2
votes
1answer
93 views

Which nonnegative matrices have exact nonnegative matrix factors of smaller dimensionality?

The nonnegative matrix $V = \left( \begin{array}{cc} 1 & 1 \\ 1 & 1 \end{array} \right)$ has nonnegative matrix factors $W = \left( \begin{array}{c} 1 \\ 1 \end{array} \right)$ and $H = ...
0
votes
1answer
113 views

Bounded domain matrix factorization

Assume we're trying to find $A\in [-1,1]^{n\times d}, B\in [-1,1]^{m\times d}$, from an observed matrix $C\in [-d,d]^{n\times m}$, where $C=AB^T$. The goal is to return $\widehat A, \widehat B$ such ...
6
votes
2answers
4k views

Fast trace of inverse of a square matrix

Which would be the most efficient way (in computational time) to compute tr(inv(H)), where H is a (dense) square matrix? In my particular problem I also have a LU decomposition of H already ...
0
votes
1answer
158 views

QR factorization: How to get decreasing r_ii

Hi, I'm attempting to implement a QR factorization with column pivoting so that the returned R matrix has decreasing diagonal elements (that is, $r_{i,i} \leq r_{i-1,i-1}$ for all $i\geq 2$). ...