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Numerically finding matrix approximation by lower-dimensional "pseudo-similar" matrix

Consider an $N\times N$ (real or complex) matrix $A$, and some $n<N$. Is there a good numerical algorithm that finds the set consisting of an $n\times n$ matrix $B$, an $n\times N$ matrix $I$, and ...
Andi Bauer's user avatar
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How to solve a non-local self-consistent equation

I have been struggling lately with solving numerically an equation of the form: $$ g(x\pm x_{0}) = F[ g(x) ] $$ where $g(x)$ is a matrix satisfying the condition $g(x\to\pm\infty)=0$. My question is ...
Zarathustra's user avatar
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2 answers
321 views

Solving sparse linear least squares or a positive definite 5-band matrix system fast

I want to quickly solve the following linear least-squares problem $$\min_{x \in \mathbb{R}^n} \left\| A x - b \right\|_2^2$$ with a special sparse structure where each row in $A$ has only up to $4$ ...
sellibitze's user avatar
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Bits of precision matrix reconstruction

We have a real rank $r$ matrix $M\in\{0,1\}^{n\times n}$. Suppose we have diagonalized using $LMR=D$. I want to recover a real matrix $\widetilde{M}$ such that maximum absolute entry of $\widetilde{...
Turbo's user avatar
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