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This tag is used if a reference is needed in a paper or textbook on a specific result.

8 votes
1 answer
247 views

Operator compression preserving lowest energy eigenspace.

I have a large ($10^6$ by $10^6$) sparse ($0.4$% nonzero) hermitian matrix $H$ arising from the discretization of an elliptic PDE. I would like to approximate $H$ with a smaller matrix $H'$ in such a …
dranxo's user avatar
  • 817
4 votes
1 answer
228 views

Quantifying the amount of structure in a data set via random matrix theory

Given a data matrix, $M \in \mathbb{R}^{n \times p}$, I am interested in methods quantifying the amount of structure in present in $M$. I've found a few approaches, but I would like to learn more abou …
dranxo's user avatar
  • 817
4 votes
2 answers
347 views

Convolutive noise removal

I have the time domain signal $$ u_o(t) = u(t)e^{-t/\tau}\eta(t) + \sigma(t) $$ where $\tau$ is known, $\eta$ is non-Gaussian noise, and $\sigma$ is Gaussian noise. The distribution of $\eta(t)$ is kn …
dranxo's user avatar
  • 817