximation problem in the Frobenius norm by using the core inverse:\begin{align}\nonumber \left\|{Mx - b} \right\|_F=\min\ \ {\rm subject\ to} \ \ {x\in\mathcal{R}(M)} ,\end{align} where…

环与代数 · 数学 2019-08-30 Hongxing Wang , Xiaoyan Zhang

By a generalized inverse of a given matrix, we mean a matrix that exists for a larger class of matrices than the nonsingular matrices, that has some of the properties of the usual inverse, and that agrees with inverse when given matrix…

环与代数 · 数学 2016-01-18 Ivan Kyrchei

For a general class of lattice-spin systems, we prove that an abstract Gaussian concentration bound implies positivity of lower relative entropy density. As a consequence we obtain uniqueness of translation-invariant Gibbs measures from the…

概率论 · 数学 2022-11-09 J. -R. Chazottes , F. Redig

We estimate the norms of standard Gaussian random Toeplitz and circulant matrices and their inverses, mostly by means of combining some basic techniques of linear algebra. In the case of circulant matrices we obtain sharp probabilistic…

数值分析 · 数学 2013-11-18 Victor Y. Pan , Guolian Qian

We consider the matrix completion problem under a form of row/column weighted entrywise sampling, including the case of uniform entrywise sampling as a special case. We analyze the associated random observation operator, and prove that with…

信息论 · 计算机科学 2011-05-17 Sahand Negahban , Martin J. Wainwright

In this short note, we extend the celebrated results of Tao and Vu, and Krishnapur on the universality of empirical spectral distributions to a wide class of inhomogeneous complex random matrices, by showing that a technical and…

概率论 · 数学 2020-06-11 Vishesh Jain , Sandeep Silwal

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a…

机器学习 · 计算机科学 2017-05-01 T. Tony Cai , Wen-Xin Zhou

Concentration of measure has been argued to be the fundamental cause of adversarial vulnerability. Mahloujifar et al. presented an empirical way to measure the concentration of a data distribution using samples, and employed it to find…

机器学习 · 计算机科学 2021-03-25 Jack Prescott , Xiao Zhang , David Evans
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