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Feb
24
comment Fastest way to solve linear system with block symmetric banded/Toeplitz matrix
Updated permuted matrix posted.
Feb
24
revised Fastest way to solve linear system with block symmetric banded/Toeplitz matrix
Applied first-step suggestion
Feb
24
comment Fastest way to solve linear system with block symmetric banded/Toeplitz matrix
Oh, I see. I was looking at the wrong level of granularity. So if we treat the overall matrix as being a $2\times2$ block diagonal matrix then this will always be valid for my case. I will post the updated matrix example.
Feb
24
awarded  Commentator
Feb
24
comment Fastest way to solve linear system with block symmetric banded/Toeplitz matrix
Looks like the Cuthill-McKee algorithm will not work for me, as my $A$ blocks are not necessarily square. For instance, in the example above the first block is $5\times15$.
Feb
24
asked Fastest way to solve linear system with block symmetric banded/Toeplitz matrix
Sep
18
awarded  Popular Question
May
15
awarded  Popular Question
Apr
21
awarded  Tumbleweed
Nov
6
accepted Psuedo-inverse of block low-rank, symmetric matrix?
Nov
6
comment Psuedo-inverse of block low-rank, symmetric matrix?
Great! And would this approach still hold if the diagonal blocks were rank-1 plus a diagonal matrix?
Nov
6
comment Psuedo-inverse of block low-rank, symmetric matrix?
Is it possible to compute the Householder reflections in linear time or are they more expensive? It seems like that's the only potentially-costly part of this approach and I'm not finding any references for the complexity of computing them.
Nov
6
asked Psuedo-inverse of block low-rank, symmetric matrix?
Jul
2
awarded  Curious
May
5
comment Bayesian learning
Yep. I was confusing the problem with another problem that I was working on. This is just a straight-forward application of Bayes rule.
May
5
accepted Bayesian learning
May
3
revised Bayesian learning
deleted 2 characters in body
May
3
asked Bayesian learning
Mar
10
revised Understanding Blackwell's Approachability Theorem
deleted 3 characters in body
Mar
10
revised Understanding Blackwell's Approachability Theorem
added 4 characters in body