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1answer
43 views

Matrix completion: supplementary questions

Continuation of the question here, what is going to happen if we change the some of the conditions. I write it as a quote from here and change the appropriate places which are underlined: I need ...
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1answer
91 views

Matrix completion

I need to find an algorithm (if exists) of the following matrix completion problem. I need to construct $n^2$ positive semi-definite matrices, say $\{P_i\}_{i=1}^n$. Entries of these matrices are ...
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0answers
48 views

Solving an overdetermined system of inequalities using null-space arguments

The solutions to a linear system of equations: $$A\cdot x = b$$ (where $x$ is a $(n\times 1)$ column vector, $b$ is a $(m\times 1)$ column vector and $A$ is $(m\times n)$ matrix) can all be ...
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1answer
142 views

Given two sets of vectors, how do I find a change of basis that will convert one set to another?

Given two sets of dimension $n$ vectors $\lbrace v_1 , v_2 , \ldots , v_m \rbrace$, $\lbrace u_1, u_2, \ldots , u_m \rbrace$, where $m > n$, is there a computational method (in particular, using ...
1
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0answers
83 views

Calculation of stopping condition for Conjugate Gradient

I am a person with programming background and need some math help. I am looking at the source code for an implementation of the Conjugate Gradient iterative solver ...
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1answer
81 views

more matrix inversion

Related to a previous question: Suppose I want to invert a (sparse) matrix written in block form as \begin{array}{cccc} A_{11} & A_{12} & \ldots & A_{1n}\\ A_{21} & A_{22} & & ...
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2answers
98 views

efficient matrix inversion problem

So I'm trying to invert a matrix of the $\begin{pmatrix} A & B \\ C & D \end{pmatrix}$ where $A$ and $D$ are square, $D$ is much larger than $A$, and $D$ is diagonal. $A$ $B$ and $C$ have no ...