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SIAMMAX
2010
104views more  SIAMMAX 2010»
12 years 11 months ago
Rigorous Perturbation Bounds of Some Matrix Factorizations
This article presents rigorous normwise perturbation bounds for the Cholesky, LU and QR factorizations with normwise or componentwise perturbations in the given matrix. The conside...
Xiao-Wen Chang, Damien Stehlé
SIAMMAX
2010
111views more  SIAMMAX 2010»
12 years 11 months ago
Stochastic Galerkin Matrices
We investigate the structural, spectral, and sparsity properties of Stochastic Galerkin matrices as they arise in the discretization of linear differential equations with random co...
Oliver G. Ernst, Elisabeth Ullmann
SIAMMAX
2010
105views more  SIAMMAX 2010»
12 years 11 months ago
Construction of Covariance Matrices with a Specified Discrepancy Function Minimizer, with Application to Factor Analysis
The main goal of this paper is to develop a numerical procedure for construction of covariance matrices such that for a given covariance structural model and a discrepancy function...
So Yeon Chun, A. Shapiro
SIAMMAX
2010
113views more  SIAMMAX 2010»
12 years 11 months ago
Approximate Nullspace Iterations for KKT Systems
The aim of the paper is to provide a theoretical basis for approximate reduced SQP methods. In contrast to inexact reduced SQP methods, the forward and the adjoint problem accuraci...
Kazufumi Ito, Karl Kunisch, Volker Schulz, Ilia Gh...
SIAMMAX
2010
116views more  SIAMMAX 2010»
12 years 11 months ago
Acquired Clustering Properties and Solution of Certain Saddle Point Systems
Many mathematical models involve flow equations characterized by nonconstant viscosity, and a Stokes type problem with variable viscosity coefficient arises. Appropriate block diag...
M. A. Olshanskii, V. Simoncini
SIAMMAX
2010
123views more  SIAMMAX 2010»
12 years 11 months ago
Joint Spectral Characteristics of Matrices: A Conic Programming Approach
We propose a new approach to estimate the joint spectral radius and the joint spectral subradius of an arbitrary set of matrices. We first restrict our attention to matrices that ...
Vladimir Protasov, Raphaël M. Jungers, Vincen...
SIAMMAX
2010
88views more  SIAMMAX 2010»
12 years 11 months ago
Fiedler Companion Linearizations and the Recovery of Minimal Indices
Fernando de Terán, Froilán M. Dopico...
SIAMMAX
2010
224views more  SIAMMAX 2010»
12 years 11 months ago
Robust Approximate Cholesky Factorization of Rank-Structured Symmetric Positive Definite Matrices
Abstract. Given a symmetric positive definite matrix A, we compute a structured approximate Cholesky factorization A RT R up to any desired accuracy, where R is an upper triangula...
Jianlin Xia, Ming Gu
SIAMMAX
2010
164views more  SIAMMAX 2010»
12 years 11 months ago
Uniqueness of Low-Rank Matrix Completion by Rigidity Theory
The problem of completing a low-rank matrix from a subset of its entries is often encountered in the analysis of incomplete data sets exhibiting an underlying factor model with app...
Amit Singer, Mihai Cucuringu
SIAMMAX
2010
103views more  SIAMMAX 2010»
12 years 11 months ago
On Chebyshev Polynomials of Matrices
The mth Chebyshev polynomial of a square matrix A is the monic polynomial that minimizes the matrix 2-norm of p(A) over all monic polynomials p(z) of degree m. This polynomial is u...
Vance Faber, Jörg Liesen, Petr Tichý