Sparse orthogonal matrices and the Haar wavelet
نویسندگان
چکیده
منابع مشابه
Euclidean Distance between Haar Orthogonal and Gaussian Matrices
In this work we study a version of the general question of how well a Haar distributed orthogonal matrix can be approximated by a random gaussian matrix. Here, we consider a gaussian random matrix Yn of order n and apply to it the Gram-Schmidt orthonormalization procedure by columns to obtain a Haar distributed orthogonal matrix Un. If F m i denotes the vector formed by the first m-coordinates ...
متن کاملHaar Wavelet Matrices for the Numerical Solutions of Differential Equations
Haar Wavelets has become important tool for solving number of problems of science and engineering. In this paper a computational scheme is implemented using Haar matrices to find the numerical solution of differential equations with known initial and boundary conditions. We also presented exact solution, numerical solution and absolute error. Numerical experiments presented here are comparable ...
متن کاملOrthogonal and Symmetric Haar
Orthogonal and Symmetric Haar Wavelets on the Sphere Christian Lessig Master of Science Graduate Department of Computer Science University of Toronto 2007 The efficient representation of signals defined over spherical domains has many applications. We derive a new spherical Haar wavelet basis (SOHO) that is both orthogonal and symmetric, rebutting previous work that presumed the nonexistence of...
متن کاملMultifrontal Computation with the Orthogonal Factors of Sparse Matrices
This paper studies the solution of the linear least squares problem for a large and sparse m by n matrix A with m n by QR factorization of A and transformation of the right-hand side vector b to Q T b. A multifrontal-based method for computing Q T b using Householder factorization is presented. A theoretical operation count for the K by K unbordered grid model problem and problems deened on gra...
متن کاملHaar-Distributed Unitary Matrices
We provide an elementary proof for a theorem due to Petz and Réffy which states that for a random n × n unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) k × k submatrix converges in distribution, after multiplying by a normalization factor √ n and as n → ∞, to a matrix of independent complex Gaussian random variables with mean 0...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Discrete Applied Mathematics
سال: 2000
ISSN: 0166-218X
DOI: 10.1016/s0166-218x(99)00182-1