Questions on the various algorithms used in linear algebra computations (matrix computations).

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101 views

How to solve Rayleigh Quotient type problem?

How to solve Rayleigh Quotient type problem? $$\max (w+w_0)^tC(w+w_0) \text{ s.t. } w'w=1,$$ where $w_0$ is given. Thank you!
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56 views

formulas for exact values of singular values in low dimension?

Are there formulas for the singular values of a real matrix in low dimension, i.e. for a $2 \times 2$ matrix or a $2 \times 3$ matrix? Any comment is welcome.
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158 views

The fastest algorithm of computing Principal eigenvector of a non-negative-entries matrix

I am studying the QR algorithm, is it the fastest one in this situation?
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168 views

Stable and efficient projection onto subspace along another subspace

Suppose we are given the euclidean space $\mathbb R^{n+m}$ with the decompositin $\mathbb R^n = V \oplus W$, which we however do not expect to be orthogonal. Let us describe the matrix $P$ that ...
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166 views

Nonlinear least squares and polygon area

I found this paper that describes preserving the global area of a polygon given some deformation (section 5): http://www.kunzhou.net/publications/2DShape.pdf I'm trying to do something very similar. ...
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76 views

Looking for a specific paper not available electronically

not really sure that it is the right place to post, but I'll give it a go. I really would love to have a look to this technical report J.G. Lewis, Algorithms for Sparse Matrix Eigenvalue Problems, ...
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107 views

Fast simultaneous orthonormal basis computation for multiple nullspaces

Consider vectors $a_i\in R^{m\times n}$ and $B\in R^{m\times p}$, with $n +p < m$, and assume that the columns of $(A, B)$ are linearly independent. To compute an orthobasis for $\text{ker}(A)$, it ...
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490 views

Tridiagonal sparse matrix - linear equation

I have to following linear system to solve : $Ax=e_1$ where $A$ is a sparse tridiagonal matrix with the main diagonal terms $a_{ii}$ being all different, and the off-diagonal terms being each others ...
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18 views

Compute the condition number of the matrix and show for what $\Delta x$ it is singular

Given the laplacian $N \times N$ matrix \begin{align*} A=\frac{1}{(\Delta x)^2}\begin{pmatrix} 2&-1& & &\\ -1&2&-1& &\\ &\ddots&\ddots&\ddots&\\ ...
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9 views

Determinants using Row Reduction replacement

I am aware replacement does not affect the value of determinant when doing a row reduction. However, I realised there isn't a good explanation on how to handle different forms of replacement when ...
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20 views

Given a triangular matrix $T$, can we find an upper bound for $\| |T^{-1}||T|\|$?

Given a triangular matrix $T$, can we find an upper bound for $\| |T^{-1}||T|\|$, where $|T| =|[T_{ij}]| = [|T_{ij}|]$ ?
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10 views

Error estimate in iterative refinement for solving a linear system

The iterative refinement can be illustrated as follows: given an approximate solution $\hat{x}$ of the system $Ax = b$, at the $n^{th}$ step of the refinement, $r = b- A\hat{x}^{(n)}$, Solve ...
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25 views

In practice what is (modified) Gram Schmidt used for?

Modified Gram-Schmidt is known to be numerically less stable than methods like Householder orthogonalization and also not quite as fast at approximately $2mn^2$ flops. So in practice do we ever use ...
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26 views

Finding eigenvectors of the Laplacian operator

I am running some finite-element software on Matlab that generates solutions to the diffusion equation over a punctured, rectangular domain. This is the same as the $k \times k$ matrix system ...
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35 views

What are useful mappings (operators) in image reconstruction

I'd like to ask the technician mates to provide some information regarding mappings and image reconstruction operators. Please, if possible, provide some articles and helpful discussions about useful ...
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11 views

SVD of Cholesky Factor

I am working through the book Fundamentals of Matrix Computations by David Watkins, and I ran into this one and it's stumping me. In my head, I understand the basic premise of it. However, I can't ...
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12 views

SVD Transpose Equations

$$Av_i= \begin{cases} \sigma_iu_i & i = 1, \ldots , r \\ 0 & i = r+1, \ldots , m \end{cases}$$ $$A^Tu_i= \begin{cases} \sigma_iv_i & i = 1, \ldots , r \\ 0 & i = r+1, \ldots , m ...
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17 views

question about dimensions.

$A\in\mathbb{R}^{n\times n}$, when solving $Ax=b$ numerically in projection method, we approximate the exact solution $x^*$ by $y$ in the subspace $K$ which has the dimension $m$. my textbook said ...
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20 views

Applications of Khatri-Rao matrices

I'm interested in what applications there are for Khatri-Rao matrices, and in particular for solving linear systems of equations involving Khatri-Rao matrices. A Khatri-Rao matrix is a block matrix ...
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16 views

Why does biconjugate gradient (BiCG) work for nonsymmetric matrices?

