相关论文: Routines for the diagonalization of complex matric…

We study the perturbative power-series expansions of the eigenvalues and eigenvectors of a general tridiagonal (Jacobi) matrix of dimension d. The(small) expansion parameters are being the entries of the two diagonals of length d-1…

The Jacobi ensemble is one of the classical ensembles of random matrix theory. Prominent in applications are properties of the eigenvalues at the spectrum edge, specifically the distribution of the largest (e.g. Roy's largest root test in…

In this pedagogical article, we present a simple direct matrix method for analytically computing the Jacobian of nonlinear algebraic equations that arise from the discretization of nonlinear integro-differential equations. The method is…

Recent developments in optimization theory have extended some traditional algorithms for least-squares optimization of real-valued functions (Gauss-Newton, Levenberg-Marquardt, etc.) into the domain of complex functions of a complex…

We begin by showing that any $n \times n$ matrix can be decomposed into a sum of $n$ circulant matrices with periodic relaxations on the unit circle. This decomposition is orthogonal with respect to a Frobenius inner product, allowing…

The multi-indexed Jacobi polynomials are the main part of the eigenfunctions of exactly solvable quantum mechanical systems obtained by certain deformations of the P\"oschl-Teller potential (Odake-Sasaki). By fine-tuning the parameter(s) of…

In this paper we will provide a new operatorial counterpart of the path-integral formalism of classical mechanics developed in recent years. We call it new because the Jacobi fields and forms will be realized via finite dimensional…

The ability to decompose a signal in an orthonormal basis (a set of orthogonal components, each normalized to have unit length) using a fast numerical procedure rests at the heart of many signal processing methods and applications. The…

In this work we describe an efficient implementation of a hierarchy of algorithms for the decomposition of dense matrices over the field with two elements (GF(2)). Matrix decomposition is an essential building block for solving dense…

Quantization algorithms have been successfully adopted to option pricing in finance thanks to the high convergence rate of the numerical approximation. In particular, very recently, recursive marginal quantization has been proven to be a…

In this note, we present an algorithm that yields many new methods for constructing doubly stochastic and symmetric doubly stochastic matrices for the inverse eigenvalue problem. In addition, we introduce new open problems in this area that…

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

We propose a new method for computing the eigenvalue decomposition of a dense real normal matrix $A$ through the decomposition of its skew-symmetric part. The method relies on algorithms that are known to be efficiently implemented, such as…

Two families of certain nonsymmetric generalized Jacobi polynomials with negative integer indexes are used for solving third- and fifth-order two point boundary value problems subject to homogeneous and nonhomogeneous boundary conditions…

The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

A matrix approach to continuous iteration is proposed for general formal series. It leads, in particular, to an order{to{order iteration of the exponential function, and consequently to an algorithmic approach to tetration. Lower{order…

By using the Hadamard matrix product concept, this paper introduces two generalized matrix formulation forms of numerical analogue of nonlinear differential operators. The SJT matrix-vector product approach is found to be a simple,…

In this paper we consider disjoint decomposition of algebraic and non-linear partial differential systems of equations and inequations into so-called simple subsystems. We exploit Thomas decomposition ideas and develop them into a new…

A new iterative method for non-LTE multilevel polarized radiative transfer in hydrogen lines is presented. Iterative methods (such as the Jacobi method) tend to damp out high-frequency components of the error fast, but converges poorly due…