Results 71 to 80 of about 442,498 (206)

Bidiagonalization of (k, k + 1)-tridiagonal matrices

open access: yesSpecial Matrices, 2019
In this paper,we present the bidiagonalization of n-by-n (k, k+1)-tridiagonal matriceswhen n < 2k. Moreover,we show that the determinant of an n-by-n (k, k+1)-tridiagonal matrix is the product of the diagonal elements and the eigenvalues of the matrix ...
Takahira S., Sogabe T., Usuda T.S.
doaj   +1 more source

Spectral Analysis of Block Diagonally Preconditioned Multiple Saddle‐Point Matrices With Inexact Schur Complements

open access: yesNumerical Linear Algebra with Applications, Volume 33, Issue 4, August 2026.
ABSTRACT We derive eigenvalue bounds for symmetric block‐tridiagonal multiple saddle‐point systems preconditioned with block‐diagonal Schur complement matrices. This analysis applies to an arbitrary number of blocks and accounts for the case where the Schur complements are approximated, generalizing the findings in [11, Bergamaschi et al., Linear ...
Marco Pilotto   +2 more
wiley   +1 more source

The Cyclic Odd-Even Reduction Method Applied in Mathematical Finance [PDF]

open access: yes
In this paper is presented a possibility to reduce execution time involved in evaluating a financial option by means finite difference scheme, using a cyclic odd-even reduction technique on a coarse-grained parallel model.coarse grained multicomputer ...
Dumitru FANACHE, Ion SMEUREANU
core  

Fast Algorithm for the Inverse Matrices of Periodic Adding Element Tridiagonal Matrices

open access: yes, 2010
Adding element tridiagonal periodic matrices have an important effect for the algorithms of solving linear systems,computing the inverses, the triangular factorization,the boundary value problems by finite difference methods, interpolation by cubic ...
Hong Ling Fan
core   +1 more source

Tridiagonal and Pentadiagonal Doubly Stochastic Matrices [PDF]

open access: yes, 2020
We provide a decomposition that is sufficient in showing when a symmetric tridiagonal matrix A is completely positive and provide examples including how one can change the initial conditions or deal with block matrices, which expands the range of ...
Plosker, Sarah   +2 more
core  

Tridiagonal and single-pair matrices and the inverse sum of two single-pair matrices [PDF]

open access: yes
A novel factorization for the sum of two single-pair matrices is established as product of lower-triangular, tridiagonal, and upper-triangular matrices, leading to semi-closed-form formulas for tridiagonal matrix inversion.
Bossu, Sebastien
core   +1 more source

Tridiagonal M-matrices whose group inverses are tridiagonal

open access: yesLinear Algebra and its Applications
This work has been partially supported by the Spanish Research Council (Ministerio de Ciencia e Innovación) under project PID2021-122501NB-I00, by the Universitat Politècnica de Catalunya under funds AGRUPS-UPC 2023 and 2024. K. Kranthi Priya is supported by an International Immersion Experience (IIE) Program and a research grant from the Office of ...
Encinas Bachiller, Andrés Marcos   +2 more
openaire   +3 more sources

The Use of Restarted Krylov Methods for Large Sparse Least Squares Problems

open access: yesNumerical Linear Algebra with Applications, Volume 33, Issue 4, August 2026.
ABSTRACT The use of restarted Krylov methods for solving large sparse linear least squares problems suffers from certain inherited difficulties. One of them arises in ill‐conditioned problems, when part of the residual vector is spanned by singular vectors that correspond to small singular values.
Achiya Dax
wiley   +1 more source

Eigenvalues of tridiagonal pseudo-Toeplitz matrices

open access: yes, 1999
In this article we determine the eigenvalues of sequences of tridiagonal matrices that contain a Toeplitz matrix in the upper left ...
Kulkarni, Devadatta   +2 more
core   +1 more source

High Relative Accuracy Computations With Covariance Matrices of Order Statistics

open access: yesMathematical Methods in the Applied Sciences, Volume 49, Issue 11, Page 11794-11810, 30 July 2026.
ABSTRACT In many statistical applications, numerical computations with covariance matrices need to be performed. The error made when performing such numerical computations increases with the condition number of the covariance matrix, which is related to the number of variables and the strength of the correlation between the variables. In a recent work,
Juan Baz   +3 more
wiley   +1 more source

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