Low rank approximation of the symmetric positive semidefinite matrix
โ Scribed by Duan, Xuefeng; Li, Jiaofen; Wang, Qingwen; Zhang, Xinjun
- Book ID
- 121395007
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 428 KB
- Volume
- 260
- Category
- Article
- ISSN
- 0377-0427
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๐ SIMILAR VOLUMES
The Lanczos method with shift-invert technique is exploited to approximate the symmetric positive semidefinite Toeplitz matrix exponential. The complexity is lowered by the Gohberg-Semencul formula and the fast Fourier transform. Application to the numerical solution of an integral equation is studi
It is shown for an n x n symmetric positive definite matrix T = (t, j) with negative offdiagonal elements, positive row sums and satisfying certain bounding conditions that its inverse is well approximated, unifornaly to order l/n 2, by a matrix S = (s,,,