Several decompositions of, symmetric matrices for calculating inertia and solving systems of linear equations are discussed. New partial pivoting strategies for decomposing symmetric matrices are introduced and analyzed.

Let a⊕b = max(a, b) and a⊗b = a+b for a, b ∈ R. Max-algebra is an analogue of linear algebra developed on the pair of operations (⊕,⊗) extended to matrices and vectors. The system of equations A ⊗ x = b and inequalities C ⊗ x ≤ d have each been studied in the literature. We consider a problem consisting of these two systems and present necessary and sufficient conditions for its solvability. We...

This article is devoted to define and solve an evolution equation of the form dyt = ∆yt dt + dXt(yt), where ∆ stands for the Laplace operator on a space of the form L(R), and X is a finite dimensional noisy nonlinearity whose typical form is given by Xt(φ) = ∑N i=1 x i tfi(φ), where each x = (x , . . . , x) is a γ-Hölder function generating a rough path and each fi is a smooth enough function d...

We show that the GBW saturation model provides an exact solution to the one dimensional linear transport equation. We also show that it is motivated by the BK equation considered in the saturated regime when the diffusion and the splitting term in the diffusive approximation are balanced by the nonlinear term.

We introduce and discuss a linear Boltzmann equation describing dissipative interactions of a gas of test particles with a fixed background. For a pseudo-Maxwellian collision kernel, it is shown that, if the initial distribution has finite temperature, the solution converges exponentially for large–time to a Maxwellian profile drifting at the same velocity as field particles and with a universa...

In this paper sufficient conditions are derived for the existence of unique and positive definite solutions of the matrix equations X−A1XA1− . . .−A∗mXAm = Q and X+A1XA1+ . . .+ A∗mXAm = Q. In the case there is a unique solution which is positive definite an explicit expression for this solution is given.

A new algorithm for solving triangular linear equations is reported that is signiicantly faster than conventional methods on vector and parallel architectures for small bandwidths. In essence, it is a block version of the cyclic reduction algorithm used for tridiagonal systems of equations, and is applicable to general banded systems as well.

Last time, we talked about a very simple solver for Laplacian-based systems of linear equations, i.e., systems of linear equations of the form Ax = b, where the constraint matrix A is the Laplacian of a graph. This is not fully-general—Laplacians are SPSD matrices of a particular form—but equations of this form arise in many applications, certain other SPSD problems such as those based on SDD m...

in this paper, an iterative method is proposed for solving matrix equation $sum_{j=1}^s a_jx_jb_j = e$. this method is based on the global least squares (gl-lsqr) method for solving the linear system of equations with the multiple right hand sides. for applying the gl-lsqr algorithm to solve the above matrix equation, a new linear operator, its adjoint and a new inner product are dened. it is ...

In the classical Kalman-Bucy filter and in the subsequent literature so far, it has been assumed that the initial value of the signal process is independent of both the noise of the signal and of the noise of the observations. The purpose of this paper is to prove a filtering equation for a linear system where the (normally distributed) initial value X0 of the signal process Xt has a given corr...