4 papers · 1 filter
Halving the size of skew-symmetric eigenvalue problems via the polar decomposition
Daniel Kressner, Simon Mataigne
This paper introduces a novel algorithm for computing eigenvalues and eigenvectors of a dense real skew-symmetric matrix . Its main ingredient is the computation of a polar fact…
A Jacobi-like algorithm for normal matrices by the skew-symmetric part
Simon Mataigne, P. -A. Absil
We present a fast Jacobi-like algorithm for computing the eigenvalues, and optionally the eigenvectors, of a real normal matrix. The method gains a computational advantage by using…
bispectrum: Selective -Bispectra Made Practical
Johan Mathe, Adele Myers, Simon Mataigne +1
Many machine learning tasks are invariant under the action of a group of transformations: signal classification can be invariant under translations, image classification under…
The sketched landing method for large-scale optimization under orthogonality constraints
Florentin Goyens, Simon Mataigne, Pierre-Antoine Absil
We propose the sketched landing method, a randomized variant of the landing method for optimization under orthogonality constraints. Each landing step consists of the sum of a norm…