Pierre Maréchal, Aude Rondepierre
Published 2009-04-04Version 1
We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization parameter) belongs to the class of {\sl fixed point} methods. Convergence of the algorithm is also discussed.
Shifted CholeskyQR for computing the QR factorization of ill-conditioned matrices
Variational Characterization of Monotone Nonlinear Eigenvector Problems and Geometry of Self-Consistent-Field Iteration
Preconditioned eigensolvers for large-scale nonlinear Hermitian eigenproblems with variational characterizations. II. Interior eigenvalues
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