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SIAMMAX
2010
97views more  SIAMMAX 2010»
12 years 11 months ago
Krylov Subspace Methods for Linear Systems with Tensor Product Structure
The numerical solution of linear systems with certain tensor product structures is considered. Such structures arise, for example, from the finite element discretization of a line...
Daniel Kressner, Christine Tobler
SIAMMAX
2010
88views more  SIAMMAX 2010»
12 years 11 months ago
Schur Decompositions of a Matrix and the Boundary of Its Pseudospectrum
Abstract. We discuss the notion of irreducible block Schur decomposition of a complex square matrix and show how such a decomposition provides information about singularities in th...
Lyonell Boulton, Peter Lancaster
SIAMMAX
2010
82views more  SIAMMAX 2010»
12 years 11 months ago
Preconditioning Stochastic Galerkin Saddle Point Systems
Catherine Elizabeth Powell, Elisabeth Ullmann
SIAMMAX
2010
98views more  SIAMMAX 2010»
12 years 11 months ago
Improved Balanced Incomplete Factorization
In this paper we improve the BIF algorithm which computes simultaneously the LU factors (direct factors) of a given matrix, and their inverses (inverse factors). This algorithm was...
Rafael Bru, José Marín, José ...
SIAMMAX
2010
74views more  SIAMMAX 2010»
12 years 11 months ago
Structured Pseudospectra and the Condition of a Nonderogatory Eigenvalue
Let be a nonderogatory eigenvalue of A Cn
Michael Karow
SIAMMAX
2010
110views more  SIAMMAX 2010»
12 years 11 months ago
Direction-Preserving and Schur-Monotonic Semiseparable Approximations of Symmetric Positive Definite Matrices
For a given symmetric positive definite matrix A RN
Ming Gu, Xiaoye S. Li, Panayot S. Vassilevski
SIAMMAX
2010
125views more  SIAMMAX 2010»
12 years 11 months ago
Computing a Nearest Correlation Matrix with Factor Structure
Rüdiger Borsdorf, Nicholas J. Higham, Marcos ...
SIAMMAX
2010
84views more  SIAMMAX 2010»
12 years 11 months ago
Smoothed Analysis of Moore-Penrose Inversion
Abstract. We perform a smoothed analysis of the condition number of rectangular matrices. We prove that, asymptotically, the expected value of this condition number depends only of...
Peter Bürgisser, Felipe Cucker
SIAMMAX
2010
104views more  SIAMMAX 2010»
12 years 11 months ago
The Legendre-Fenchel Conjugate of the Product of Two Positive Definite Quadratic Forms
It is well-known that the Legendre-Fenchel conjugate of a positive definite quadratic form can be explicitly expressed as another positive definite quadratic form, and that the con...
Yun-Bin Zhao
SIAMMAX
2010
189views more  SIAMMAX 2010»
12 years 11 months ago
Fast Algorithms for the Generalized Foley-Sammon Discriminant Analysis
Linear Discriminant Analysis (LDA) is one of the most popular approaches for feature extraction and dimension reduction to overcome the curse of the dimensionality of the high-dime...
Lei-Hong Zhang, Li-Zhi Liao, Michael K. Ng