After looking through the derivation of CG, I understand why it requires the coefficient matrix $A$ to be symmetric, since the property is used to produce a short recurrence relation for the ...
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26 views

Simplifying matrix expressions with LU decomposition?

If $A, B, C$ are $n \times n$ matrices, with $B$ and $C$ nonsingular, and $b$ is a vector of size $n$, how could one determine $$x = B^{-1}(2A + I)(C^{−1} + A)b?$$ I assume the solution has to do with ...
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27 views

Is $ \| \sum_{i \in [k]} \otimes^3 v_i - T \|_F^2 + \theta \| \sum_{i \in [k]} \otimes^3 v_i \|_F^2$ convex?

I am trying to find the minima of the following equation with respect to $v_i$, $i \in [k]$, to solve an optimization problem but I can't manage to make (stochastic or not stochastic, neither of them) ...
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48 views

Prove Norm Theorems

I have the following as given: Let $A \in C^{m\times m}$. Then: 1) $$\lVert A\rVert_1 =\sup_{v\in C^m \setminus\{0\} }{\lVert A_v\rVert_1 \over \lVert v\rVert_1} = \max_{j} \sum_i |a_{ij}|$$ How can ...
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15 views

Minimising two interdependent equations with least squares regression.

Originally, I had a set of points in three dimensional space that I was fitting using linear regression. So my model is $$Y = \alpha A+ \beta B$$ where $Y = \{y_i\}$ is the dependent variable, and ...
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12 views

matrix optimization problem techniques

I'm looking for some resources on learning techniques commonly used in matrix optimization. For example, minimization of the Frobenius/nuclear/weighted norm of a function of a matrix subject to ...
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44 views

Beginner Linear Algebra 1 equation with 3 variables

I do not understand what to put into the remaining values. I tried to solve for the y and z like I did for the x, but the system is telling me that is incorrect. Some help would be appreciated
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25 views

Computing a new inverse given information from an earlier inverse:

Suppose I have linearly independent set of vectors $v_1 ... v_k \in \mathbb{R}^{k}$. I can let $B = [v_1 ... v_k]$ and by applying Gaussian elimination on the matrix $$ [ B \ I_k] $$ I end up ...
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30 views

Hilbert Matrix, Gaussian Elimination with varying pivot strategies, and computation error.

I'm doing a project for my Numerical Analysis class about computational error related to Gaussian elimination, gaussian elimination with partial pivoting, and gaussian elimination with scaled partial ...
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23 views

Matrix approximation

How to solve numerically for non-negative full-rank matrices $P$ and $E$ with the following constraints? $Y$ is a known non-negative matrix with $G$ rows and $N$ columns, $G > N$ 1) ...
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26 views

Cholesky update of $A'A+\gamma I$

Let $A$ be such that $A'A$ is positive definite and admits the Cholesky factorisation $$ A'A = LL' $$ Let us append a column-vector $c$ in $A$ and define $$\bar{A}=\begin{bmatrix}A & ...
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55 views

Sum of squares of eigenvalues

Let $\Lambda(A)$ be the sequence of eigenvalues including repeated eigenvalues, if there exist. Show that $$\inf_{X\mbox{ not singular }} \lVert X^{-1}AX\rVert_F^2=\sum_{\lambda\in \Lambda(A)} ...
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31 views

Inverted pendelum Matrix numerical derivative

Here I've written a dynamic function as : ...
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40 views

Way to verify a least-squares solution without actually solving for $x$ and $y$?

I just found the least squares solution of the system $\mathbf{x}A = \mathbf{b} = \begin{pmatrix} x & y \end{pmatrix}\begin{pmatrix} 3 & 2 & 1 \\ 2 & 3 & 2\end{pmatrix} = ...
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43 views

roots of Padé approximating polynomials to the exponential function

I need to obtain (numerically) the roots of the denominator in the Padé approximation to the exponential function $e^{-x}$, in Python. I can calculate its coefficients in closed form (see below). But ...
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33 views

Find a symmetric matrix of minimal Frobenius norm

Let $A\in \mathbb{R}^{n\times n}$ be a symmetric matrix, And let $$x\in \mathbb{R}^n$$ be such that $\lVert Ax-b\rVert_2 = \min_{z\in \mathbb{R}^n} \lVert Az-b\rVert_2$. Show how to calculate a ...
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27 views

Handling large exponents in a matrix

I have four quantities stemming from a 4th order differential equation. I can represent these as a vector which is a product of a 4X4 matrix $$ M=\left\{v,\frac{\partial v}{\partial x},\frac{\partial ...
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19 views

