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6 votes
0 answers
141 views

Algorithm to check a conjectural value for the rank of a large matrix

Feel free to suggest a different title, I'm not sure how to phrase this. I'm in the following somewhat specific situation: I'm checking a conjecture which at the end of the day boils down to the ...
Adrien's user avatar
  • 8,524
3 votes
2 answers
674 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^š¯‘‡...
HesterJ's user avatar
  • 123
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 ...
messcode's user avatar
5 votes
2 answers
6k views

Computing the largest eigenvalue of a very large sparse matrix

I am trying to compute the asymptotic growth-rate in a specific combinatorial problem depending on a parameter $w$, using the Transfer-Matrix method. This amounts to computing the largest eigenvalue ...
Gadi A's user avatar
  • 233
15 votes
9 answers
9k views

Exponential of large matrices

I want to make a diffusion kernel, which involves $e^{\beta A}$, where A is a large matrix (25k by 25k). It is an adjacency matrix, so it's symmetric and very sparse. Does anyone have a ...
Xodarap's user avatar
  • 151