Category: Research
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Wrangling quartics, V
Yesterday I went to discuss the problem with one of my colleagues. He had the interesting idea of modelling $S$, and especially $S^2$, as low rank, in particular as $S = s_1 e_1 e_1^T$. That is, shifting the focus on $S$ from $Z$. I tried this out today, and although it didn’t quite pan out,…
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Wrangling quartics, IV
I’m trying to make some sense of $$ {1 \over \la’} \left(S^2 \wt Z_{UU} S^2 – S \wt C_{VV} S\right) + I = \wt Z_{UU}^{-1}. \label{start}\tag{1}$$ Below I’m going to drop all the tildes and subscripts, for clarity. If we left multiply by $Z$ we get $$ {1 \over \la’} Z(S^2 Z^2 S^2 – S…
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Wrangling quartics, II
In the last post on this topic, we saw that when optimizing the objective$$ {1 \over 2 n^2 } \|X^T Z^T Z X – C\|_F^2 + {\la \over 2 m^2}\|Z – I\|_F^2,$$ any solution $Z$ is symmetric and satisfies $${2 \over n^2} \left( XX^T Z^2 XX^T – X C X^T\right) + {\la \over m^2} I…
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Inverting arrowhead matrices.
I need to invert a matrix of the form $$ M = I + S^2 H S^2,$$ where $H$ is a symmetric matrix, and $S^2$ is diagonal. The elements of $S^2$ drop off very quickly, so what remains of $H$ are its first column and first row, scaled by $S_{1}^2 S^2$. The result is that…