Matrix Computations
By Andrzej Chrzeszczyk, J. Kochanowski. 2011
14,206 citations recorded by the source corpus.
Subfields: Numerical Methods & Scientific Computing
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Numerical Methods & Scientific Computing
- Ivan V. Oseledets
- Boris N. Khoromskij
- Christine Tobler
- Dmitry V. Savostyanov
- Sergey V. Dolgov
- Daniel Kressner
- E. E. Tyrtyshnikov
- Bart Vandereycken
Citations in the corpus
- Analyzing and Improving the Image Quality of StyleGAN (2019, neutral): “This is seen using the Singular Value Decomposition J T w = U ˜ ΣV T , where U ∈ R L × L and V ∈ R M × M are orthogonal matrices, and ˜ Σ = [ Σ 0 ] is a horizontal concatenation of a diagonal matrix Σ ∈ R L × L and a zero matrix 0 ∈ R L × ( M − L ) [15].”
- Beyond CCA: Moment Matching for Multi-View Models (2016, neutral): “A (cid:62) A = AA (cid:62) with a symmetric matrix as a particular case, the upper triangular matrix in its Schur decomposition is zero (Golub & Van Loan, 1996, Chapter 7) and then the Schur vectors correspond to the (orthogonal in this case) eigenvectors of this matrix.”
- From Frequency to Meaning: Vector Space Models of Semantics (2010, background): “Minimizing the the Frobenius norm ‖X̂−X‖F will minimize the noise, if the noise has a Gaussian distribution.”
- Recasting Gradient-Based Meta-Learning as Hierarchical Bayes (2018, neutral): “, n (Theorem 8.7.1 in Golub & Van Loan, 1983).”
- Accelerating Very Deep Convolutional Networks for Classification and Detection (2015, methodology): “A simple decomposition is the Singular Value Decomposition (SVD) [31]: M = Ud′Sd′Vd′, where Ud′ and Vd′ are d-by-d′ column-orthogonal matrices and Sd′ is a d′-by-d′ diagonal matrix.”
- Efficient and accurate approximations of nonlinear convolutional networks (2014, methodology): “This problem can be solved by SVD [5] How good is the low-rank assumption of the responses?”
- The Uncertainty Bellman Equation and Exploration (2017, methodology): “by the Sherman-Morrison-Woodbury formula [8], the cost of this update is one matrix multiply and one matrix-matrix subtraction per step.”
- On the interpretation of weight vectors of linear models in multivariate neuroimaging (2014, background): “The problem of “ optimal ” factor extraction under various conditions, however, is its own fi eld of research treated in an extensive existing body on linear decomposition methods and their underlying assumptions (for some overview see Comon & Jutten, 2010; Golub & Van Loan, 1996; Haufe, 2011).”
- Making AI Forget You: Data Deletion in Machine Learning (2019, methodology): “Generally speaking, the Sherman-Morrison-Woodbury matrix identity and matrix factorization techniques can be used to derive fast and explicit formulas for updating linear models [55, 27, 83, 43].”
- Community detection in graphs (2009, methodology): “The time required to compute the first k eigenvectors of a matrix with the Lanczos method depends on the size of the eigengap |λk+1 − λk| (Golub and Loan, 1989).”
- Fast, Exact and Multi-scale Inference for Semantic Image Segmentation with Deep Gaussian CRFs (2016, methodology): “In this work, we considered the Jacobi, Gauss-Seidel, Conjugate Gradient, and Generalized Minimal Residual (GMRES) methods [20], as candidates for iterative solvers.”
- Online Learning for Matrix Factorization and Sparse Coding (2009, neutral): “For more details and properties of the Kronecker product, see Golub and Van Loan (1996), and Magnus and Neudecker (1999).”
- Learning with Submodular Functions: A Convex Optimization Perspective (2011, methodology): “6 Spectral functions of submatrices Given a positive semidefinite matrix Q ∈ Rp×p and a real-valued function h from R+ to R, one may define the matrix function Q 7→ h(Q) defined on positive semi-definite matrices by leaving unchanged the eigenvectors of Q and applying h to each of the eigenvalues [8”