ROCEWEA. matrix sign function

Title of paper: Two Iterative algorithms for the matrix sign function based on the adaptive filtering technology

Authors: Feng Wu, Keqi Ye, Li Zhu, Yuelin Zhao, Jiqiang Hu, Wanxie Zhong

In this paper, two new efficient algorithms for calculating the sign function of the large-scale sparse matrix are proposed by combining filtering algorithm with Newton method and Newton Schultz method respectively. Through the theoretical analysis of the error diffusion in the iterative process, we designed an adaptive filtering threshold, which can ensure that the filtering has little impact on the iterative process and the calculation result. Numerical experiments are consistent with our theoretical analysis, which shows that the computational efficiency of our method is much better than that of Newton method and Newton Schultz method, and the computational error is of the same order of magnitude as that of the two methods.


Type: MATLAB code
File: code_of_the_NMF_NSF.rar

The compressed file is the NSF and NMF algorithm code proposed in the article. In this version, the filtering is programmed in C language. This version is only suitable for the real sparse matrix.
Type: MATLAB code
File: A1-A20.rar
File: A21-A31.rar

The compressed file is 31 matrix files used in section 4.4 of the article.


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