Is it possible to approximate an inverse of a sparse matrix with a sparse matrix? The problem comes up in numerical non-linear quasi-Newton optimization: given a sparse Hessian a good starting point ...
In usual formulation of conjugate gradient algorithm initial search direction is taken to be the residual (so residual and search direction spans Krylov subspace). However, in cases where inexact ...
Solve the following nonlinear equations for $v$ and $w$ $Avv^TAw+Bvv^TBw=\lambda_1v+\lambda_2w$ $Aww^TAv+Bww^TBv=\lambda_1w+\lambda_2v$ $v^Tw=w^Tv=0$ $v^Tv=w^Tw=1$ where $\lambda_1, \lambda_2, ...