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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
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
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 $5\times15$.
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.
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.
Jan
19
comment Analytically solving (calculating Nash equilibrium for) 3-player extensive form games
It's fixed at 1 bet.
Jan
13
comment Mixed Strategy Nash Equilibrium of Rock Paper Scissors with 3 players?
I suppose it was the most intuitive payoff matrix to me. It's similar to poker, where you have a single pot and draws result in split pots.
Jan
13
comment Mixed Strategy Nash Equilibrium of Rock Paper Scissors with 3 players?
I've added the payoff matrices that I'm thinking about.
Oct
31
comment Are all polytopes also convex hulls?
That was it! Thanks!
Oct
31
comment Are all polytopes also convex hulls?
I'm specifically referring to polytopes created from a combination of half spaces.