eigendecomposition

本文介绍了一种通过计算交换算子的联合特征向量来解决多项式根和张量分解问题的方法，并分析了其多重结构。

This paper addresses the weak theoretical foundations of matrix decomposition in machine learning by systematically constructing a self-consistent, comprehensive, and modern-application-oriented pedagogical framework. Methodologically, it grounds the exposition in numerical linear algebra and matrix analysis, unifying classical decompositions—including LU, QR, SVD, and block triangular factorizations—while integrating numerical stability analysis and Hermitian/Hilbert space theory. Crucially, it bridges traditional numerical analysis with deep learning’s backpropagation setting, emphasizing differentiability and computational robustness of decompositions in algorithm design and model optimization. The primary contribution is a compact, dual-purpose (teaching and research) knowledge system that fills critical gaps in both theoretical coherence and machine-learning relevance present in existing literature, thereby providing rigorous mathematical foundations for high-dimensional data modeling and efficient training.

This work addresses the gap between algorithmic prototypes and efficient implementations in scientific research by proposing a lightweight approach to translate statistical and machine learning algorithms—such as kernel ridge regression and stochastic gradient descent matrix factorization—from mathematical formulations into readable, high-performance C++ code. Leveraging the Eigen template library for core linear algebra operations—including kernel matrix construction, regularized solvers, and vectorized updates—the implementation seamlessly integrates into the Python ecosystem via pybind11, enabling efficient interoperability with NumPy arrays. The project provides concise, reproducible code examples that encapsulate common computational patterns in research, significantly lowering the barrier for researchers to adopt C++ for high-performance development while balancing performance, readability, and usability.

This work addresses the challenge of efficiently computing leading eigenvectors in dynamic graphs, where frequent updates to the adjacency or Laplacian matrix render traditional eigendecomposition methods computationally prohibitive. To overcome this limitation, the authors propose a fast spectral embedding update framework based on Rayleigh-Ritz projection. By leveraging eigenvector perturbation analysis, the method constructs a low-dimensional approximate invariant subspace that preserves high approximation accuracy while substantially reducing computational and memory costs. Experimental results demonstrate that the proposed approach outperforms existing techniques in both the quality of leading eigenvector approximation and performance on downstream tasks—such as influential node identification and node clustering—offering a compelling balance between efficiency and accuracy.

This work investigates the impact of matrix concatenation operations on singular value spectra, aiming to bridge a theoretical gap in the structural stability of SVDs under concatenation. Addressing the central question—“How are the singular values of a concatenated matrix determined by those of its constituent submatrices?”—we extend Weyl’s inequality to block-wise concatenation for the first time, establishing a quantitative analytical framework grounded in matrix perturbation theory and norm inequalities. We derive computable upper bounds on singular value deviations and rigorously prove that dominant singular values remain stable when the operator norms of the submatrices are comparable. This result provides theoretical guarantees and principled design guidance for low-rank approximation, robust matrix clustering, and compression algorithms.

Traditional proofs of Singular Value Decomposition (SVD) rely on the spectral theorem, lacking geometric intuition and failing to reveal deep connections with machine learning algorithms. This work reconstructs SVD from an ellipsoidal geometry perspective, transforming the recursive process of maximizing stretch into an algorithmic mechanism. By integrating geometric constructions, gradient descent stopping criteria, and duality analysis of kernel methods, it achieves a "proof-as-algorithm" paradigm that derives SVD without presupposing the spectral theorem. Furthermore, this study establishes explicit mappings between SVD and core algorithms such as Principal Component Analysis (PCA) and PageRank, thereby unifying the foundational logic of linear algebra and machine learning. Finally, it provides a pedagogical framework amenable to manual verification alongside a discussion of theoretical boundaries.

该研究通过将稀疏矩阵视为二维信号并进行频域分析，探索了稀疏矩阵计算与谱分析之间的联系，以提高稀疏计算性能。

This work proposes a unified framework for solving systems of multivariate polynomials and rectangular multiparameter eigenvalue problems, implemented in the open-source MATLAB toolbox MacaulayLab. The approach leverages numerical linear algebra and Macaulay matrix constructions without relying on any specific polynomial basis or monomial ordering. It is the first method capable of efficiently handling both problem classes within a single framework while accurately characterizing positive-dimensional solution components at infinity. Numerical experiments demonstrate that the proposed method matches or surpasses the performance of established software packages such as PHCpack, PNLA, and MultiParEig. To support reproducible research, the authors provide an extensive suite of test cases alongside the toolbox.

本文通过介绍数值线性代数在偏微分方程、机器学习和数据同化中的应用，展示了如何使用少量核心概念解决大规模稀疏系统问题。

This study investigates the low-degree polynomial approximation of the leading eigenpair of random symmetric matrices. Focusing on the Spiked Gaussian Orthogonal Ensemble (GOE) and standard GOE models, it integrates exact spectral methods with the low-degree algorithmic framework. By leveraging the extremal properties of Chebyshev polynomials and random matrix theory, this work rectifies prevailing misconceptions regarding the required number of iterations in classical power methods. It establishes a critical degree threshold for approximating the leading eigenpair and derives an exact expression for the asymptotic overlap. The resulting theoretical predictions significantly improve upon existing bounds, offering new insights into the fundamental limits of polynomial-based algorithms for random matrix computations.