搜索结果: 1-9 共查到“计算数学 0/1-matrices”相关记录9条 . 查询时间(0.125 秒)
Learning Low Rank Matrices from O(n) Entries
Random items matrix reconstruction matrix the stochastic matrix
2015/8/21
How many random entries of an n × nα, rank r matrix are necessary to reconstruct the matrix within an accuracy δ? We address this question in the case of a random matrix with bounded rank, whereby the...
The LASSO risk for gaussian matrices
Noisy linear observation vector image processing the matrix sequence
2015/8/20
We consider the problem of learning a coecient vector x0 2 R N from noisy linear observation y = Ax0 + w 2 R n. In many contexts (ranging from model selection to image processing) it is desirable to ...
Computation of the Smith Form for Multivariate Polynomial Matrices Using Maple
Smith Form Unimodular Equivalence Quillen-Suslin Theorem Maple
2013/1/30
In this paper we show how the transformations associated with the reduction to the Smith form of some classes of multivariate polynomial matrices are computed. Using a Maple implementation of a constr...
On the Spectra and Pseudospectra of a Class of Non-Self-Adjoint Random Matrices and Operators
Pseudospectra Non-Self-Adjoint Random Matrices Operators
2011/8/22
Abstract: In this paper we develop and apply methods for the spectral analysis of non-self-adjoint tridiagonal infinite and finite random matrices, and for the spectral analysis of analogous determini...
The Conditions for the Convergence of Power Scaled Matrices and Applications
Convergence Iterative Method Triangular matrix Gram-Schmidt
2013/1/30
For an invertible diagonal matrix D , the convergence of the power scaled matrix sequence D-NAN is investigated. As a special case, necessary and sufficient conditions are given for the convergence of...
Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
Fluctuations of the extreme eigenvalues finite rank deformations of random matrices
2010/11/26
Consider a deterministic self-adjoint matrix Xn with spectral measure converging to a compactly supported probability measure, the largest and smallest eigenvalues converging to the edges of the limit...
A SHIFT-SPLITTING PRECONDITIONER FOR NON-HERMITIAN POSITIVE DEFINITE MATRICES
Non-Hermitian positive definite matrix Matrix splitting Preconditioning Krylov subspace method Convergence
2007/12/12
A shift splitting concept is introduced and, correspondingly,
a shift-splitting iteration scheme and a shift-splitting
preconditioner are presented,
for solving the large sparse system of linear eq...
Newton's iteration is modified for the computation of the group
inverses of singular Toeplitz matrices. At each iteration, the
iteration matrix is approximated by a matrix with a low displacement ra...
Structured Preconditioners for Nonsingular Matrices of Block Two-by-Two Structures
Block Two-by-Two Matrix Preconditioner Modi ed Block Relaxation Iteration Eigenvalue Distribution Positive De niteness
2012/8/1
For the large sparse block two-by-two real nonsingular matrices, we establish a general framework of practical and ecient structured preconditioners through matrix transformation and matrix approxima...
