All Questions
54 questions
12
votes
1
answer
5k
views
Closest 3D rotation matrix in the Frobenius norm sense
Given a 3 by 3 matrix $M$ I would like to find the rotation matrix $R$ minimizing the Frobenius norm:
\begin{equation}
\|R-M\|_F
\end{equation}
Is there a closed form solution for $R$, or is it ...
- 561
11
votes
3
answers
6k
views
Random Sampling a linearly constrained region in n-dimensions...
Hi,
So here is my problem:
Given a nonlinear, discontinous, cost function $f(x_1,x_2,..,x_N)$ along with linear constraints $x_n \ge 0, \forall n$
$x_n \le c_n$
and $\sum_{n=1}^N x_n = 1$ find an ...
- 113
6
votes
6
answers
3k
views
Circumference of Convex Shapes
Here is a puzzle I found in Mitteilungen der DMV (roughly, "Letters of the German Society of Mathematicians"), issue 19/2011. It was posed by Alfred Schreiber in "Wie man Hasen fangt" (How to catch ...
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
58
votes
2
answers
18k
views
How fast can we *really* multiply matrices?
Background: The Strassen Algorithm, described here, has a computational complexity of $\text{O}(n^{2.807})$ for the multiplication of two $n \times n$ matrices (the exponent is $\frac{\log7}{\log2}$). ...
- 15.5k
27
votes
5
answers
2k
views
Is the matrix $\left({2m\choose 2j-i}\right)_{i,j=1}^{2m-1}$ nonsingular?
Suppose we have a $(2m-1) \times (2m-1)$ matrix defined as follows:
$$\left({2m\choose 2j-i}\right)_{i,j=1}^{2m-1}.$$
For example, if $m=3$, the matrix is
$$\begin{pmatrix}6 & 20 & 6& 0 ...
- 1,121
19
votes
2
answers
2k
views
Is the tensor product of polyhedra a polyhedron?
Conventions: A polytope in a finite-dimensional $\mathbb R$-vector space $V$ is defined to be a convex hull of finitely many points in $V$. A polyhedron in a finite-dimensional $\mathbb R$-vector ...
- 33.8k
17
votes
3
answers
2k
views
The minimum of a sum of absolute values of inner products in $\mathbb{R}^d$
Consider a collection of unit vectors $v_1, \ldots, v_n$ in $\mathbb{R}^d$ (we think of $n$ being much larger than $d$). I would like to minimize the sum:
$$\sum_{i\neq j}|\langle v_i,v_j\rangle|.$$
...
- 2,288
5
votes
3
answers
1k
views
Algorithm for the intersection of a vector subspace with a cone of non-negative vectors
Hi,
I would like to know whether there is some more effective way of how to compute an intersection of a vector subspace of $\mathbb{R}^{n}$ with a cone of vectors with non-negative entries than the ...
4
votes
1
answer
8k
views
Detection of Redundant Constraints
Suppose I pose the following query to a constraint logic programming
system:
?- Y <= 6 - X, Y <= (- 4) + 4 * X, Y <= 4 + X / 3.
Are there systems that would recognize the last inequality as
...
Countably Infinite
4
votes
1
answer
3k
views
optimization of inverse matrix with constraint on matrix elements
everyone! I have this optimization problem with constraint.
$D$ and $T$ are symmetric matrices, where T is known and D is the unknown parameter.
$x$ and $v$ are two known p-dimensional vectors.
The ...
- 49
3
votes
1
answer
370
views
The eigenvalues of the matrix $\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$
What are the eigenvalues/eigenvectors of the matrix $A=\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$ when $n$ is odd?
- 4,058
2
votes
0
answers
105
views
Optimization over a convex cone generated by a set is equal to optimization over the set
Within my research I found an important doubt and that prevents me from advancing, the context of my doubt is as follows:
We considerer the following optimization problem
$$
\left\{\begin{array}{cl} \...
- 159
38
votes
10
answers
18k
views
Fast matrix multiplication
Suppose we have two $n$ by $n$ matrices over particular ring. We want to multiply them as fast as possible. According to wikipedia there is an algorithm of Coppersmith and Winograd that can do it in $...
- 1,791
34
votes
3
answers
6k
views
Why is uncomputability of the spectral decomposition not a problem?
Below, we compute with exact real numbers using a realistic / conservative model of computability like Type Two Effectivity.
Assume that there is an algorithm that, given a symmetric real matrix $M$, ...
- 4,943
34
votes
3
answers
3k
views
Quickly determining if a matrix has any PSD completion
Given $m$ entries of an $n \times n$ matrix, is it possible to determine in $O(m n)$ time whether there is any positive semidefinite completion?
Slightly more precisely: for simplicity let's assume ...
- 777
29
votes
6
answers
8k
views
How to find a closest integer point to the intersection of two lines?
Here's a question that originates from StackOverflow.
Given are two lines on a plane, specified by equations ($a x + b y = c$) with integer coefficients. The lines aren't parallel and they don't ...
