Questions tagged [linear-algebra]

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Why is the weight matrix diagonal in weighted least squares regression?

I was going through the theory for weighted least-squares fitting and I understood its basic underlying concepts, but I couldn't understand why exactly do we keep the weights as a diagonal matrix ...
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41 views

Computing structure tensors

As far as I understand, the structure tensor is: $$ M = \sum_{(x,y) \in W} \begin{bmatrix} I_x^2 & I_xI_y \\ I_xI_y & I_y^2 \end{bmatrix} = \begin{bmatrix} \sum_{(x,y) \in W} I_x^2 & \...
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Best algorithm for computing the log-determinant

I am diving into some literature to understand which is the best algorithm for computing the log-determinant of a PSD matrix. So far I have found the following two papers: Large-scale Log-...
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Looking for good book similar Stability/Conditioning in Numerical Linear Algebra,

I am currently reading Numerical Linear Algebra by Trefethen and Bau and I am finding it quite difficult to read. In particular, I have been trying to read the sections on Floating Point Arithmetic, ...
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144 views

Check the Complexity time of Power method

Hi i have write a function in Matlab to calculate the power method and i wont to find the time complexity. ...
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54 views

How to quickly solve a linear equation for 7000 times?

I need to solve a linear equation Ax=b for 7000 times (A is sparse and complex square matrix), and at each time only 4 elements (A(i,k), A(i,m), A(j,k) and A(j,m)) are changed while all other elements ...
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38 views

How to make sure matrix completion can generate a matrix with values in expected range?

I am doing a matrix completion project. Assume that I have an incomplete matrix like ...
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29 views

Equivalent Algorithm with Sharman Morrison inversion

I am trying to invert a matrix using Woodbury identity. The inversion using Cholesky decomposition has the following pseudo-code: For $t=1,2,...$ $(1)\;\; \text{Read}\;x_t\in\mathbb{R}^n$ ...
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32 views

Randomly choose matrices $A_{j}B = C_{j}$ with elements between 0 and 1

Problem I have $J$ matrices $C_{j}$, which are $K \times M$. Elements of each matrix $C_{j}$ are between 0 and 1. I want to randomly choose $J$ matrices $A_{j}$ and one matrix $B$ such that: ...
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158 views

Why solutions for Normal form Ordinary least squares and Linear Regression are different

I am trying to apply Linear Regression method for a dataset of 9 sample with around 50 features using python. I have tried different methodology for Linear Regression i.e Closed form OLS(Ordinary ...
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426 views

Most stable algorithm to solve a system of linear equations?

I am doing some image processing involving solving a system of linear equations. I am getting some errors and bits of the image looks corrupted. I would like to know what is the most stable way to ...

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