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pro vyhledávání: '"Brian D. Sutton"'
Publikováno v:
SIAM Journal on Matrix Analysis and Applications. 39(3)
We introduce a backward stable algorithm for computing the CS decomposition of a partitioned $2n \times n$ matrix with orthonormal columns, or a rank-deficient partial isometry. The algorithm computes two $n \times n$ polar decompositions (which can
Publikováno v:
Numerical Algorithms. 66:479-493
When an orthogonal matrix is partitioned into a two-by-two block structure, its four blocks can be simultaneously bidiagonalized. This observation underlies numerically stable algorithms for the CS decomposition and the existence of CMV matrices for
Autor:
Brian D. Sutton
Publikováno v:
SIAM Journal on Matrix Analysis and Applications. 34:417-444
We develop a divide-and-conquer algorithm for the bidiagonal CS decomposition (CSD). This complements an earlier algorithm based on simultaneous QR iteration. The new algorithm is designed to provide the efficiency gains of familiar divide-and-conque
Autor:
Brian D. Sutton
Publikováno v:
SIAM Journal on Matrix Analysis and Applications. 33:1-21
Since its discovery in 1977, the CS decomposition (CSD) has resisted computation, even though it is a sibling of the well-understood eigenvalue and singular value decompositions. Several algorithms have been developed for the reduced 2-by-1 form of t
Autor:
Brian D. Sutton, Charles R. Johnson, Margaret Lay, Lon H. Mitchell, Philip Hackney, Matthew Booth, Sivaram K. Narayan, Amanda Pascoe, Benjamin Harris, Terry D. Lenker
Publikováno v:
Linear and Multilinear Algebra. 59:483-506
The minimum semidefinite rank (msr) of a graph is defined to be the minimum rank among all positive semidefinite matrices whose zero/nonzero pattern corresponds to that graph. We recall some known facts and present new results, including results conc
Publikováno v:
Linear and Multilinear Algebra. 57:409-420
We are generally concerned with the possible lists of multiplicities for the eigenvalues of a real symmetric matrix with a given graph. Many restrictions are known, but it is often problematic to construct a matrix with desired multiplicities, even i
Autor:
Brian D. Sutton
Publikováno v:
Numerical Algorithms. 50:33-65
An algorithm is developed to compute the complete CS decomposition (CSD) of a partitioned unitary matrix. Although the existence of the CSD has been recognized since 1977, prior algorithms compute only a reduced version (the 2-by-1 CSD) that is equiv
Autor:
Philip Hackney, Charles R. Johnson, Matthew Booth, Brian D. Sutton, Sivaram K. Narayan, Kelly Steinmetz, Wendy Wang, Lon H. Mitchell, Amanda Pascoe, Margaret Lay, Benjamin Harris
Publikováno v:
SIAM Journal on Matrix Analysis and Applications. 30:731-740
Let $\mathcal{P}(G)$ be the set of all positive semidefinite matrices whose graph is $G$, and $\operatorname{msr}(G)$ be the minimum rank of all matrices in $\mathcal{P}(G)$. Upper and lower bounds for $\operatorname{msr}(G)$ are given and used to de
Autor:
Alan Edelman, Brian D. Sutton
Publikováno v:
Journal of Statistical Physics. 127:1121-1165
We propose that classical random matrix models are properly viewed as finite difference schemes for stochastic differential operators. Three particular stochastic operators commonly arise, each associated with a familiar class of local eigenvalue beh