We study several variants of decomposing a symmetric matrix into a sum of a low-rank positive semidefinite matrix and a diagonal matrix. Such decompositions have applications in factor analysis and ...

For the matrix A defined above show that AI (or IA) = A. Thus, the identify matrix operates like multiplying a number by 1.0. (in the above, if A is a 3 by 3 matrix then the identity matrix is a 3 by ...

We propose a stable and efficient divide-and-conquer algorithm for computing the eigendecomposition of a symmetric tri-block-diagonal matrix. The matrix can be derived from discretizing Laplace ...