All Questions
783 questions
4
votes
0
answers
149
views
Zero diagonal nonsymmetric block checkerboard matrix: orbits and numerical ranges
Let $A \in \mathbb{R}^{m \times m}$ be a nonsymmetric zero diagonal matrix with a zero/non-zero pattern which is symmetric and persymmetric (i.e. symmetric in the northeast-to-southwest diagonal).
If ...
- 323
4
votes
0
answers
2k
views
What is the time complexity of the largest singular value and its vectors?
Full zero-error SVD on an $m \times n$ matrix $A$ would cost $O(\min(m^2n,mn^2))$. What is the time complexity if we need only the largest singular value and its corresponding vectors? I think it is $...
- 123
4
votes
0
answers
578
views
Determining whether a Schur complement is invertible
Consider the symmetric matrix
$$M = \begin{bmatrix}
A & B \\
B^T & -C
\end{bmatrix}$$
where $A \in \cal{R}^{n \times n}$ and $C \in \cal{R}^{m\times m}$ are symmetric, ...
- 41
4
votes
0
answers
233
views
Determining Nullspace Basis such that only one column is deleted or added as row is added or deleted, and remaining columns of basis stay the same
I would like to compute, in MATLAB, the basis Z for the nullspace of an m by n matrix A, such that if one row of A is added (resulting in A_a), the basis for A_a is n-m-1 of the n-m columns of Z, i.e.,...
- 1,517
4
votes
0
answers
381
views
Efficiently factorize a KKT system with block diagonal upper corner
I have a system resulting from a quadratic energy minimization with linear equality constraints enforced with Lagrange multipliers which has the form:
\begin{equation}
A =
\left[\begin{array}{c|c}
\...
- 723
4
votes
0
answers
790
views
Is it possible to use linear programming to solve this problem?
I am trying to write software to minimize pricing for cell phone subscription services, ie: choose the optimum plan for each customer in a large group.
Could someone comment on whether this is ...
- 41
3
votes
2
answers
3k
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 ...
- 2,205
3
votes
4
answers
4k
views
Existence of nonnegative solutions to an underdetermined system of linear equations
Similar questions have been asked elsewhere, but I think this is sufficiently different to warrant a new post. I have a particular matrix $A$ and would like to know when the system $Ax = 0$ has at ...
- 491
3
votes
1
answer
370
views
The eigenvalues of the matrix $\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$
What are the eigenvalues/eigenvectors of the matrix $A=\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$ when $n$ is odd?
- 4,058
3
votes
2
answers
437
views
convex polytope integer points
is there a simple proof for the following lemma:
An unbounded convex polytope (defined by linear constraints) has either zero integer points or infinite many integer points.
- 39
3
votes
2
answers
2k
views
Matrix equation with Hadamard product and its own inverse involved
I know there is an almost exactly same question here but I have further specifications. So my problem is as follows:
$$
\Omega^{-1}=\dfrac{1}{n}\left(\Omega\odot \mathbf{W}+\mathbf{X}'\mathbf{X}+\...
- 133
3
votes
2
answers
216
views
What are interesting heuristics of determining how far given matrix is from a singular one?
The condition number and volume of matrix (defined as absolute value of its determinant) are things which come to mind. Is there more?
I think that over the years numerical folks (who are faced with ...
- 355
3
votes
2
answers
246
views
A problem about determinant and matrix
Suppose $a_{0},a_{1},a_{2}\in\mathbb{Q}$, such that the following determinant is zero, i.e.
$
\left |\begin{array}{cccc}\\
a_{0} &a_{1} & a_{2} \\
\\
a_{2} &a_{0}+a_{1} & a_{1}+a_{...
3
votes
2
answers
675
views
Parametrising a sparse orthogonal matrix
I need to find a way to parametrise a matrix that is both sparse (to some degree) and orthogonal, i.e., I am looking for a parametrisation that describes $A \in \mathbb{R}^{n\times m}$ such that $AA^𝑇...
- 123
3
votes
1
answer
553
views
Calculate the discrete set of points B which are in the convex hull of the set of points A
This problem is likely best described with the following picture:
Given the discrete set of points $A$ (shown in blue), I wish to calculate the discrete set of points that are contained within the ...
- 151
3
votes
2
answers
791
views
complexity of finding optimal matchings of given fixed size
It is known, that maximal matchings (i.e. matchings with the maximal number of edges) and optimal matchings (i.e. matchings for which the sum of edge weights is optimal) can be calculated in ...
- 13.2k
3
votes
2
answers
10k
views
linear programming with OR restrictions
Hi all. I have a linear program with the restriction that every variable can be zero or greater than or equal to a positive constant. That is:
minimize: $w^Tx$
subject to: $Ax=b$, $Cx \le d$ and for ...
- 57
3
votes
1
answer
533
views
Solving a system of linear inequalities
Consider the following system of inequalities:
$Ax=b$;
$x\geq 0$;
A is a $m\times n$ (non-square) and sparse matrix in which some part of entries are rational. How this system can be solved without ...
