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MATHICSE Technical Report : On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices

Publications associées (37)

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Evaluating functions of positive-definite matrices using colored-noise thermostats

Michele Ceriotti, Michele Parrinello

Many applications in computational science require computing the elements of a function of a large matrix. A commonly used approach is based on the the evaluation of the eigenvalue decomposition, a task that, in general, involves a computing time that scal ...

Amer Physical Soc2014

Block-Floating-Point Enhanced MMSE Filter Matrix Computation for MIMO-OFDM Communication Systems

Andreas Peter Burg, Carl Christian Sten Dominic Senning

n this paper we present an architecture for an MMSE ﬁlter matrix computation unit for signal detection in MIMO-OFDM communication systems. We propose to compute the required matrix inverse based on a Cholesky decomposition, followed by a Gauss-Jordan matri ...

2013

Message-Passing Algorithms for Quadratic Minimization

Nicholas Ruozzi

Gaussian belief propagation (GaBP) is an iterative algorithm for computing the mean (and variances) of a multivariate Gaussian distribution, or equivalently, the minimum of a multivariate positive definite quadratic function. Sufficient conditions, such as ...

Microtome Publ2013

Algorithmic aspects of sums of Hermitian squares of noncommutative polynomials

Sabine Burgdorf

This paper presents an algorithm and its implementation in the software package NCSOStools for finding sums of Hermitian squares and commutators decompositions for polynomials in noncommuting variables. The algorithm is based on noncommutative analogs of t ...

Springer2013

Computing symmetric nonnegative rank factorizations

An algorithm is described for the nonnegative rank factorization (NRF) of some completely positive (CP) matrices whose rank is equal to their CP-rank. The algorithm can compute the symmetric NRF of any nonnegative symmetric rank-r matrix that contains a di ...

Elsevier2012

The Truncated Tracial Moment Problem

Sabine Burgdorf

We present tracial analogs of the classical results of Curto and Fialkow on moment matrices. A sequence of real numbers indexed by words in noncommuting variables with values invariant under cyclic permutations of the indexes, is called a tracial sequence. ...

Theta Foundation2012

Affine Processes On Positive Semidefinite Matrices

Damir Filipovic

This article provides the mathematical foundation for stochastically continuous affine processes on the cone of positive semidefinite symmetric matrices. This analysis has been motivated by a large and growing use of matrix-valued affine processes in finan ...

Institute of Mathematical Statistics2011

Colourful FKS subtraction

I formulate in a colour-friendly way the FKS method for the computation of QCD cross sections at the next-to-leading order accuracy. This is achieved through the definition of subtraction terms for squared matrix elements, constructed with single colour-dr ...

2011

Nonnegative Matrix Factorization and Spatial Covariance Model for Under-Determined Reverberant Audio Source Separation

Pierre Vandergheynst, Rémi Gribonval

We address the problem of blind audio source separation in the under-determined and convolutive case. The contribution of each source to the mixture channels in the time-frequency domain is modeled by a zero-mean Gaussian random vector with a full rank cov ...

2010

A Class of Integrable Flows on the Space of Symmetric Matrices

Tudor Ratiu

For a given skew symmetric real n x n matrix N, the bracket X, Y = XNY - YNX defines a Lie algebra structure on the space Sym(n, N) of symmetric n x n real matrices and hence a corresponding Lie-Poisson structure. The purpose of this paper is to inves ...

Springer Verlag2009