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The stability and convergence rate of Olver's collocation method for the numerical solution of Riemann-Hilbert problems (RHPs) is known to depend very sensitively on the particular choice of contours used as data of the RHP. By manually…

Numerical Analysis · Mathematics 2013-01-31 Georg Wechslberger , Folkmar Bornemann

In this paper, a method via sparse-sparse iteration for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix is proposed. The resulting factorized sparse approximate inverse is used as a…

Numerical Analysis · Mathematics 2008-08-03 Davod Khojasteh Salkuyeh , Faezeh Toutounian

In this paper we extend a recent idea of formulating and regularizing inverse problems as minimization problems, so without using a forward operator, thus avoiding explicit evaluation of a parameter-to-state map. We do so by rephrasing…

Numerical Analysis · Mathematics 2020-04-28 Kha Van Huynh , Barbara Kaltenbacher

In this paper, we describe improved algorithms to compute Janet and Pommaret bases. To this end, based on the method proposed by Moller et al., we present a more efficient variant of Gerdt's algorithm (than the algorithm presented by…

Symbolic Computation · Computer Science 2017-05-10 Bentolhoda Binaei , Amir Hashemi , Werner M. Seiler

This paper introduces a novel Transformed Primal-Dual with variable-metric/preconditioner (TPDv) algorithm, designed to efficiently solve affine constrained optimization problems common in nonlinear partial differential equations (PDEs).…

Numerical Analysis · Mathematics 2023-12-20 Long Chen , Ruchi Guo , Jingrong Wei

This paper deals with the inverse spectral problem for a non-self-adjoint Sturm-Liouville operator with discontinuous conditions inside the interval. We obtain that if the potential $q$ is known a priori on a subinterval $ \left[ b,\pi…

Spectral Theory · Mathematics 2019-01-03 Jun Yan , Guoliang Shi

We present a hierarchy of tractable relaxations to obtain lower bounds on the minimum value of a polynomial over a constraint set defined by polynomial equations. In contrast to previous convex relaxation techniques for this problem, our…

Optimization and Control · Mathematics 2025-07-23 Elvira Moreno , Venkat Chandrasekaran

In an instance of the minimum eigenvalue problem, we are given a collection of $n$ vectors $v_1,\ldots, v_n \subset {\mathbb{R}^d}$, and the goal is to pick a subset $B\subseteq [n]$ of given vectors to maximize the minimum eigenvalue of…

Data Structures and Algorithms · Computer Science 2024-01-26 Adam Brown , Aditi Laddha , Mohit Singh

We consider a new algorithm in light of the min-max Collatz-Wielandt formalism to compute the principal eigenvalue and the eigenvector (eigen-function) for a class of positive Perron-Frobenius-like operators. Such operators are natural…

Numerical Analysis · Mathematics 2021-11-25 Dong Li , Jianan Li

In the present paper we consider minimization based formulations of inverse problems $(x,\Phi)\in\mbox{argmin}\{\mathcal{J}(x,\Phi;y)\colon(x,\Phi)\in M_{ad}(y) \}$ for the specific but highly relevant case that the admissible set…

Optimization and Control · Mathematics 2018-07-31 Philipp Hungerländer , Barbara Kaltenbacher , Franz Rendl

Physics-Informed Neural Networks (PINN) are a machine learning tool that can be used to solve direct and inverse problems related to models described by Partial Differential Equations. This paper proposes an adaptive inverse PINN applied to…

Numerical Analysis · Mathematics 2024-11-28 Marco Berardi , Fabio Difonzo , Matteo Icardi

Recent advances in machine learning have inspired a surge of research into reconstructing specific quantities of interest from measurements that comply with certain physical laws. These efforts focus on inverse problems that are governed by…

Machine Learning · Statistics 2025-04-23 Honam Wong , Wendao Wu , Fanghui Liu , Yiping Lu

We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…

Optimization and Control · Mathematics 2025-07-08 Mohammed Rayyan Sheriff , Floor Fenne Redel , Peyman Mohajerin Esfahani

We consider a singularly perturbed Dirichlet spectral problem for an elliptic operator of second order. The coefficients of the operator are assumed to be locally periodic and oscillating in the scale $\varepsilon$. We describe the leading…

Analysis of PDEs · Mathematics 2016-05-13 Klas Pettersson

We propose a novel quasi-Newton method for solving the sparse inverse covariance estimation problem also known as the graphical least absolute shrinkage and selection operator (GLASSO). This problem is often solved using a second-order…

Numerical Analysis · Mathematics 2023-10-18 Gal Shalom , Eran Treister , Irad Yavneh

Rigorous, non-asymptotic bounds for the Puiseux expansion of the eigenvalue at infinity are given. Error analysis is provided. Further, the expected value of the eigenvector condition number of a randomly perturbed matrix is estimated. The…

Numerical Analysis · Mathematics 2026-03-24 Hanna Blazhko , Michał Wojtylak

Adaptive regularization methods pre-multiply a descent direction by a preconditioning matrix. Due to the large number of parameters of machine learning problems, full-matrix preconditioning methods are prohibitively expensive. We show how…

Machine Learning · Computer Science 2020-11-19 Naman Agarwal , Brian Bullins , Xinyi Chen , Elad Hazan , Karan Singh , Cyril Zhang , Yi Zhang

Uniform preconditioners for operators of negative order discretized by (dis)continuous piecewise polynomials of any order are constructed from a boundedly invertible operator of opposite order discretized by continuous piecewise linears.…

Numerical Analysis · Mathematics 2020-02-04 Rob Stevenson , Raymond van Venetië

By extending the classical analysis techniques due to Samokish, Faddeev and Faddeeva, and Longsine and McCormick among others, we prove the convergence of preconditioned steepest descent with implicit deflation (PSD-id) method for solving…

Numerical Analysis · Mathematics 2016-05-31 Yunfeng Cai , Zhaojun Bai , John E. Pask , N. Sukumar

In this paper we develop certain aspects of perturbation theory for self-adjoint operators subject to small variations of their domains. We use the abstract theory of boundary triplets to quantify such perturbations and give the second…

Spectral Theory · Mathematics 2021-10-15 Yuri Latushkin , Selim Sukhtaiev