Search Results - subject:"subspace methods"

An estimation of the condition number for a class of indefinite preconditioned matrices

Fasano, Giovanni; Roma, Massimo - Dipartimento di Ingegneria Informatica, Automatica e … - 2015

We propose a class of preconditioners for symmetric linear systems arising from numerical analysis and nonconvex optimization frameworks. Our preconditioners are specifically suited for large indefinite linear systems and may be obtained as by-product of Krylov-subspace solvers, as well as by...

Persistent link: https://www.econbiz.de/10011155355

A Class of Preconditioners for Large Indefinite Linear Systems, as by-product of Krylov subspace Methods: Part I

Fasano, Giovanni; Roma, Massimo - Dipartimento di Management, Università Ca' Foscari Venezia - 2011

We propose a class of preconditioners, which are also tailored for symmetric linear systems from linear algebra and nonconvex optimization. Our preconditioners are specifically suited for large linear systems and may be obtained as by-product of Krylov subspace solvers. Each preconditioner in...

Persistent link: https://www.econbiz.de/10009151011

A Class of Preconditioners for Large Indefinite Linear Systems, as by-product of Krylov subspace Methods: Part II

Fasano, Giovanni; Roma, Massimo - Dipartimento di Management, Università Ca' Foscari Venezia - 2011

In this paper we consider the parameter dependent class of preconditioners M(a,d,D) defined in the companion paper The latter was constructed by using information from a Krylov subspace method, adopted to solve the large symmetric linear system Ax = b. We first estimate the condition number of...

Persistent link: https://www.econbiz.de/10009151012

Diagnostic checking using subspace methods

García-Hiernaux, Alfredo - Facultad de Ciencias Económicas y Empresariales, … - 2009

The problem of diagnostic checking is tackled from the perspective of the subspace methods. Two statistics are …

Persistent link: https://www.econbiz.de/10005057518

Forecasting linear dynamical systems using subspace methods

García-Hiernaux, Alfredo - Facultad de Ciencias Económicas y Empresariales, … - 2009

A new procedure to predict with subspace methods is presented in this paper. It is based on combining multiple … forecasts obtained from setting a range of values for a specic parameter that is typically xed by the user in the subspace … methods literature. An algorithm to compute these predictions and to obtain a suitable number of combinations is provided. The …

Persistent link: https://www.econbiz.de/10005115648

Diagnostic checking using subspace methods

García-Hiernaux, Alfredo - Facultad de Ciencias Económicas y Empresariales, … - 2009

The problem of diagnostic checking is tackled from the perspective of the subspace methods. Two statistics are …

Persistent link: https://www.econbiz.de/10011272959

Unit Roots and Cointegrating Matrix Estimation using Subspace Methods

Hiernaux, Alfredo Garcia; Jerez, Miguel; Casals, José - Facultad de Ciencias Económicas y Empresariales, … - 2005

We propose a new procedure to detect unit roots based on subspace methods. It has three main original features. First …

Persistent link: https://www.econbiz.de/10008520475

Fast estimation methods for time series models in state-space form

Hiernaux, Alfredo García; Carro, José Casals; Jerez, … - Facultad de Ciencias Económicas y Empresariales, … - 2005

We propose two fast, stable and consistent methods to estimate time series models expressed in their equivalent state-space form. They are useful both, to obtain adequate initial conditions for a maximum-likelihood iteration, or to provide final estimates when maximum-likelihood is considered...

Persistent link: https://www.econbiz.de/10008520482

Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations

Bauer, Dietmar - Cowles Foundation for Research in Economics, Yale University - 2004

performed using subspace methods which are known to have computational advantages as compared to prediction error methods based … on criterion minimization. These advantages are especially strong for high dimensional time series. The subspace methods …

Persistent link: https://www.econbiz.de/10005093929

Strongly Consistent Determination of the Rank of Matrix

Ratsimalahelo, Zaka - 2003

In this paper, we develop methods of the determination of the rank of random matrix. Using the matrix perturbation theory to construct or find a suitable bases of the kernel (null space) of the matrix and to determine the limiting distribution of the estimator of the smallest singular values. We...

Persistent link: https://www.econbiz.de/10011496035