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We present two novel, explicit representations of Cholesky factor of a nonsingular correlation matrix. The first representation uses semi-partial correlation coefficients as its entries. The second, uses an equivalent form of the square…

统计方法学 · 统计学 2015-03-27 Vered Madar

We prove that over a commutative semiring every symmetric strongly invertible matrix with nonnegative numerical range has a Cholesky decomposition.

环与代数 · 数学 2018-10-31 David Dolžan , Polona Oblak

The Cholesky decomposition plays an important role in finding the inverse of the correlation matrices. As it is a fast and numerically stable for linear system solving, inversion, and factorization compared to singular valued decomposition…

交换代数 · 数学 2017-03-20 Vanita Pawar , Krishna Naik Karamtot

Correlation matrices are the sub-class of positive definite real matrices with all entries on the diagonal equal to unity. Earlier work has exhibited a parametrisation of the corresponding Cholesky factorisation in terms of partial…

统计理论 · 数学 2020-07-31 P. J. Forrester , Jiyuan Zhang

Cholesky factorization is a widely used method for solving linear systems involving symmetric, positive-definite matrices, and can be an attractive choice in applications where a high degree of numerical stability is needed. One such…

数值分析 · 数学 2023-05-09 Felix Liu , Albin Fredriksson , Stefano Markidis

If a tensor with various symmetries is properly unfolded, then the resulting matrix inherits those symmetries. As tensor computations become increasingly important it is imperative that we develop efficient structure preserving methods for…

数值分析 · 计算机科学 2014-12-01 Charles Van Loan , Joseph Vokt

We classify a family of matrices of shift operators that can be factorised in a computationally tractable manner with the Cholesky algorithm. Such matrices arise in the linear quadratic regulator problem, and related areas. We use the…

最优化与控制 · 数学 2026-02-04 Julia Adlercreutz , Richard Pates

For each $n \geq 1$ and sign pattern $\epsilon \in \{ \pm 1 \}^n$, we introduce a cone of real symmetric matrices $LPM_n(\epsilon)$: those with leading principal $k \times k$ minors of signs $\epsilon_k$. These cones are pairwise disjoint…

环与代数 · 数学 2025-08-08 Apoorva Khare , Prateek Kumar Vishwakarma

Kernel methods represent some of the most popular machine learning tools for data analysis. Since exact kernel methods can be prohibitively expensive for large problems, reliable low-rank matrix approximations and high-performance…

数值分析 · 数学 2018-04-17 Jianwei Xiao , Ming Gu

We present a classical analog of quantum optical deformed oscillators in arrays of waveguides. The normal modes of these one-dimensional photonic crystals are given in terms of Jacobi polynomials. We show that it is possible to attack the…

For a given matrix, we are interested in computing GR decompositions $A=GR$, where $G$ is an isometry with respect to given scalar products. The orthogonal QR decomposition is the representative for the Euclidian scalar product. For a…

数值分析 · 数学 2020-06-12 Peter Benner , Carolin Penke

We introduce the sparsified Cholesky and sparsified multigrid algorithms for solving systems of linear equations. These algorithms accelerate Gaussian elimination by sparsifying the nonzero matrix entries created by the elimination process.…

数据结构与算法 · 计算机科学 2015-12-08 Rasmus Kyng , Yin Tat Lee , Richard Peng , Sushant Sachdeva , Daniel A. Spielman

Factorization of matrices of Laurent polynomials plays an important role in mathematics and engineering such as wavelet frame construction and filter bank design. Wavelet frames (a.k.a. framelets) are useful in applications such as signal…

经典分析与常微分方程 · 数学 2021-12-03 Chenzhe Diao , Bin Han , Ran Lu

It is well known that matrices with low Hessenberg-structured displacement rank enjoy fast algorithms for certain matrix factorizations. We show how $n\times n$ principal finite sections of the Gram matrix for the orthogonal polynomial…

数值分析 · 数学 2024-12-24 Karim Gumerov , Samantha Rigg , Richard Mikael Slevinsky

The polarization properties of perfectly periodical and defective one-dimensional photonic bandgap structures with nonreciprocal chiral (bi-isotropic) layers are studied. The method of solution is based on the 2x2-block-representation…

光学 · 物理学 2010-02-04 Vladimir R. Tuz

The particular symmetry of the random-phase-approximation (RPA) matrix has been utilized in the past to reduce the RPA eigenvalue problem into a symmetric-matrix problem of half the dimension. The condition of positive definiteness of at…

核理论 · 物理学 2008-11-26 P. Papakonstantinou

The description of weakly bound electronic states is especially difficult with atomic orbital basis sets. The diffuse atomic basis functions that are necessary to describe the extended electronic state generate significant linear…

化学物理 · 物理学 2019-12-30 Susi Lehtola

In the last years we have proposed the use of the mechanism of spontaneous symmetry breaking with the purpose of generating perfect quadrature squeezing. Here we review previous work dealing with spatial (translational and rotational)…

The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…

机器学习 · 统计学 2021-11-23 Xiaoning Kang , Xinwei Deng

Flatband photonic lattices, i.e. arrays of waveguides or resonators displaying a flat Bloch band, offer new routes for light trapping and distortion-free imaging. Here it is shown that flatland lattices can show stable and cooperative laser…

光学 · 物理学 2021-02-19 Stefano Longhi
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