相关论文: Cholesky decomposition for symmetric matrices over…
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…
A new algorithm to approximate Hermitian matrices by positive semidefinite Hermitian matrices based on modified Cholesky decompositions is presented. In contrast to existing algorithms, this algorithm allows to specify bounds on the…
Matrices with off-diagonal decay appear in a variety of fields in mathematics and in numerous applications, such as signal processing, statistics, communications engineering, condensed matter physics, and quantum chemistry. Numerical…
Fixman's work in 1974 and the follow-up studies have developed a method that can factorize the inverse of mass matrix into an arithmetic combination of three sparse matrices---one of them is positive definite and need to be further…
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…
The question of when zeros (i.e., sparsity) in a positive definite matrix $A$ are preserved in its Cholesky decomposition, and vice versa, was addressed by Paulsen et al. in the Journal of Functional Analysis (85, pp151-178). In particular,…
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…
Incomplete factorizations have long been popular general-purpose algebraic preconditioners for solving large sparse linear systems of equations. Guaranteeing the factorization is breakdown free while computing a high quality preconditioner…
A square, upper-triangular matrix $U$ is a Cholesky root of a matrix $M$ provided $U^*U=M$, where $\cdot^*$ represents the conjugate transpose when working over the complex field and $U^*=U^T$ over the reals and finite fields. In this…
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…
We prove that over a commutative semiring every symmetric strongly invertible matrix with nonnegative numerical range has a Cholesky decomposition.
In this article, an efficient numerical method for computing both the matrix exponential and a finite horizon controllability Gramian in Cholesky-factored form is proposed. The method is applicable to general dense matrices of moderate size…
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…
We consider the problem of writing an arbitrary symmetric matrix as the difference of two positive semidefinite matrices. We start with simple ideas such as eigenvalue decomposition. Then, we develop a simple adaptation of the Cholesky that…
In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered…
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…
We observe that there is an equivalence between the singularity category of an affine complete intersection and the homotopy category of matrix factorizations over a related scheme. This relies in part on a theorem of Orlov. Using this…
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…
Matrix factorizations are among the most important building blocks of scientific computing. State-of-the-art libraries, however, are not communication-optimal, underutilizing current parallel architectures. We present novel algorithms for…
LU and Cholesky matrix factorization algorithms are core subroutines used to solve systems of linear equations (SLEs) encountered while solving an optimization problem. Standard factorization algorithms are highly efficient but remain…