Questions tagged [sparse-matrices]

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19 views

Most efficient way to solve against large sparse matrix with a few dense rows and columns?

I have a constrained optimization problem of the form: $$ \min_{Bx=g} \frac{1}{2} x^T A x - x^T f $$ $A \in \mathbb{R}^{n\times n}$ is positive semi-definite (with a tiny null space of dimension &...
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44 views

Recovering sparsity from $\ell^1$ relaxation

I've read that $\ell^1$ norm on $\mathbb{R}^n$ is the convex relaxation of the $\ell^0$ "norm": $$\|x\|_0 \triangleq \sum_{i=1}^n I_{x_i \neq 0}.$$ In the regression setting, under what ...
2
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0answers
45 views

“sparsifying” a binary (over the field F2) matrix

Assume I have a matrix $A \in GF(2)$, i.e., $A_{i,j} \in \{0, 1\}$ and the sum is modulo 2. Is there any known algorithms/methods to sparsify (reduce the number of non-zero entries) $A$ while keeping ...
3
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0answers
69 views

Random sparse and invertible matrices

Let $n\leq m$ and $0\leq k\leq (n\times m - \min\{n,m\})$ be in $\mathbb{N}$. Let $\mu$ be a probability measure dominated by the Lebesgue measure on $\mathbb{R}$ and generate a random $n\times m$ ...
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1answer
84 views

Relation between the algebraic multiplicity of an eigenvalue and the subdiagonal elements of a symmetric tridiagonal matrix [closed]

Show that if $T$ is a symmetric tridiagonal matrix and an eigenvalue $\lambda$ has multiplicity $k$, then at least $k−1$ subdiagonal elements of $T$ are zero. If we consider a submatrix $B$ that has ...
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96 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 ...
3
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0answers
69 views

Approximate inverse of large sparse matrix

Given a large sparse matrix $M$, how to determine the existence of a good preconditioner? In other words, does there exist a sparse matrix $X$ such that $X M$ is close to the identity with respect to ...
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63 views

Jordan Decomposition of Sparse matrix

Suppose we are given $n \times n$ rational matrix, $A$ with at most $k$ nonzero elements in each row and each column with $k \ll n$. What is the best algorithm to compute its Jordan decomposition? ...
2
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2answers
149 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^𝑇...
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0answers
93 views

Algorithm to find “islands” in sparse matrices

I am playing with a weird dataset of ternary images (+1,0,-1 values only) which happen to be very sparse (avg. > 90%). I would like to determine the most relevant "islands" (or should I call them ...
1
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1answer
162 views

Sparse, left-looking LU factorization

I'm trying to understand the left-looking LU factorization algorithm for sparse matrices, by reading T.A. Davis' book, and have trouble in one step (sorry for the specific question) about returning ...
3
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0answers
99 views

Sparsest similar matrix

Given a square matrix A (say with complex entries), which is the sparsest matrix which is similar to A? I guess it has to be its Jordan normal form but I am not sure. Remarks: A matrix is sparser ...
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1answer
84 views

LASSO problem but with a maximization instead of minimization

I have the following optimization problem (like the LASSO problem but with maximization instead of minimization): $\mathbf{maximize}_{\boldsymbol{\alpha}} \|\mathbf{x} -\mathbf{A}\boldsymbol{\alpha}\|...
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176 views

Decomposition of a Matrix by Sparse Matrices

Let $\mathbb{F}$ is a field. Consider an $n \times n$ matrix $\bf A$ over $\mathbb{F}$. $\bf A$ is called sparse matrix over $\mathbb{F}$ iff the number of non-zero entities of $\bf A$ be at most ...
2
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2answers
109 views

Spectrum of finite-band random matrices?

Let $X_n=(X_{ij})_{1 \leq i,j \leq n}$ such that : $$ \begin{cases} &X_{ij} = 0 \quad \text{if}\quad \vert i - j \vert > k\\ & X_{ij} \sim P_X \quad \text{otherwise} \end{cases}$$ And ...
2
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1answer
70 views

Maximise singular value decay by sparse matrix approximation

I have a large matrix $A \in \mathbb{R}^{n \times m}$ and would like to subtract a sparse matrix $B \in \mathbb{R}^{n \times m}$ with less than $c (n+m)$ non-zero entries, where $c > 0$ is a ...
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183 views

