An O(n)-randomness perturbation combining a dense deterministic pattern matrix with a non-uniform sparse dependent perturbation reduces condition numbers to O(n) for any input matrix.
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Generalized bridges with constraints solve Schrödinger problems, enabling broader financial equilibrium models with frictions and proving convergence of trading-cost equilibria to the classical Kyle model.
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Well-Conditioned Oblivious Perturbations in Linear Space
An O(n)-randomness perturbation combining a dense deterministic pattern matrix with a non-uniform sparse dependent perturbation reduces condition numbers to O(n) for any input matrix.
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Schr\"odinger's problem with constraints
Generalized bridges with constraints solve Schrödinger problems, enabling broader financial equilibrium models with frictions and proving convergence of trading-cost equilibria to the classical Kyle model.