# Tagged Questions

**2**

votes

**0**answers

31 views

### QR-Decomposition of matrix valued function

Suppose I have a matrix valued function
$$
F:\mathbb{R}\rightarrow\mathbb{R}^{m\times n},\qquad F(x)=\tilde Q\tilde R+xu_1v_1^T+xu_2v_2^T
$$
where $\tilde Q\in\mathbb{R}^{m\times m}$ is orthogonal, ...

**3**

votes

**2**answers

618 views

### Sparse approximation of the inverse of a sparse matrix

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 ...

**3**

votes

**1**answer

66 views

### Conjugate gradient algorithm where first search direction is not equal to residual

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 ...

**0**

votes

**1**answer

123 views

### Nonlinear matrix equation 2

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, ...