Matrix Sparsity Pattern

Suppose I have a matrix $H^{+} = (H^T H)^{-1} H^T$ where $H$ is a sparse matrix. Consider the case where only the sparsity pattern i.e. the zero elements of $H^{+}$ matrix is known, then would it be ...
7
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1answer
404 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 ...
1
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1answer
148 views

Upper bound on the number of non-zero entries of the product of sparse matrices

I have two sparse matrices: $A$ of dimension $m \times k$ and $B$ of dimension $k \times n$. Is there a way to know how many non-zero entries there are in $C = A B$ without computing $A B$? I can ...
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0answers
84 views

Properties of graphs with Hankel-like adjacency matrix

I am having undirected graphs with adjacency matrices which have a regular Hankel-like form, e.g., $$A=\begin{pmatrix}0 & 0 & 1 & 0 & 0 & 0 & 0 & 1 & (6\times 0 \text{ ...
3
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1answer
157 views

Expected spectral radius for a sparse Erdős-Rényi binary matrix with a certain density

Let $A$ be an $n \times n$ sparse matrix generated via the Erdős-Rényi method. Here, "sparse" means that $\|A\|_F = O(n)$. I am interested in the relationship between the expectation $\mathbb E(\rho(A)...
2
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1answer
146 views

Decomposition of rectangular matrices into a product of a sparse and a small matrices

I would like to construct a rectangular matrix which doesn't have a decomposition into a product of a sparse and a small matrices. It is easy to see that a random matrix doesn't have such a ...
5
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1answer
812 views

In a large sparse matrix, how many eigenvalues/eigenvectors are “spurious”?

In a large (possibly above $5000\times 5000$) matrix, the problem of finding all the eigenvalues and eigenvectors can be solved using iterative methods (Arnoldi, Lanczos etc.). However, there seems to ...
6
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0answers
254 views

Upper bound for $\|\textbf{D}^{-1}\|$, where $\textbf{D}$ is a matrix with specific sparse pattern

Consider the block matrix given by $$\textbf{D} = \left[ \begin{array}{ccc} \left[ \begin{array}{ccc} D & \ldots & D\\ \vdots & \ddots & \vdots\\ D &...
2
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0answers
84 views

Maximal “all zeros” submatrix of a sparse binary matrix

Let $A\in\left\{ 0,1\right\} ^{M\times N}$, where each row of $A$ has at most $d$ components equal to $1$, and $d\leq M\ll N\ll Md$. Question: $\forall n\leq N$, what is $m\left(n\right)$, the ...
2
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2answers
450 views

Sparse matrix approximation using only a few dense columns (or rows)

Given a dense matrix $A \in \mathbb{R}^{n \times m}$, with $n < m$, I am interested in finding a good approximation by choosing $s$ rows and zeroing the rest. This leads me to the following ...
2
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2answers
127 views

Solving linear system when one eigenvalue is known

I have a huge sparse linear system $Ax = b$ where I know that an eigenvalue/eigenvector pair is $1$ and a vector of all $1$'s. Can this knowledge help me in solving the linear system at all? It seems ...
4
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1answer
243 views

Finding high-dimensional correlation matrices that are both sparse and low-rank

Let $\boldsymbol{R}$ be the correlation matrix of $X_i,i=1,\dots,p$ with a large $p\gg q=\text{rank}(\boldsymbol{R})$. Is that reasonable to assume that $\boldsymbol{R}$ is both (approximately) sparse ...
4
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2answers
999 views

Decomposing a matrix into a product of sparse matrices

How to study the decomposition of a square matrix into a product of sparse matrices? There are no restrictions on the number of matrices in the product, but the fewer the better.
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0answers
83 views

Finding large bicliques in random bipartite graph

I want to find a $k$ by $r$ biclique hidden in an $M$ by $N$ random bipartite graph where edges are present with probability $p \in [0,1]$. I am specifically interested in $p \ll 1$, and large values ...
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2answers
2k 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 ...
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0answers
128 views

Spectrum of a binary markov transition matrix

I would like to know if there are any special analytic expressions or fast numerical methods to get the spectrum for the transition matrix corresponding to a Markovian binary process (Bernoulli ...
8
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1answer
673 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-...
7
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1answer
368 views

Can I find the gap between the two least eigenvalues of this special matrix A(t)?‎

I am interested in finding the gap between the two least eigenvalues of $A(t)$, a Hermitian $N\times N$ sparse ‎matrix whose diagonal elements are $a_it+b_i\,(1\leq i\leq N)$, and all off-diagonal non-...
3
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1answer
211 views

