A Sparse Decomposition of Low Rank Symmetric Positive Semidefinite Matrices

DOI10.1137/16M107760XzbMath1386.65127arXiv1607.00702OpenAlexW2963066768MaRDI QIDQ5737757

Pengchuan Zhang, Qin Li, Thomas Yizhao Hou

Publication date: 30 May 2017

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.00702

zbMATH Keywords

principal component analysismatrix factorizationjoint diagonalizationsparse PCApivoted Cholesky decompositionintrinsic sparse mode decomposition

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Positive matrices and their generalizations; cones of matrices (15B48)

Related Items (7)

Numerical homogenization beyond scale separation ⋮ Galerkin methods for stationary radiative transfer equations with uncertain coefficients ⋮ Stochastic Galerkin methods for time-dependent radiative transfer equations with uncertain coefficients ⋮ Uniform Regularity for Linear Kinetic Equations with Random Input Based on Hypocoercivity ⋮ Sensitivity Analysis of Burgers' Equation with Shocks ⋮ Exploring the Locally Low Dimensional Structure in Solving Random Elliptic PDEs ⋮ Sparse operator compression of higher-order elliptic operators with rough coefficients

Uses Software

• eigs
• IRAM
• PMA

Cites Work

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