4 papers
Stochastic trace estimation for parameter-dependent matrices applied to spectral density approximation
Fabio Matti, Haoze He, Daniel Kressner +1
Stochastic trace estimation is a well-established tool for approximating the trace of a large symmetric matrix . Several applications involve a matrix that depends…
RJD-BASE: Multi-Modal Spectral Clustering via Randomized Joint Diagonalization
Haoze He, Artemis Pados, Daniel Kressner
We revisit the problem of spectral clustering in multimodal settings, where each data modality is encoded as a graph Laplacian. While classical approaches--including joint diagonal…
A simple, randomized algorithm for diagonalizing normal matrices
Haoze He, Daniel Kressner
We present and analyze a simple numerical method that diagonalizes a complex normal matrix A by diagonalizing the Hermitian matrix obtained from a random linear combination of the…
A randomized algorithm for simultaneously diagonalizing symmetric matrices by congruence
Haoze He, Daniel Kressner
A family of symmetric matrices is SDC (simultaneous diagonalization by congruence, also called non-orthogonal joint diagonalization) if there is an invertible mat…