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1 vote
0 answers
223 views

Fastest algorithm for finding the closest semi-definite matrix?

Given a real-valued, symmetric matrix $A \in \mathbb{R}^{n \times n}$, I'm interested in finding the closest positive semi-definite matrix $X^*\in \mathbb{R}^{n \times n}$: $$ X^* = \mathop{\text{...
Alec Jacobson's user avatar
6 votes
0 answers
96 views

Finding the maximal component of a vector in sublinear time

Given a vector $u \in \Bbb R^n$, finding the value of the largest component of $u$ needs linear time in $n$. However, what if we additionally know that $u$ lies in some linear subspace $U \subset \Bbb ...
M. Winter's user avatar
  • 13.6k
2 votes
1 answer
359 views

Dimension independent computational complexity of singular value decomposition

Suppose $X$ is a $m \times n$ real matrix, which has only $k$ number of nonzero elements ($k \ll mn$). Given a vector $y$, the sparsity of $X$ allows $X y$ to be computed in $O(k)$ time which is ...
Janathan's user avatar