相关论文: Cholesky decompositions of integral operators and …
We consider Schr\"odinger operators with complex decaying potentials on the lattice. Using some classical results from Complex Analysis we obtain some trace formulae and using them estimate globally all zeros of the Fredholm determinant in…
We study a nonlinear decomposition of a positive definite matrix into two components: the inverse of another positive definite matrix and a symmetric matrix constrained to lie in a prescribed linear subspace. Equivalently, the inverse…
We review strategies for differentiating matrix-based computations, and derive symbolic and algorithmic update rules for differentiating expressions containing the Cholesky decomposition. We recommend new `blocked' algorithms, based on…
Estimation of covariance matrices is a fundamental problem in multivariate statistics. Recently, growing efforts have focused on incorporating covariate effects into these matrices, facilitating subject-specific estimation. Despite these…
We characterize Fredholm determinants of a class of Hankel composition operators via matrix-valued Riemann-Hilbert problems, for additive and multiplicative compositions. The scalar-valued kernels of the underlying integral operators are…
We consider the algebra of mixed multidimensional integral operators. In particular, Fredholm integral operators of the first and second kind belongs to this algebra. For the piecewise constant kernels we provide an explicit representation…
For trace class operators $A, B \in \mathcal{B}_1(\mathcal{H})$ ($\mathcal{H}$ a complex, separable Hilbert space), the product formula for Fredholm determinants holds in the familiar form \[ {\det}_{\mathcal{H}} ((I_{\mathcal{H}} - A)…
The discretization of certain integral equations, e.g., the first-kind Fredholm equation of Laplace's equation, leads to symmetric positive-definite linear systems, where the coefficient matrix is dense and often ill-conditioned. We…
The aim of this paper is to prove a general Lebesgue decomposition theorem for positive operators on so-called anti-dual pairs, following the iterative approach introduced by Arlinskii. This procedure and the resulting theorem encompass…
Cholesky factorization provides photonic lattices that are the isospectral partners or the square root of other arrays of coupled waveguides. The procedure is similar to that used in supersymmetric quantum mechanics. However, Cholesky…
We define lower triangular tensors, and show that all diagonal entries of such a tensor are eigenvalues of that tensor. We then define lower triangular sub-symmetric tensors, and show that the number of independent entries of a lower…
Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form (phi(x) psi(y) - psi(x) phi(y))/x-y. This paper is concerned with the Fredholm determinants of…
In this paper, Bernstein piecewise polynomials are used to solve the integral equations numerically. A matrix formulation is given for a non-singular linear Fredholm Integral Equation by the technique of Galerkin method. In the Galerkin…
We propose a Cholesky factor parameterization of correlation matrices that facilitates a priori restrictions on the correlation matrix. It is a smooth and differentiable transform that allows additional boundary constraints on the…
We derive an identity for the determinant of the sum of two $n\times n$ matrices, $A$ and $B$, whose entries are defined via contour integrals. Specifically, we consider $A(i,j)=\frac{1}{2\pi\mathrm{i}}\oint_0…
The Fredholm determinants of a special class of integral operators K supported on the union of m curve segments in the complex plane are shown to be the tau-functions of an isomonodromic family of meromorphic covariant derivative operators…
Evaluating the log determinant of a positive definite matrix is ubiquitous in machine learning. Applications thereof range from Gaussian processes, minimum-volume ellipsoids, metric learning, kernel learning, Bayesian neural networks,…
A theorem of N. Katz \cite{Ka} p.45, states that an irreducible differential operator $L$ over a suitable differential field $k$, which has an isotypical decomposition over the algebraic closure of $k$, is a tensor product $L=M\otimes_k N$…
Let $A$ be an elliptic pseudodifferential operator of positive order on a compact closed manifold, and let $T$ be a pseudodifferential operator of negative order such that $T^m$ is of trace class. We compute $\log\det(A(I+T))-\log\det…
We provide a representation of the $C^*$-algebra generated by multidimensional integral operators with piecewise constant kernels and discrete ergodic operators. This representation allows us to find the spectrum and to construct the…