نتایج جستجو برای: symmetric positive definite and triangular decomposition

تعداد نتایج: 16907909  

Journal: :CoRR 2016
Ha Quang Minh

This work presents a parametrized family of divergences, namely Alpha-Beta LogDeterminant (Log-Det) divergences, between positive definite unitized trace class operators on a Hilbert space. This is a generalization of the Alpha-Beta Log-Determinant divergences between symmetric, positive definite matrices to the infinite-dimensional setting. The family of Alpha-Beta Log-Det divergences is highl...

1997
DESMOND J. HIGHAM

1 I n t r o d u c t i o n . This work appl ies some l inear a lgebra ideas in an o rd ina ry differential equa t ion (ODE) context . We begin by summar i s ing the a p p r o p r i a t e l inear a lgebra , and then we in t roduce the O D E problem. *Received July 1995. Revised July 1996. tThis work was supported by Engineering and Physical Sciences Research Council grants GR/H94634 and GR/KS0228...

Journal: :SIAM J. Scientific Computing 2010
Tarek P. Mathew Marcus Sarkis Christian E. Schaerer

In this paper, we describe block matrix algorithms for the iterative solution of large scale linear-quadratic optimal control problems arising from the optimal control of parabolic partial differential equations over a finite control horizon. We describe three iterative algorithms. The first algorithm employs a CG method for solving a symmetric positive definite reduced linear system involving ...

Journal: :Proceedings of The Royal Society A: Mathematical, Physical and Engineering Sciences 2021

Motivated by statistical challenges arising in modern scientific fields, notably genomics, this paper seeks embeddings which relevant covariance models are sparse. The work exploits a bijective mapping between strictly positive definite matrix and its orthonormal eigen-decomposition, an eigenvector principle logarithm. This leads to representation of matrices terms skew-symmetric matrices, for ...

Journal: :Computer Methods in Applied Mechanics and Engineering 2022

In this paper, we propose a variationally consistent technique for decreasing the maximum eigenfrequencies of structural dynamics related finite element formulations. Our approach is based on adding symmetric positive-definite term to mass matrix that follows from integral traction jump across boundaries. The added weighted by small factor, which derive suitable, and simple, element-local param...

2012
Yuki Kurotaki Tomoyuki Nagashio Takashi Kida

A class of symmetric static output feedback controllers are known to robustly stabilize symmetric collocated second-order linear time invariant systems having positive definite or positive semi-definite coefficient matrices. This paper extends the result to the asymmetric systems which include skew-symmetric gyroscopic terms. We first obtain the condition for static output feedback controllers ...

In this paper‎, ‎we study convergence behavior of the global FOM (Gl-FOM) and global GMRES (Gl-GMRES) methods for solving the matrix equation $AXB=C$ where $A$ and $B$ are symmetric positive definite (SPD)‎. ‎We present some new theoretical results of these methods such as computable exact expressions and upper bounds for the norm of the error and residual‎. ‎In particular‎, ‎the obtained upper...

Journal: :SIAM J. Matrix Analysis Applications 2010
Jianlin Xia Ming Gu

Given a symmetric positive definite matrix A, we compute a structured approximate Cholesky factorization A ≈ RTR up to any desired accuracy, where R is an upper triangular hierarchically semiseparable (HSS) matrix. The factorization is stable, robust, and efficient. The method compresses off-diagonal blocks with rank-revealing orthogonal decompositions. In the meantime, positive semidefinite te...

Journal: :Classical and Quantum Gravity 2021

Abstract We use the geometric mean to parametrize metrics in Hassan–Rosen ghost-free bimetric theory and pose initial-value problem. The of two positive definite symmetric matrices is a well-established mathematical notion which can be under certain conditions extended quadratic forms having Lorentzian signature, say g f . In such case, null cone metric h middle cones appearing as average space...

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