Results 51 to 60 of about 256,417 (191)
A constructive bandwidth reduction algorithm—A variant of GPS algorithm
In this paper, a new viable bandwidth reduction algorithm for reducing the bandwidth of sparse symmetric matrices, is described. The proposed algorithm provides a reliable procedure to reduce the bandwidth and can easily be applied to the sparse ...
L. Jones Tarcius Doss, P. Arathi
doaj +1 more source
RedisGraph GraphBLAS Enabled Graph Database
RedisGraph is a Redis module developed by Redis Labs to add graph database functionality to the Redis database. RedisGraph represents connected data as adjacency matrices.
Cailliau, Pieter +6 more
core +1 more source
Spectra of sparse random matrices [PDF]
22 papges, 8 figures (one on graph-Laplacians added), one reference added, some typos ...
openaire +3 more sources
Robust sparse recovery with sparse Bernoulli matrices via expanders
Sparse binary matrices are of great interest in the field of sparse recovery, nonnegative compressed sensing, statistics in networks, and theoretical computer science. This class of matrices makes it possible to perform signal recovery with lower storage costs and faster decoding algorithms.
openaire +3 more sources
Matrix Depot: an extensible test matrix collection for Julia [PDF]
Matrix Depot is a Julia software package that provides easy access to a large and diverse collection of test matrices. Its novelty is threefold. First, it is extensible by the user, and so can be adapted to include the user’s own test problems.
Weijian Zhang, Nicholas J. Higham
doaj +2 more sources
Parallel structurally-symmetric sparse matrix-vector products on multi-core processors
We consider the problem of developing an efficient multi-threaded implementation of the matrix-vector multiplication algorithm for sparse matrices with structural symmetry.
Ainsworth Jr., George O. +2 more
core +1 more source
bspcov: An R Package for Bayesian sparse covariance matrix estimation
The bspcov R package provides a Bayesian inference for covariance matrices. The bspcov is developed to aid in research that involves estimating constrained covariance matrices by enabling the use of state-of-the-art Bayesian inference methods.
Kyeongwon Lee +3 more
doaj +1 more source
This paper considers the problem of recovering an unknown sparse p\times p matrix X from an m\times m matrix Y=AXB^T, where A and B are known m \times p matrices with m << p. The main result shows that there exist constructions of the "sketching" matrices A and B so that even if X has O(p) non-zeros, it can be recovered exactly and efficiently ...
Dasarathy, Gautam +3 more
openaire +2 more sources
Sparse Approximate Inverses and Target Matrices [PDF]
Summary: If \(P\) has a prescribed sparsity and minimizes the Frobenius norm \(|I-PA|_{F}\), it is called a sparse approximate inverse of \(A\). It is well known that the computation of such a matrix \(P\) is via the solution of independent linear least squares problems for the rows separately (and therefore in parallel).
Holland, R, Wathen, A, Shaw, G
openaire +2 more sources
Good Pivots for Small Sparse Matrices [PDF]
11 ...
Manuel Kauers, Jakob Moosbauer
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