- 221
3
votes
1
answer
143
views
A problem about matrix inverse and regularization methods
I'm researching the problem of solving the equation $A\mathbf{x}=\mathbf{b}$ with ill-conditioned matrices. We know that if we solve it directly, like $\mathbf{x}=\mathrm{inv}(A)\ast\mathbf{b}$, then ...
- 33
3
votes
2
answers
5k
views
Linear program to maximize the minimum absolute value of linear functions ?
I'd like to compute
$\max_{x,t} t$ such that $\forall i$, $t < a_i + |x - b_i|$.
where $a_i,\ldots, a_n$ and $b_1,\ldots,b_n$ are fixed and $x \in [0,1]$.
Can this be solved with a linear ...
- 500
3
votes
2
answers
2k
views
Iterative methods for linear system with non-diagonally dominant matrix
I have a linear system
\begin{align*}
\left[\begin{array}{cccc}
1 & 2 & 1 & -1 \\
3 & 2 & 4 & 4 \\
4 & 4 & 3 & 4 \\
2 & 0 &...
- 65
3
votes
2
answers
506
views
Updating the null space of a matrix
I am facing a problem where I have to find any (nontrivial) vector x such that Ax=0, where A is a rectangular nxm matrix with m>n, so the problem is underdetermined. I must find this x for A, but ...
- 33
3
votes
1
answer
152
views
A question about polytopes related to linear programming
Given linear functions $f_1({\bf x}),\dots,f_n({\bf x})$ on ${\bf R}^m$, let $K = \{(a_1,\dots,a_n) \in {\bf R}^n:$ the $n$ halfspaces $\{{\bf x}: f_i({\bf x}) \leq a_i\} $ have nonempty intersection$\...
- 19.7k
3
votes
1
answer
266
views
Strong polynomial algorithm for linear programming
What is the current state of finding a strong polynomial algorithm for linear programming? Is there any reference?
- 781
3
votes
3
answers
349
views
Sensitivity analysis in conic optimization
I have a conic optimization of the form:
$$\min_x \langle c, x \rangle,\ \text{s.t.}\ Ax = b,\ x \in K.$$
where $x \in \mathbb{R}^{n}$, $A$ is an $m \times n$ matrix, $b \in \mathbb{R}^m$, $K$ is a ...
- 143
3
votes
1
answer
1k
views
For interior point methods of linear programming, what is the "L" in the computational complexity $\mathcal{O}(n^3 L)$?
My question is about interior point methods of linear programming. Suppose the constraint matrix $A$ has $m$ rows and $n$ columns, and $m<n$. The state-of-the-art methods, like primal dual interior ...
- 31
3
votes
1
answer
3k
views
Nonlinear matrix equation
Solve the following nonlinear equations for $v$ and $w$
$Avv^TAw=\lambda_1v+\lambda_2w$
$Aww^TAv=\lambda_1w+\lambda_2v$
$v^Tw=w^Tv=0$
$v^Tv=w^Tw=1$
where $\lambda_1, \lambda_2, \lambda_3$ are ...
- 41
3
votes
2
answers
2k
views
Sherali-Adams relaxation
I am trying to find a book or a paper, which explains, how and why the Sherali-Adams relaxation method works. The original paper (1990) is difficult for me to understand. I need a more basic ...
- 113
3
votes
1
answer
332
views
Complexity of inverting and multiplying against a symmetric Toeplitz matrix with two repeated entries
I know that the computational complexity of inverting a general $n \times n$ matrix $A$ is $O(n^{2.373})$ and multiplying it against an $n \times m$ matrix is $O(n^2m)$. Moreover, I've seen that ...
- 91
3
votes
1
answer
181
views
The proof of the invertibility of $\Big( \sin\frac{8kl\pi}{2n+1} \Big)_{k,l=1}^\frac{n}{2}$
Suppose that $n$ is even. Any suggestion/appraoch to prove that $S=\Big( \sin\frac{8kl\pi}{2n+1} \Big)_{k,l=1}^\frac{n}{2}$ is invertible?
- 4,058
3
votes
1
answer
275
views
Uniqueness of l1 minimization
Let $A \in \mathbb{R}^{m \times n}$.
Is it true that $$\min \limits_{Q \in \mathbb{R}^{n \times m}}|I - QA|_{\infty} < \frac{1}{2}$$ is criteria for the uniqueness of the 1-sparse solution to
$\...
- 33
3
votes
1
answer
327
views
Numerical iterative methods for Poisson equation
Given a domain $\Omega \subset \Bbb R^n$ and $\Delta\varphi=f$ where $\varphi:\Bbb R^n \to \Bbb R$ is unknown and $f:\Omega\to \Bbb R$ is a blackbox function (for each $\bf x$ it provides $f({\bf x})$,...
- 135
3
votes
1
answer
260
views
Better alternative to solve quadratic programming for large matrices
I have the following problem. Let's say we have $x_{jk}$ it is an expression value of gene $j$ in a sample $k$. It is the average of expression levels across the cell types $s_{ij}$, weighted by ...
