An accurate restarting for shift-and-invert Krylov subspaces computing matrix exponential actions of nonsymmetric matrices.
Mikhail A. BotchevPublished in: CoRR (2019)
Keyphrases
- singular value decomposition
- coefficient matrix
- matrix representation
- positive definite
- singular values
- square matrices
- eigenvalues and eigenvectors
- linear algebra
- perturbation theory
- sparse matrix
- matrix completion
- projection matrices
- low dimensional
- systems of linear equations
- positive semidefinite
- matrix multiplication
- covariance matrix
- efficient computation
- correlation matrix
- high dimensional data
- projection matrix
- rows and columns
- linear complementarity problem
- affinity matrix
- pseudo inverse
- block diagonal
- symmetric positive definite
- distance matrix
- totally unimodular
- covariance matrices