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» On Constrained Sparse Matrix Factorization
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TOMS
2011
84views more  TOMS 2011»
14 years 4 months ago
A Supernodal Approach to Incomplete LU Factorization with Partial Pivoting
We present a new supernode-based incomplete LU factorization method to construct a preconditioner for solving sparse linear systems with iterative methods. The new algorithm is pr...
Xiaoye S. Li, Meiyue Shao
ICML
2008
IEEE
15 years 10 months ago
Expectation-maximization for sparse and non-negative PCA
We study the problem of finding the dominant eigenvector of the sample covariance matrix, under additional constraints on the vector: a cardinality constraint limits the number of...
Christian D. Sigg, Joachim M. Buhmann
TROB
2008
123views more  TROB 2008»
14 years 9 months ago
iSAM: Incremental Smoothing and Mapping
We present incremental smoothing and mapping (iSAM), a novel approach to the simultaneous localization and mapping problem that is based on fast incremental matrix factorization. i...
Michael Kaess, Ananth Ranganathan, Frank Dellaert
ICA
2007
Springer
15 years 4 months ago
Two Improved Sparse Decomposition Methods for Blind Source Separation
In underdetermined blind source separation problems, it is common practice to exploit the underlying sparsity of the sources for demixing. In this work, we propose two sparse decom...
B. Vikrham Gowreesunker, Ahmed H. Tewfik
CORR
2007
Springer
167views Education» more  CORR 2007»
14 years 9 months ago
Optimal Solutions for Sparse Principal Component Analysis
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonze...
Alexandre d'Aspremont, Francis R. Bach, Laurent El...