- 391
19
votes
4
answers
1k
views
Applications of linear programming duality in combinatorics
So, I know that one can apply the strong LP duality theorem to specific instances of maximum flow problems to recover some nontrivial theorems in combinatorics, such as Hall's theorem, Koenig's ...
- 997
18
votes
3
answers
3k
views
Deciding membership in a convex hull
Given points $u, v_1, \dots,v_n \in \mathbb{R}^m$, decide if $u$ is contained in the convex hull of $v_1, \dots, v_n$.
This can be done efficiently by linear programming (time polynomial in $n,m$) in ...
- 667
16
votes
3
answers
1k
views
Can a convex polytope with $f$ facets have more than $f$ facets when projected into $\mathbb{R}^2$?
Let $P$ be a convex polytope in $\mathbb{R}^d$ with $n$ vertices and $f$ facets.
Let $\text{Proj}(P)$ denote the projection of $P$ into $\mathbb{R}^2$.
Can $\text{Proj}(P)$ have more than $f$ facets?
...
- 163
16
votes
2
answers
4k
views
The singular values of the Hilbert matrix
The $n\times n$ Hilbert matrix $H$ is defined as follows
$$H_{ij} = \frac{1}{i+j-1}, \qquad 1\leq i,j\leq n$$
What is known about the singular values $\sigma_1 \geq \cdots \geq \sigma_n$ of $H$?
...
- 3,217
15
votes
2
answers
7k
views
Efficient rank-two updates of an eigenvalue decomposition (or more generally SVD)
Let $A$ be a symmetric matrix with eigenvalue decomposition $UDU^T$. Golub, et al.1 and Bunch, et al.2 have shown that given such an $A$, the eigenvalue decomposition of $A+\rho xx^t$ may be computed ...
- 947
15
votes
2
answers
6k
views
Linearly constrained eigenvalue problem
Suppose I'd like to:
\begin{align}
\mathop{\text{min}}_\mathbf{x} && \mathbf{x}^T\mathbf{A}\mathbf{x} \\
\text{subject to:} && \mathbf{x}^T \mathbf{M} \mathbf{x} = 1\\
&& \...
- 723
12
votes
2
answers
4k
views
How can one construct a sparse null space basis using recursive LU decomposition?
Given an $m$ by $n$ matrix $A$ I'm familiar with the standard method to compute a basis for the null space of $A$ by computing a QR factorization of $A^T$. If $A$ is large and sparse, we can use ...
- 723
12
votes
2
answers
5k
views
Why Householder reflection is better than Givens rotation in dense linear algebra?
It’s obvious that Givens rotation works better with sparse matrices. But I don’t know why Householder reflection is better for dense matrices. Does it require less computations? Or it’s numerically ...
- 253
10
votes
1
answer
411
views
Network flows with capacities on pairs of edges
Take a standard network flow problem: a directed graph with nonnegative capacities on each edge, a source $s$, a sink $t$. We all know how to find the maximum flow from $s$ to $t$.
Now add edge-pair ...
- 37.7k
10
votes
2
answers
3k
views
How do you tell if a system of linear inequalities has a solution?
A naive solution would be to optimize a dummy variable via linear programming and see if a result is returned. I imagine there must be a more direct way.
- 693
9
votes
1
answer
2k
views
Uniform sampling from general simplex with a twist
This is part of a question I had asked elsewhere, and then some of the links redirected me to CS stack exchange.
Given $0\leq a_1\leq\dots\leq a_D\leq1$ (all strictly positive), I want to draw points ...
- 221
9
votes
1
answer
295
views
Definition of packing property
Definition 1:
A clutter $C$ is said to have the packing property if $C$ and all of its minors satisfy the König property.
where,
vertex cover of $C$ is a set of vertices that have non-empty ...
- 381
8
votes
1
answer
1k
views
Square root of a large sparse symmetric positive definite matrix
I am trying to calculate
$$Y = A^{\frac 12} X$$
where $A$ is a very large and sparse positive definite matrix, say, $10^4 \times 10^4$. Matrix $X$ is known and, say, $10^4 \times 100$. Is there any ...
- 83
8
votes
1
answer
1k
views
Efficiently compute the trace of a sparse matrix times the inverse of a sparse matrix?
How can I efficiently compute
$\mathrm{trace}(A(B^{-1}))$
where $A$ and $B$ are both sparse symmetric PSD $n \times n$ matrices, both with $O(n)$ non-zero entries? If it helps, the pattern of non-...
- 500
7
votes
2
answers
1k
views
Is a given point in the interior of the convex hull of a given finite collection of points?
Suppose I have the convex hull $P$ of a finite collection of points in $\mathbb{R}^d,$ and I want to see whether a point $p$ is contained in $P.$ This is a standard (some would say the standard linear ...
