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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 $...
ilyaraz's user avatar
  • 1,791
9 votes
1 answer
472 views

$M = AA^t$ where $A$ has unit norm columns

Let $M \in \mathbb{R}^{k\times k}$ positive definite with $\operatorname{tr} M = m$, where $m$ is an integer such that $m \geq k$. I have found a way (using this answer) to decompose $M = AA^t$ with $...
Yair Daon's user avatar
  • 185
7 votes
0 answers
197 views

A special eigenvalue problem

For my research I need to solve a generalised eigenvalue problem $Ax=\lambda B x$, where $A$, $B$ are general matrices, and selectively find only eigen-pairs $\lambda, x$ such that $\lambda\in \mathbb{...
yarchik's user avatar
  • 492
3 votes
0 answers
147 views

Convolution integral and its matrix representation

My background is chemistry and I was exploring some one dimensional deconvolution problems i.e., resolution of two or more overlapping peaks. A lot of excellent work was done in the 1970-80s. However, ...
ACR's user avatar
  • 879
2 votes
1 answer
1k views

Is it faster to compute eigenvalues or coefficients of characteristic polynomials?

Given $A \in \mathsf{M}_n(\mathbb{C})$ (no special structure) is it (generally) faster to compute its eigenvalues or the coefficients of its characteristic polynomial? References/insights would be ...
Pietro Paparella's user avatar