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A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…

Numerical Analysis · Mathematics 2019-06-19 Juan A. Acebron

Univariate polynomial root-finding is a classical subject, still important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the…

Symbolic Computation · Computer Science 2017-04-14 Victor Y. Pan , Liang Zhao

A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble (GOE), sparse random…

Statistical Mechanics · Physics 2013-05-29 Nen Saito , Yukito Iba , Koji Hukushima

This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…

Numerical Analysis · Mathematics 2015-01-27 Farbod Roosta-Khorasani , Gábor J. Székely , Uri Ascher

The inverse of a large matrix can often be accurately approximated by a polynomial of degree significantly lower than the order of the matrix. The iteration polynomial generated by a run of the GMRES algorithm is a good candidate, and its…

Numerical Analysis · Mathematics 2025-02-26 Mark Embree , Joel A. Henningsen , Jordan Jackson , Ronald B. Morgan

We study the complexity of solving the \emph{generalized MinRank problem}, i.e. computing the set of points where the evaluation of a polynomial matrix has rank at most $r$. A natural algebraic representation of this problem gives rise to a…

Symbolic Computation · Computer Science 2015-03-19 Jean-Charles Faugère , Mohab Safey El Din , Pierre-Jean Spaenlehauer

In this paper some algorithms will be presented which can be used for the calculation of zeros of polynomials and eigenvalues of polynomial matrices with a multiplicity larger than one. The numerical values calculated with MATLAB are used…

Numerical Analysis · Mathematics 2014-09-23 Sigurd Falk

We present the first near-linear work and poly-logarithmic depth algorithm for computing a minimum cut in a graph, while previous parallel algorithms with poly-logarithmic depth required at least quadratic work in the number of vertices. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-03 Barbara Geissmann , Lukas Gianinazzi

Consider a matrix $\mathbf{F} \in \mathbb{K}[x]^{m \times n}$ of univariate polynomials over a field $\mathbb{K}$. We study the problem of computing the column rank profile of $\mathbf{F}$. To this end we first give an algorithm which…

Symbolic Computation · Computer Science 2022-05-11 George Labahn , Vincent Neiger , Thi Xuan Vu , Wei Zhou

We give a quantum-inspired $O(n^4)$ algorithm computing the Tutte polynomial of a lattice path matroid, where $n$ is the size of the ground set of the matroid. Furthermore, this can be improved to $O(n^2)$ arithmetic operations if we…

Combinatorics · Mathematics 2015-10-08 Jason Morton , Jacob Turner

We propose an algorithm for quickly evaluating polynomials. It pre-conditions a complex polynomial $P$ of degree $d$ in time $O(d\log d)$, with a low multiplicative constant independent of the precision. Subsequent evaluations of $P$…

Numerical Analysis · Mathematics 2022-11-15 Ramona Anton , Nicolae Mihalache , François Vigneron

An efficient algorithm for computing eigenvectors of a matrix of integers by exact computation is proposed. The components of calculated eigenvectors are expressed as polynomials in the eigenvalue to which the eigenvector is associated, as…

Numerical Analysis · Mathematics 2019-02-19 Shinichi Tajima , Katsuyoshi Ohara , Akira Terui

Markov-chain Monte Carlo algorithms rely on trial moves that are either rejected or accepted based on certain criteria. Here, we provide an efficient algorithm to generate random rotation matrices in four dimensions (4D) covering an…

Computational Physics · Physics 2023-02-14 Jakob Tómas Bullerjahn , Balázs Fábián , Gerhard Hummer

We investigate the complexity of several fundamental polynomial-time solvable problems on graphs and on matrices, when the given instance has low treewidth; in the case of matrices, we consider the treewidth of the graph formed by non-zero…

Data Structures and Algorithms · Computer Science 2015-11-05 Fedor V. Fomin , Daniel Lokshtanov , Michał Pilipczuk , Saket Saurabh , Marcin Wrochna

This paper presents an adaptive randomized algorithm for computing the butterfly factorization of a $m\times n$ matrix with $m\approx n$ provided that both the matrix and its transpose can be rapidly applied to arbitrary vectors. The…

Numerical Analysis · Mathematics 2020-02-11 Yang Liu , Xin Xing , Han Guo , Eric Michielssen , Pieter Ghysels , Xiaoye Sherry Li

In this article we provide an experimental algorithm that in many cases gives us an upper bound of the global infimum of a real polynomial on $\R^{n}$. It is very well known that to find the global infimum of a real polynomial on $\R^{n}$,…

Optimization and Control · Mathematics 2018-09-25 María López Quijorna

I show how to construct Monte Carlo algorithms (programs), prove that they are correct and document them. Complicated algorithms are build using a handful of elementary methods. This construction process is transparently illustrated using…

Computational Physics · Physics 2007-05-23 S. Jadach

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

An algorithm which either finds an nonzero integer vector ${\mathbf m}$ for given $t$ real $n$-dimensional vectors ${\mathbf x}_1,...,{\mathbf x}_t$ such that ${\mathbf x}_i^T{\mathbf m}=0$ or proves that no such integer vector with norm…

Symbolic Computation · Computer Science 2010-10-12 Jingwei Chen , Yong Feng , Xiaolin Qin , Jingzhong Zhang

A new Las Vegas algorithm is presented for the composition of two polynomials modulo a third one, over an arbitrary field. When the degrees of these polynomials are bounded by $n$, the algorithm uses $O(n^{1.43})$ field operations, breaking…

Symbolic Computation · Computer Science 2023-07-21 Vincent Neiger , Bruno Salvy , Éric Schost , Gilles Villard