All Questions
Tagged with sparse-matrices numerical-linear-algebra
13 questions
2
votes
1
answer
260
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Usage and origin of the terms dictionary and atom in compressed sensing
In compressed sensing two terms or perhaps fancy word are frequently encountered. One is the dictionary and the other is atom. The dictionary is the matrix and its columns are called "atoms" ...
- 188k
2
votes
0
answers
27
views
Solve sparse system with nested inverse
What is the most efficient way to solve an equation
\begin{align*}
(A\,E^{-1}\,C) x = b, \qquad A\in \mathbb{R}^{m\times n}, \, E \in \mathbb{R}^{n\times n}, \, C\in \mathbb{R}^{n\times m}
\end{align*}...
- 21
11
votes
2
answers
1k
views
Existence of sparse LU decomposition of sparse matrix
Let $A$ be a sparse matrix over some field. I would like to know about the existence of LU decompositions so that $L,U$ are both sparse.
More precisely, let $A$ be an $N$-by-$N$ matrix. Suppose each ...
- 3,741
6
votes
1
answer
762
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What is the big-O complexity of solving the sparse Laplace equation in the plane?
In MATLAB, you can get a 2d Laplacian via A = delsq(numgrid('S',N)); yielding a matrix $A$ that is $n \times n$ with $n = O(N^2)$, for a square domain discretized ...
- 981
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 ...
- 4,746
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^𝑇...
- 188k
1
vote
1
answer
517
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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 ...
- 2,519
5
votes
2
answers
6k
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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 ...
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 ...
- 6,891
5
votes
1
answer
1k
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 ...
- 1,228
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 ...
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 ...
- 6,045
8
votes
1
answer
1k
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-...
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