Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of computing a matrix inverse using the Newton iteration algorithm. Compared to other algorithms, Newton ...
Matrix splitting iteration methods have emerged as potent tools in addressing complementarity problems, which frequently arise in optimisation, economics and engineering applications. These methods ...
Newton's iteration is modified for the computation of the group inverses of singular Toeplitz matrices. At each iteration, the iteration matrix is approximated by a matrix with a low displacement rank ...
Abstract: We consider the problem of inferring the conditional independence graph (CIG) of a sparse, high-dimensional, stationary matrix-variate Gaussian time series. The correlation function of the ...
The concept of the field of value to localize the spectrum of the iteration matrices of the skew-symmetric iterative methods is further exploited. Obtained formulas are derived to relate the fields of ...