- 96.4k
7
votes
1
answer
305
views
Efficiently solve the Sylvester equation $AX+XA = C$ where $X$ is skew-symmetric
Is there a way (more efficient than the standard vectorization) to solve the following Sylvester equation in the skew-symmetric matrix $X$ $$AX+XA = C$$ where the matrix $A$ is symmetric positive ...
- 173
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
7
votes
1
answer
246
views
Add a multiple of $I$ to a matrix to minimize its operator norm
Given $A\in\mathbb{C}^{n\times n}$, what is $s_* = \arg\min \|A-sI\|$?
Here $\|A\|$ is the operator norm, $\|A\|=\rho(A^*A)^{1/2}$, and $I$ is the identity.
The corresponding problem for the ...
- 20.2k
6
votes
1
answer
761
views
Checking if one polytope is contained in another
I have two sets of inequalities, say, $Ax \leq 0$ and $Bx \leq 0$. I would like to know if they both define the same polytope. Or, even, whether one is contained in the other.
At the moment I am ...
- 491
6
votes
2
answers
8k
views
Existence/Uniqueness of Nonnegative Solutions of Linear Systems of Equations
Suppose we have an $m$x$n$ matrix $A$, with $m\lt n$, and an $m$x$1$ vector $b$. Are there existence and uniqueness conditions characterizing nonnegative solutions of the system of linear equations $...
6
votes
1
answer
609
views
Attempt at applying linear programming to the partial sums of the Möbius inverse of the Harmonic numbers
Let $a(n)$ be the Dirichlet inverse of the Euler totient function:
$$a(n) = \sum\limits_{d|n} d \cdot \mu(d) \tag{1}$$
and let the matrix $T(n,k)$ be:
$$T(n,k)=a(\gcd(n,k)) \tag{2}$$
It has been ...
- 1,183
5
votes
3
answers
693
views
Norm of triangular truncation operator on rank deficient matrices
Let $T_{n\times n}$ be a triangular truncation matrix, i.e.
$$T_{i,j}=\begin{cases}1 & i\ge j\\ 0 & i<j \end{cases}$$
It is known that for arbitrary $A_{n\times n}$
$$\|T\circ A\|\le\frac{\...
- 153
5
votes
1
answer
260
views
Numerical minimization spectral norm under diagonal similarity
This question is a follow up.
Let $A$ be a real square matrix of size $n \times n$. How to determine the minimum spectral norm under diagonal similarity, i.e.,
$$
s(A) = \inf_{D} \lVert D^{-1} A D\...
- 909
4
votes
1
answer
891
views
Basic result in semi-infinite linear programming
Consider a standard linear program of the form $$\textrm{minimize}_x~~~~ c^Tx~~~~ s.t. \\ Ax = b \\ x \geq 0$$ with $x\in \mathbb{R}^n$ and $A \in \mathbb{R}^{m \times n}$. It is well known that, if ...
- 4,049
4
votes
2
answers
2k
views
Simplified knapsack problem
There is a problem that I can not solve.
Given a set of items (each item has some integer weight) we have to fill bag with some number of copies of these items, with the only restriction that the ...
- 41
4
votes
1
answer
204
views
Reference: Packing under translation is in NP
I am looking for a reference for a result that I am aware of.
Let me describe the result.
Given a polygon $C$ and polygons $p_1,\ldots,p_n$, it can be decided in NP
time, if $p_1,\ldots,p_n$ can be ...
- 479
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
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
2
votes
1
answer
134
views
Quadratic matrix equation for $X\in \mathbb{C}^{ n\times p}$ with Hermitian parameters
Let $A\in \mathbb{C}^{ n\times n}$ and $B \in \mathbb{C}^{p \times p}$ be Hermitian matrices with $p < n$.
Find matrix $X$ such that $X^*AX=B.$
Solution in the case of positive definite $A$ and $...
- 21
2
votes
2
answers
235
views
Theoretical/Practical Implications of DFT Eigenvectors
Discrete Fourier transform (DFT) has only four distinct eigenvalues: $±1$ and $±i$. For large matrices , each eigenvalue $λ$ yields a multidimensional eigenspace, allowing linear combinations of ...
- 4,058
2
votes
1
answer
2k
views
Finding a point farthest away from $k$ points in a polygon
There are $k$ points placed inside a polygon and I am interested in finding a point inside the polygon (not necessarily on its boundary) who's minimum distance to any of the $k$ points is maximized.
...
- 57
2
votes
1
answer
137
views
Design constraint systems over the reals
This question is inspired by the discussion at this problem.
Suppose I have a design consisting of a finite point set $U$ of size $|U|=m_{\emptyset}$ and a family of $n$ subsets (sometimes called ...
- 30.1k
2
votes
1
answer
3k
views
Eigenvalue and Eigenmatrix of a 3D Tensor - How to calculate it?
How to calculate easily the eigenmatrix of a 3D tensor.
I try immersing the tensor in a big matrix, in my case, the tensor is of nxnxn and I can build an n^2 x n^2 matrix that contains all the "...
