2014
DOI: 10.48550/arxiv.1401.3068
|View full text |Cite
Preprint
|
Sign up to set email alerts
|

Randomized methods for rank-deficient linear systems

Abstract: We present a simple, accurate method for solving consistent, rank-deficient linear systems, with or without additional rank-completing constraints. Such problems arise in a variety of applications, such as the computation of the eigenvectors of a matrix corresponding to a known eigenvalue. The method is based on elementary linear algebra combined with the observation that if the matrix is rank-k deficient, then a random rank-k perturbation yields a nonsingular matrix with probability 1.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1

Citation Types

0
4
0

Year Published

2015
2015
2022
2022

Publication Types

Select...
3
1

Relationship

0
4

Authors

Journals

citations
Cited by 4 publications
(4 citation statements)
references
References 18 publications
0
4
0
Order By: Relevance
“…Traditionally, a combination of stokeslets and rotlets are used to eliminate this nullspace in the context of Stokes BVPs. A more general procedure for handling nullspaces is recently given in[24].…”
mentioning
confidence: 99%
“…Traditionally, a combination of stokeslets and rotlets are used to eliminate this nullspace in the context of Stokes BVPs. A more general procedure for handling nullspaces is recently given in[24].…”
mentioning
confidence: 99%
“…As shown in [25], this new linear system has a unique solutions which also solves Eq. ( 22) with probability 1.…”
Section: Computing U H Nmentioning
confidence: 94%
“…The above formulation works as written for the modified Helmholtz equation (L = −∆ + λ 2 ) as well by replacing the Green's function with G(r, r 0 ) := λ 2 2π K 0 (λ|r − r 0 |). We do not discuss here subtler points regarding treatment of nullspaces for these operators, see [58] for a treatise on this topic.…”
Section: Boundary Integral Formulationmentioning
confidence: 99%