- 135
3
votes
2
answers
792
views
Has anyone developed a technique to generate a polytope given (possibly redundant) inequality constraints? [closed]
I've found a few papers that deal with removing redundant inequality constraints for linear programs, but I'm just trying to find the vertices for a feasible region, given a set of inequality ...
- 131
3
votes
2
answers
1k
views
Probability for a random positive-semidefinite matrix to not be positive-definite?
If I take $A^TA$, where $A$ is a full-rank random matrix (let's say with Gaussian-distributed independent entries), can I expect it to be positive-definite? It will be positive semi-definite trivially,...
- 133
3
votes
1
answer
4k
views
Schur complement and negative definite matrices
Hello,
My question regards to the Schur complement lemma. Consider the matrix $M=\left( \begin{array}{cc}
A & B\\\
B^T & C \end{array}\right)
$.
According to the lemma $M\geq0$ iff $C>0$ ...
- 155
3
votes
2
answers
195
views
Inflate a simplex, change rows to make the rank n
I have a simplex, n + 1 points in $\mathbb{R}^n$,
which may have rank $r < n$.
Is there a cheap way of "inflating" it to rank $n$,
changing a few, all but $r$, of the points ?
The points are ...
- 265
3
votes
2
answers
3k
views
how to model a linear program with step-like cost function in the objective
I have a large linear program with the following details.
d1 to di are the variables, where di is an integer. The constraints are a series of inequalities of the form
d1 < d3 < d7 < d23 (...
- 31
3
votes
1
answer
273
views
Inflection point calculation for cubic Bézier curve encounters division by zero
I've been working on finding the inflection points of a cubic Bezier curve using the method described in a paper Hain, Venkat, Racherla, and Langan - Fast, Precise Flattening of Cubic Bézier Segment ...
- 133
3
votes
1
answer
368
views
Linear system with sum of Kronecker products
Here and here, specific ways to address the equation in $x$, for $N=2$, are given:
$$\sum_{i=1}^N (A_i\otimes B_i)x=c$$
Is anything know about the case $N>2$?
I am looking in fact for an efficient ...
- 235
3
votes
1
answer
339
views
How to find the elliptical arc that corresponds to the cubic bezier curve
Let's assume I have a cubic bezier curve that is provided with A, B, C, D points, where
A is the start of the curve
B is the first control point
C is the second control point
D is the end of the ...
- 131
3
votes
1
answer
244
views
What importance does the Hirsch conjecture have to Simplex Complexity?
The Hirsch conjecture asserts that the graph (i.e. $1$-skeleton) of a $d$-dimensional convex polytope with $n$ facets has diameter at most $n - d$.
After being open for decades, Francisco Santos has ...
- 1,826
3
votes
2
answers
331
views
Program to solve Optimization Problem
I have an optimization problem, this problem has linear constraints and nonlinear constraints. I solved the linear part by MATLAB but the nonlinear constraints I could not solve it. I downloaded ...
- 31
3
votes
1
answer
328
views
LP Constraints for Connected Subgraphs of Fixed Size
Question:
how can the connectedness-constraint for a subgraph, that is induced by a proper subset $W\subset V$ of the vertices of $G(V,E),\ |V|=n,\ |W|=m$, be formulated in a $LP$ or $ILP$?
...
- 13.2k
3
votes
1
answer
4k
views
Is the square root of a matrix unique? [closed]
I know the answer is No, since you can put plus/minus on each eigenvalue. But how about putting a psd requirement? Like $A = S^2$, $S$ is psd, is $S$ unique?
I was worried about the case where if $\...
- 719
3
votes
1
answer
634
views
Properties of one dimensional null space
Let $\mathcal{G}$ be denote the set of all $3 \times 3$ real symmetric matrices and let $\mathcal{G}^+$ denote the set of all $3 \times 3$ positive semidefinite matrices (see definition).
Let $S: \...
- 31
3
votes
1
answer
399
views
The spectral norm of the truncated exponential of a matrix
Let $A$ be a matrix satisfying $A^*+A\leq0$, it can be shown that $\|e^{tA}\|_2\leq1$ for all $t\geq 0$, where $\|\cdot\|_2$ is the spectral norm defined as largest singular value of the matrix.
I am ...
- 31
3
votes
1
answer
397
views
Partially optimal solutions in integer linear programming
Linear programs with a totally unimodular system matrix are known to have an optimal integer point. They are therefore solvable via relaxing the integer constraints to intervals.
An other interesting ...
- 567
3
votes
1
answer
357
views
Mathematical Programming with other Algebras than Linear
Linear Programming is strongly entwined with linear algebra, as are many of its generalizations under the heading of mathematical programming / convex optimization.
What analogies are there for ...
- 2,383
3
votes
2
answers
276
views
Practical symmetric equivalent to QR factorization updates
As we know, the QR-factorization $Q\cdot R=A$ of any real symmetric $n \times n$ matrix $A$ with full rank is unconditionally numerically stable. Further, when A is rank-1-updated, the factorization ...
- 51