English
Related papers

Related papers: Adaptive Eigenvalue Computation - Complexity Estim…

200 papers

Machine learning assumes a pivotal role in our data-driven world. The increasing scale of models and datasets necessitates quick and reliable algorithms for model training. This dissertation investigates adaptivity in machine learning…

Machine Learning · Computer Science 2023-11-20 Slavomír Hanzely

A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…

Optimization and Control · Mathematics 2021-01-26 Shuxiong Wang

We propose and analyze an adaptive step-size variant of the Davis-Yin three operator splitting. This method can solve optimization problems composed by a sum of a smooth term for which we have access to its gradient and an arbitrary number…

Optimization and Control · Mathematics 2018-08-02 Fabian Pedregosa , Gauthier Gidel

In symmetric block eigenvalue algorithms, such as the subspace iteration algorithm and the locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm, a large block size is often employed to achieve robustness and rapid…

Numerical Analysis · Mathematics 2025-04-24 Yuqi Liu , Yuxin Ma , Meiyue Shao

Optimizing and certifying the positivity of polynomials are fundamental primitives across mathematics and engineering applications, from dynamical systems to operations research. However, solving these problems in practice requires large…

Machine Learning · Computer Science 2023-12-05 Hannah Lawrence , Mitchell Tong Harris

Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…

Numerical Analysis · Mathematics 2019-11-28 Suprosanna Shit , Abinav Ravi Venkatakrishnan , Ivan Ezhov , Jana Lipkova , Marie Piraud , Bjoern Menze

Recently, the eigenvalue problems formulated with symmetric positive definite bilinear forms have been well investigated with the aim of explicit bounds for the eigenvalues. In this paper, the existing theorems for bounding eigenvalues are…

Numerical Analysis · Mathematics 2019-04-25 Xuefeng Liu

In modern data analysis, random sampling is an efficient and widely-used strategy to overcome the computational difficulties brought by large sample size. In previous studies, researchers conducted random sampling which is according to the…

Machine Learning · Statistics 2018-03-05 Rong Zhu

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

In this paper, we analyze the convergence and optimality of a standard adaptive nonconforming linear element method for the Stokes problem. After establishing a special quasi--orthogonality property for both the velocity and the pressure in…

Numerical Analysis · Mathematics 2013-09-17 Jun Hu , Jinchao Xu

We revisit a unified methodology for the iterative solution of nonlinear equations in Hilbert spaces. Our key observation is that the general approach from [Heid & Wihler, Math. Comp. 89 (2020), Calcolo 57 (2020)] satisfies an energy…

Numerical Analysis · Mathematics 2021-02-18 Pascal Heid , Dirk Praetorius , Thomas P. Wihler

We apply the asymptotic iteration method (AIM) [J. Phys. A: Math. Gen. 36, 11807 (2003)] to solve new classes of second-order homogeneous linear differential equation. In particular, solutions are found for a general class of eigenvalue…

Mathematical Physics · Physics 2009-11-10 Hakan Ciftci , Richard L. Hall , Nasser Saad

Non-stationary approximations of the final value of a converging sequence are discussed, and we show that extremal eigenvalues can be reasonably estimated from the CG iterates without much computation at all. We introduce estimators of…

Numerical Analysis · Mathematics 2013-02-21 Divya Anand Subba , Murugesan Venkatapathi

We introduce a new $hp$-adaptive strategy for self-adjoint elliptic boundary value problems that does not rely on using classical a posteriori error estimators. Instead, our approach is based on a generally applicable prediction strategy…

Numerical Analysis · Mathematics 2023-11-23 Patrick Bammer , Andreas Schröder , Thomas P. Wihler

In Density Functional Theory simulations based on the LAPW method, each self-consistent field cycle comprises dozens of large dense generalized eigenproblems. In contrast to real-space methods, eigenpairs solving for problems at distinct…

Data Structures and Algorithms · Computer Science 2015-03-20 Edoardo Di Napoli , Mario Berljafa

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical…

Data Structures and Algorithms · Computer Science 2016-11-15 Michael Lunglmayr , Christoph Unterrieder , Mario Huemer

A method for approximate solution of spectral problems for Sturm-Liouville equations based on the construction of the Delsarte transmutation operators is presented. In fact the problem of numerical approximation of solutions and eigenvalues…

Classical Analysis and ODEs · Mathematics 2014-08-21 Vladislav V. Kravchenko , Sergii M. Torba

In geometry processing, numerical optimization methods often involve solving sparse linear systems of equations. These linear systems have a structure that strongly resembles to adjacency graphs of the underlying mesh. We observe how…

Numerical Analysis · Computer Science 2015-10-06 Nicolas Ray , Sokolov Dmitry

Alternating direction multiplication is a powerful technique for solving convex optimisation problems. When challenging subproblems are encountered in the real world, it is useful to solve them by introducing neighbourhood terms. When the…

Optimization and Control · Mathematics 2024-04-29 Boran Wang