Results 21 to 30 of about 1,108 (78)
Block Tridiagonal Reduction of Perturbed Normal and Rank Structured Matrices [PDF]
, 2013 It is well known that if a matrix $A\in\mathbb C^{n\times n}$ solves the matrix equation $f(A,A^H)=0$, where $f(x, y)$ is a linear bivariate polynomial, then $A$ is normal; $A$ and $A^H$ can be simultaneously reduced in a finite number of operations to ...
Bevilacqua, Roberto +2 more
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One-site density matrix renormalization group and alternating minimum energy algorithm
, 2013 Given in the title are two algorithms to compute the extreme eigenstate of a high-dimensional Hermitian matrix using the tensor train (TT) / matrix product states (MPS) representation.
E. Jeckelmann +7 more
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Computing the smallest singular triplets of a large matrix
Results in Applied Mathematics, 2019 In this paper we present a new type of restarted Krylov methods for calculating the smallest singular triplets of a large sparse matrix, A. The new framework avoids the Lanczos bidiagonalization process and the use of polynomial filtering.
Achiya Dax
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Shrinkage Function And Its Applications In Matrix Approximation
, 2017 The shrinkage function is widely used in matrix low-rank approximation, compressive sensing, and statistical estimation. In this article, an elementary derivation of the shrinkage function is given. In addition, applications of the shrinkage function are
Boas, Toby +4 more
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THE HYPERBOLIC QUADRATIC EIGENVALUE PROBLEM
Forum of Mathematics, Sigma, 2015 The hyperbolic quadratic eigenvalue problem (HQEP) was shown to admit Courant–Fischer type min–max principles in 1955 by Duffin and Cauchy type interlacing inequalities in 2010 by Veselić.
XIN LIANG, REN-CANG LI
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A note on certain ergodicity coeflcients
Special Matrices, 2015 We investigate two ergodicity coefficients ɸ ∥∥ and τn−1, originally introduced to bound the subdominant eigenvalues of nonnegative matrices. The former has been generalized to complex matrices in recent years and several properties for such generalized ...
Tudisco Francesco
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Variable-step finite difference schemes for the solution of Sturm-Liouville problems
, 2014 We discuss the solution of regular and singular Sturm-Liouville problems by means of High Order Finite Difference Schemes. We describe a code to define a discrete problem and its numerical solution by means of linear algebra techniques.
Amodio, Pierluigi, Settanni, Giuseppina
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The smallest singular value anomaly: The reasons behind sharp anomaly
Special MatricesLet AA be an arbitrary matrix in which the number of rows, mm, is considerably larger than the number of columns, nn. Let the submatrix Ai,i=1,…,m{A}_{i},\hspace{0.33em}i=1,\ldots ,m, be composed from the first ii rows of AA, and let βi{\beta }_{i ...
Dax Achiya
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Convergence of a Second Order Markov Chain
, 2013 In this paper, we consider convergence properties of a second order Markov chain. Similar to a column stochastic matrix is associated to a Markov chain, a so called {\em transition probability tensor} $P$ of order 3 and dimension $n$ is associated to a ...
Hu, Shenglong, Qi, Liqun
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Block diagonalization of (p, q)-tridiagonal matrices
Special MatricesIn this article, we study the block diagonalization of (p,q)\left(p,q)-tridiagonal matrices and derive closed-form expressions for the number and structure of diagonal blocks as functions of the parameters pp, qq, and nn. This reduction enables efficient
Manjunath Hariprasad
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