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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 ...
Alec Jacobson's user avatar
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} \...
Alec Jacobson's user avatar
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 ...
kaisong's user avatar
  • 51
2 votes
1 answer
128 views

Matrix factorization for dimensional reduction similar to spectral decomposition/SVD

I have a graph clustering problem I'm working on and it basically involves finding a factorization of the adjacency matrix $A$ such that the following equations are (approximately) satisfied: $$ A \...
ecotner's user avatar
  • 123
2 votes
1 answer
214 views

How to do LU factorization efficiently based on the factorized result added with a low-rank matrix?

Suppose a square $n\times n$, dense matrix $A^{\text{old}}$ has been factorized into $L^{\text{old}}$ and $U^{\text{old}}$ components by performing a LU decomposition $A^{\text{old}} = L^{\text{old}}U^...
Alex Joe's user avatar
1 vote
0 answers
18 views

Optimal Truncation of LDL-factorization to improve conditioning

Suppose I factored real symmetric quasi-definite $ A_0= L_0 \cdot D_0 \cdot L_0^T$ and the factorization exists, with $D$ diagonal and $L$ unit lower-triangular; and suppose $L$ and $D$ are badly ...
kaisong's user avatar
  • 51
1 vote
0 answers
34 views

Slope assertion in Cholesky on digital computers

For a real symmetric positive definite linear system $$ A \cdot x = b, $$ solved using Choelsky with forward- and backward-substitution, we know it for the numerical approximation $\tilde{x}$ to $x$ ...
kaisong's user avatar
  • 51