相关论文: Krylov Iterative Methods for the Geometric Mean of…
Complex valued systems with an indefinite matrix term arise in important applications such as for certain time-harmonic partial differential equations such as the Maxwell's equation and for the Helmholtz equation. Complex systems with…
We propose a fast algorithm for computing the entire ridge regression regularization path in nearly linear time. Our method constructs a basis on which the solution of ridge regression can be computed instantly for any value of the…
The techniques for polynomial interpolation and Gaussian quadrature are generalized to matrix-valued functions. It is shown how the zeros and rootvectors of matrix orthonormal polynomials can be used to get a quadrature formula with the…
We study the differential and metric structures of the set of real square roots of a non-singular real matrix, under the assumption that the matrix and its square roots are semi-simple, or symmetric, or orthogonal.
Mixed-effects models are widely used to model data with hierarchical grouping structures and high-cardinality categorical predictor variables. However, for high-dimensional crossed random effects, current standard computations relying on…
The generalization of the geometric mean of positive scalars to positive definite matrices has attracted considerable attention since the seminal work of Ando. The paper generalizes this framework of matrix means by proposing the definition…
We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…
We provide an axiomatic characterization of the Logarithmic Least Squares Method (sometimes called row geometric mean), used for deriving a preference vector from a pairwise comparison matrix. This procedure is shown to be the only one…
We use decoupling theory to estimate the number of solutions for quadratic and cubic Parsell--Vinogradov systems in two dimensions.
Our contribution is two-folded. First, starting from the known fact that every real skew-Hamiltonian matrix has a real Hamiltonian square root, we give a complete characterization of the square roots of a real skew-Hamiltonian matrix W.…
We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…
In this paper we present an algorithm to obtain the parameter planes of families of root-finding methods with several free critical points. The parameter planes show the joint behaviour of all critical points. This algorithm avoids the…
We present improved algorithms for fast calculation of the inverse square root for single-precision floating-point numbers. The algorithms are much more accurate than the famous fast inverse square root algorithm and have the same or…
Different recently developed Krylov space methods for solving linear systems are studied and compared for the solution of the Dirac equation on the lattice. Stabilized Biconjugate Gradient (BiCGstab2) is shown to be a robust and efficient…
One dimensional metrical geometry may be developed in either an affine or projective setting over a general field using only algebraic ideas and quadratic forms. Some basic results of universal geometry are already present in this…
When creating the ranking based on the pairwise comparisons very often, we face difficulties in completing all the results of direct comparisons. In this case, the solution is to use the ranking method based on the incomplete PC matrix. The…
Rational Krylov subspaces have become a reference tool in dimension reduction procedures for several application problems. When data matrices are symmetric, a short-term recurrence can be used to generate an associated orthonormal basis. In…
We present an algorithm to compute the geometric median of shapes which is based on the extension of median to high dimensions. The median finding problem is formulated as an optimization over distances and it is solved directly using the…
In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…
In this article, we propose a new method for calculating the mixed correlation coefficient (Pearson, polyserial and polychoric) matrix and its covariance matrix based on the GMM framework. We build moment equations for each coefficient and…