All Questions
54 questions
3
votes
0
answers
130
views
Computing the norm of the columns of an implicitly defined matrix
I have an $n \times n$ matrix $M = \Sigma W$ where $\Sigma$ is diagonal and $W$ orthogonal. $W$ is implicitly defined, i.e. I can only perform matrix-vector products (but I also have access to $W^T$).
...
7
votes
2
answers
3k
views
Factorizing a block symmetric matrix
Let $X,Y\in\mathbb{R}^{n\times n}$ be symmetric matrices. You may assume that $X$ is positive semidefinite and $Y$ negative semidefinite, if needed, but not that they are invertible.
I would like to ...
- 20.2k
0
votes
3
answers
7k
views
Find an $N$-dimensional vector orthogonal to a given vector
I'm writing an eigensolver and I'm trying to generate a guess for the next iteration in the solve that is orthogonal to to all known eigenvectors calculated thus far. This means that if I have only ...
15
votes
9
answers
9k
views
Exponential of large matrices
I want to make a diffusion kernel, which involves $e^{\beta A}$, where A is a large matrix (25k by 25k). It is an adjacency matrix, so it's symmetric and very sparse.
Does anyone have a ...
- 151