Recent Posts

Some Incomplete Papers

Not sure if I will ever finish these, but the incomplete versions make it pretty clear what needs to be added to make them complete. It’s all perculating somewhere in my head, pretty much formulated, but writing it down is another matter. In the first paper the notion of sharp quadratic majorization is generalized using fans of majorizers. In the second paper formulas are given for the convergence rate of majorization algorithms with equality and/or inequality constraints.


Simultaneous Diagonalization in R/C

We present an R/C implementation of optimal simultaneous diagonalization of several real symmetric matrices using Jacobi plane rotations, with compact triangular storage of symmetric matrices.


After months of local history, a short trip back to computation and R, with an alternative majorization for MDS.

Recent Publications