Francesco Tudisco

Publications · Keyword

Nonnegative Matrices

6 publications with this keyword.

Core-periphery detection in hypergraphs

Francesco Tudisco, Desmond J. Higham

SIAM Journal on Mathematics of Data Science, vol. 5, 2023

Core-periphery detection is a key task in exploratory network analysis where one aims to find a core, a set of nodes well-connected internally and with the periphery, and a periphery, a set of nodes connected only (or mostly) with the core. In this work we propose a model of core-periphery for higher-order networks …

A fast and robust kernel optimization method for core–periphery detection in directed and weighted graphs

Francesco Tudisco, Desmond J. Higham

Applied Network Science, vol. 4:75, 2019

Many graph mining tasks can be viewed as classification problems on high dimensional data. Within this class we consider the issue of discovering core-periphery structure, which has wide applications in the economic and social sciences. In contrast to many current approaches, we allow for weighted and directed edges …

A nonlinear spectral method for core-periphery detection in networks

Francesco Tudisco, Desmond J. Higham

SIAM Journal on Mathematics of Data Science, vol. 1, pp. 269–292, 2019

We derive and analyse a new iterative algorithm for detecting network core–periphery structure. Using techniques in nonlinear Perron-Frobenius theory, we prove global convergence to the unique solution of a relaxed version of a natural discrete optimization problem. On sparse networks, the cost of each iteration scales …

Euler-Richardson method preconditioned by weakly stochastic matrix algebras: a potential contribution to Pagerank computation

Stefano Cipolla, Carmine Di Fiore, Francesco Tudisco

Electronic Journal of Linear Algebra, vol. 32, pp. 254–272, 2017

Let $S$ be a column stochastic matrix with at least one full row. Then $S$ describes a Pagerank-like random walk since the computation of the Perron vector $x$ of $S$ can be tackled by solving a suitable M-matrix linear system $Mx = y$, where $M = I − \tau A$, $A$ is a column stochastic matrix and $\tau$ is a positive …

A note on certain ergodicity coefficients

Francesco Tudisco

Special Matrices, vol. 3, pp. 175–185, 2015

We investigate two ergodicity coefficients $\phi_{|| \cdot ||}$ and $\tau_{n-1}$, originally introduced to bound the subdominant eigenvalues of nonnegative matrices. The former has been generalized to complex matrices in recent years and several properties for such generalized version have been shown so far. We provide …

On complex power nonnegative matrices

Francesco Tudisco, Valerio Cardinali, Carmine Di Fiore

Linear Algebra and its Applications, vol. 471, pp. 449–468, 2015

Power nonnegative matrices are defined as complex matrices having at least one nonnegative integer power. We exploit the possibility of deriving a Perron–Frobenius-like theory for these matrices, obtaining three main results and drawing several consequences. We study, in particular, the relationships with the set of …