Numerical methods in matrix computations
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direct methodsiterative methodslinear least squareslinear systemsmatrix computationsmatrix eigenvaluestextbook
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical linear algebra (65Fxx)
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(only showing first 100 items - show all)- The relaxed nonlinear PHSS-like iteration method for absolute value equations
- Accurate computation of the Moore-Penrose inverse of strictly totally positive matrices
- A letter of C.F. Gauß to C.L. Gerling -- least error squares and the Gauß-Seidel method
- On the convergence of conjugate direction algorithm for solving coupled Sylvester matrix equations
- Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems
- Analytical investigations for the design of fast approximation methods for fitting curves and surfaces to scattered data
- Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems
- Prediction-correction matrix splitting iteration algorithm for a class of large and sparse linear systems
- A novel dictionary learning method based on total least squares approach with application in high dimensional biological data
- Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices
- The numerical Jordan form
- Solving large linear least squares problems with linear equality constraints
- A contribution to the conditioning theory of the indefinite least squares problems
- Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems
- Numerical approximation of partial differential equations by a variable projection method with artificial neural networks
- Weighted tensor Golub-Kahan-Tikhonov-type methods applied to image processing using a t-product
- Adaptive parameter based matrix splitting iteration method for the large and sparse linear systems
- On the verification of CFD solvers of all orders of accuracy on curved wall-bounded domains and for realistic RANS flows
- Speedup of tridiagonal system solvers
- SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements
- SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation
- Projection sparse principal component analysis: an efficient least squares method
- Error bounds for computed least squares estimators
- Restarted simpler GMRES augmented with harmonic Ritz vectors and approximate errors
- Sufficient and necessary conditions for solution finding in valuation-based systems
- Approximation accuracy of the Krylov subspaces for linear discrete ill-posed problems
- Arnoldi decomposition, GMRES, and preconditioning for linear discrete ill-posed problems
- Least squares problems involving generalized Kronecker products and application to bivariate polynomial regression
- On the computation of a truncated SVD of a large linear discrete ill-posed problem
- Fractional Tikhonov regularization with a nonlinear penalty term
- Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation
- Numerical solution of nonstationary problems for a space-fractional diffusion equation
- Revisiting the (block) Jacobi subspace rotation method for the symmetric eigenvalue problem
- Matrix algorithms. Vol. 2: Eigensystems
- Clustered matrix approximation
- On the choice of solution subspace for nonstationary iterated Tikhonov regularization
- Implicit iterative schemes based on singular decomposition and regularizing algorithms
- Численный метод нелинейного оценивания на основе разностных уравнений
- The Discrete Empirical Interpolation Method: Canonical Structure and Formulation in Weighted Inner Product Spaces
- Tensor least angle regression for sparse representations of multidimensional signals
- Milestones in matrix computation. The selected works of Gene H. Golub. With commentaries by Anne Greenbaum, Åke Björk, Nicholas Higham, Walter Gautschi and G. W. Stewart. Edited by Raymond H. Chan, Chen Greif, and Dianne P. O'Leary.
- Applied numerical methods
- scientific article; zbMATH DE number 1350351 (Why is no real title available?)
- Preconditioned RRGMRES for discrete ill-posed problems
- A semiblind regularization algorithm for inverse problems with application to image deblurring
- Effectively subsampled quadratures for least squares polynomial approximations
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- Об одной вычислительной реализации блочного метода Гаусса-Зейделя для нормальных систем уравнений
- An improved generalized flexibility matrix approach for structural damage detection
- Efficient algorithms for eigensystem realization using randomized SVD
- The low rank approximations and Ritz values in LSQR for linear discrete ill-posed problem
- Sublinear Cost Low Rank Approximation via Subspace Sampling
- MINRES: from negative curvature detection to monotonicity properties
- Mathematical modeling of parameter identification process of convection-diffusion transport models using the SVD-based Kalman filter
- A Theory of Quantum Subspace Diagonalization
- Numerical methods for solving some matrix feasibility problems
- Regularization properties of LSQR for linear discrete ill-posed problems in the multiple singular value case and best, near best and general low rank approximations
- Process noise covariance estimation via stochastic approximation
- On least squares problems with certain Vandermonde-Khatri-Rao structure with applications to DMD
- WaveHoltz: iterative solution of the Helmholtz equation via the wave equation
- Componentwise perturbation analysis of the Schur decomposition of a matrix
- Data driven Koopman spectral analysis in Vandermonde-Cauchy form via the DFT: numerical method and theoretical insights
- Structural Convergence Results for Approximation of Dominant Subspaces from Block Krylov Spaces
- Fast and Accurate Proper Orthogonal Decomposition using Efficient Sampling and Iterative Techniques for Singular Value Decomposition
- Second largest eigenpair statistics for sparse graphs
- Generalized Gearhart-Koshy acceleration for the Kaczmarz method
- An efficient randomized QLP algorithm for approximating the singular value decomposition
- On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems
- Universal MATLAB‐based square‐root solutions in the family of continuous‐discrete Gaussian filters for state estimation in nonlinear stochastic dynamic systems
- scientific article; zbMATH DE number 7771103 (Why is no real title available?)
- Orthogonal polynomials on a class of planar algebraic curves
- Calculations for D-eigenvalues of a diffusion kurtosis tensor
- Efficient solution of parameter identification problems with H¹ regularization
- NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements
- Stationary Landweber method with momentum acceleration for solving least squares problems
- On the Type of Ill-Posedness of Generalized Hilbert Matrices and Related Operators
- Approximation and interpolation of singular measures by trigonometric polynomials
- Algebraic estimation of mismatched disturbance and state for a class of MIMO systems with non-zero-mean measurement noise
- Fair principal component analysis via eigenvalue optimization
- Finding eigenvectors with a quantum variational algorithm
- Unconditional energy stable and mass-conserving gauge-Uzawa MSAV methods for the Cahn-Hilliard-Navier-Stokes model
- A highly accurate procedure for computing globally optimal Wannier functions in one-dimensional crystalline insulators
- A functionally connected element method for solving boundary value problems
- Improved discrete-time Kalman filtering within singular value decomposition
- Square-root information-type methods for continuous-discrete extended Kalman filtering
- Obtaining pseudoinverse solutions with MINRES
- Asymptotic analysis for time fractional FitzHugh-Nagumo equations
- Spectra and pseudospectra in the evaluation of material stability in phase field schemes
- Explicit forms of interpolating cubic splines and data smoothing
- The projected splitting iterative methods based on tensor splitting and its majorization matrix splitting for the tensor complementarity problem
- R-estimation in linear models: algorithms, complexity, challenges
- Online algebraic disturbance estimation method for linear systems with noisy state measurements
- On the computation of accurate initial conditions for linear higher-index differential-algebraic equations and its application in initial value solvers
- Estimation of spectral gaps for sparse symmetric matrices
- A parameterized block-splitting preconditioner for indefinite least squares problem
- Quantitative simulations by matrices
- Subspace projection regularization for large-scale Bayesian linear inverse problems
- Lumped disturbances estimation-based inverse dynamic cooperation control for uncertain arm manipulators
- Generalized Gearhart-Koshy acceleration is a Krylov subspace method
- Regularization properties of Krylov iterative solvers CGME and LSMR for linear discrete ill-posed problems with an application to truncated randomized SVDs
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