Decomposing large symmetric banded sparse matrices

I'm investigating 3D image deblurring and one of the approaches I'm interested in is applying spatial regularisation. To do this I have generated a matrix $A$ which encodes the 6-connectivity of each ...
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1answer
198 views

Asymptotic eigenvalue analysis for a sparse random matrix

We have an asymptotic analysis problem for the eigenvalue performance of the following random matrix: $H=\{h_{ij}\}_{N_r\times N_t}$, where each entry $h_{ij}$ is with a probability $p$ to obey the ...
6
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1answer
174 views

Hamiltonicity criteria for sparse graphs

Given a sparse graph, how can one go about proving that it is Hamiltonian? (Assuming it actually is, of course). There are three main classes of criteria for Hamiltonicity that I am aware of: Dirac-...
1
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1answer
395 views

Estimate the determinant of sparse 0-1 matrix

There is a matrix A where each entry is either 0 or 1. Each column has exactly a 1's and each row has at most b 1's. What's the upper bound of abs(|A|)? The condition is stronger than the Hadamard's ...
1
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1answer
110 views

Transform $a\mathbf x+\mathbf b$, then make it $k$-sparse, resulting least modification?

Consider vector $\mathbf x = (x_1,x_2,\cdots,x_n)$, $a$ a scalar, $\mathbf b = (b_0,\cdots,b_0)$ and $k < n$. I want to transform $\mathbf x$ ($\mathbf y = a\mathbf x+\mathbf b$) such that if I ...
2
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0answers
371 views

Inverse of sparse matrix is not generally sparse [closed]

I have a question regarding inverse of square sparse matrices(or can be restricted to real symmetric positive definite matrices). I encountered several times the web pages which states that the ...
4
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2answers
1k views

probability of having linearly independent sparse vectors over finite fields

Suppose that there are $i< N$ linearly independent $N$-dimensional vectors $\mathbf{v}_1,\mathbf{v}_2,\ldots,\mathbf{v}_i$ over a finite field $\mathbb{F}_q$, whose elements are denoted as $\{0,1,2,...
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1answer
429 views

sparse binary vector

I want to know if the following problem has been solved max_w w'Rw where the entries of the vector w are binary (w_i= {0,1} )
0
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1answer
486 views

$\ell_o$ Minimization (Minimizing the support of a vector)

I have been looking into the problem $\min: \|x \|_0$ subject to$: Ax=b$. $\|x \|_0$ is not a linear function and can't be solved as a linear (or integer) program in its current form. Most of my time ...
3
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2answers
691 views

Spectra of VERY sparse random matrices

Consider an $n\times n$ random binary matrix $M$ with i.i.d. entries $m_{ij} \sim {\rm Bernoulli}(p)$, where $p = n^{-\beta}$ with $\beta \in (1,2)$. I am interested in the behavior of the singular ...
2
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1answer
556 views

minimizing functions over simple matrix inequalities

I'm wondering if anything is known about minimizing convex, not necessarily linear functions subject to "simple" matrix equalities. To be precise, consider the following example: $min \Sigma x_i ln ...
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0answers
255 views

L1-regularized Least Squares on a matrix with Toeplitz Blocks (not block-Toeplitz)

I am trying to speed up a sparse signal recovery algorithms. My sensing matrix is a set of Toeplitz Blocks, M = [T1,T2,T3,...,Tk] The objective is min ||Mx - b||_2^2 + ||x||1 What I'm actually ...
6
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5answers
1k views

Computer algebra system for calculation of characteristic polynomial of sparse matrix

I have a $n \times n$ matrix, for which i need to calculate the characteristic polynomial. The matrix is over $GF(2)$, and $n \approx 10^4$. However the matrix is very sparse, with around $ n $ non ...
2
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0answers
268 views

Sparse Eigenvectors for the Discrete Fourier Transform matrix

There are many ways to choose eigenbasis for the Discrete Fourier Transform matrix since it has only $4$ distinct eigenvalues taken from $\{\pm 1,\pm i\}$. Has there been any refereed work that ...
0
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2answers
2k views

How to accelerate/avoid multiplication for large matrices in Matlab? [closed]

The setting is here. X: 6000x8000 non-sparse matrix B: 8000x1 sparse vector with only tens of non-zeros d: positive number M: is sparsified X'X, i.e. thresholding the elements smaller than d ...
4
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2answers
5k 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 ...