Local polynomial regression for symmetric positive definite matrices

DDtBe for Band Symmetric Positive Definite Matrices

We present a new parallel factorization for band symmetric positive definite (s.p.d) matrices and show some of its applications. Let A be a band s.p.d matrix of order n and half bandwidth m. We show how to factor A as A =DDt Be using approximately 4nm2 jp parallel operations where p =21: is the number of processors. Having this factorization, we improve the time to solve Ax = b by a factor of m...

Local Polynomial Regression for Symmetric Positive Def - inite Matrices ( Supplementary Report )

Supervised LogEuclidean Metric Learning for Symmetric Positive Definite Matrices

Metric learning has been shown to be highly effective to improve the performance of nearest neighbor classification. In this paper, we address the problem of metric learning for symmetric positive definite (SPD) matrices such as covariance matrices, which arise in many real-world applications. Naively using standard Mahalanobis metric learning methods under the Euclidean geometry for SPD matric...

On Adaptive Weighted Polynomial Preconditioning for Hermitian Positive Definite Matrices

The conjugate gradient algorithm for solving Hermitian positive definite linear systems is usually combined with preconditioning in order to speed up convergence. In recent years, there has been a revival of polynomial preconditioning, motivated by the attractive features of the method on modern architectures. Standard techniques for choosing the preconditioning polynomial are based only on bou...

"Compress and eliminate" solver for symmetric positive definite sparse matrices

We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in. The systems that have efficient compression of the fill-in mostly arise from discretization of partial differential equations. We show that the resulting fa...