Cutting an Orthonormal Basis

I have constructed an orthonormal basis $\{\mathbf{q_1},\dots,\mathbf{q_n}\}$ for a Krylov set $\mathcal{S}_n(A,\mathbf{x})= \text{span}\{\mathbf{x},A\mathbf{x},\dots,A^{n-1}\mathbf{x}\}$ with ...
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25 views

Relation of the upper triangular factor and the original matrix

Suppose $$PA = LU$$ is the LU factorization(exact) of the square real matrix A, L is the unit lower triangular matrix. Is there a way to determine the relation between the norm of $U$ and the norm ...
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26 views

Why does the Lanczos algorithm make an orthonormal basis for the Krylov subspace?

Starting with a $v_0$= $b_0$=0 and a symmetric positive definite matrix A. Why does the following algorithm forms an orthonormal basis span{$v_1$,$v_2$,...,$v_n$} for $K_n$(A,$v_1$)? for k=1,...,n-1 ...
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58 views

Damped Iteration

For splitting $A = M-P$ a damped iteration with damping factor $\gamma <1$ and scalar $\omega$ is $$x^{k+1} = x^{k} +\gamma M^{-1}r^{k}$$ where $$r^{k} = b-Ax^{k}$$ $$M =\frac{1}{\omega }I $$ $$P = ...
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25 views

Preconditioning for Jacobi Method without effect

Show that the following scaling doesn't affect the spectral radius of the Jacobi method iteration matrix $T_{J} = -D^{-1}(L+U)$. $\tilde A=D^{-1 /2}AD^{-1 /2}$, where $D = ...
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4 views

how to calculate spectrum of a large collumn stochastic matrix

Okay, I have a collumn stochastic matrix of order $280\times 280$, the entries are given in an url in some webpage in row format. I need to find all the eigen values and eigen vector corresponding to ...
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40 views

what's the difference between Eisenstat trick and an implicit preconditioner?

Assume ${A}$ is Hermitian positive definite and $\hat A$=$D^{-1/2}$$A$$D^{-1/2}$ is to obtain a symmetric variant. and $M$=($L_{A}$+$D$)$D^{-1}$($D$+$U_{A}$) where $D$ is a suitable diagonal matrix ...
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28 views

Square-root of a matrix which arise from truncating a matrix which has a square-root

I have this covariance matrix $A$ which has a symmetric Toeplitz structure. \begin{equation} A = \left[ \begin{array}{cccccccc} c_0 & c_1 & c_2 & \cdots & c_{n-1} & c_{n} \\ c_1 ...
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21 views

Permutation of the posson equation

I have the poisson matrix A, I want to reduce it to the following block matrix: $$ A=\begin{bmatrix} A_{11} & A{12} \\ A_{21} & A_{22} \end{bmatrix} $$, where $A_{11}$ and $A_{22}$ are ...
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14 views

Inverse power method - how to decide which $\alpha$ to be used?

Inverse power method - how to decide which $\alpha$ to be used ? I've learnt who inverse power method run, but I don't know how to choose the $\alpha$ $y=(A-\alpha I)^{-1}u_k $ the $\alpha$ here
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18 views

Prove $\left \| f-L_{k}^{s}f \right \|_{2} = min_{q \epsilon V_{k} }\left \| f-q \right \|_{2} $

Let q be arbitrary and consider the quadratic function of t defined by: $\phi (t)=\left \| f-L_{n}^{s}f+tq \right \|_{2}^{2}$ Note: $L_{k}^{s}f = \sum_{i=1}^{k}(f,p^{i})p^{i}$ for $i = 1,...,k$ ...
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23 views

How to compute the Jacobi matrix (tridiagonal matrix) of a polynomial with a recurrence relationship?

I am looking at Trefethen & Bau Exercise 37.1: I have two normalizations of the Legendre polynomials with corresponding recurrence relations: (1) $P_n(1)=1$ which follows $P_n(x) = \frac{2n-1}{n} ...
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27 views

SVM optimisation problem, finding w

I am finding it difficult to find the value for vector w (weight) for the optimization problem which is: $\min \{ (1/2) * w^T * w : y(i) * w^T * x(i) > 0, \ i = 1,\dots,m\}.$ Can someone ...
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13 views

Let a and $a_1,…,a_m$ be given vectors i n $\mathbb R^n$ .

Show that two statement are equivalent. (a) For all x ≥ 0 , we have $a'x≤ max a'_i􀂂x.$ (b) There exist nonnegative coefficients $b_i$ that sum to 1 and such that $a \le \sum_{i=1}^m b_i a_i $ can ...