Related papers: Computing the smallest eigenvalue of large ill-con…
The Hankel-norm approximation is a model reduction method which provides the best approximation in the Hankel semi-norm. In this paper the computation of the optimal Hankel-norm approximation is generalized to the case of linear…
A majority of numerical scientific computation relies heavily on handling and manipulating matrices, such as solving linear equations, finding eigenvalues and eigenvectors, and so on. Many quantum algorithms have been developed to advance…
The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…
This paper introduces a novel method for eigenvalue computation using a distributed cooperative neural network framework. Unlike traditional techniques that face scalability challenges in large systems, our decentralized algorithm enables…
We present a greedy algorithm for computing selected eigenpairs of a large sparse matrix $H$ that can exploit localization features of the eigenvector. When the eigenvector to be computed is localized, meaning only a small number of its…
Given a square complex matrix $A$, we tackle the problem of finding the nearest matrix with multiple eigenvalues or, equivalently when $A$ had distinct eigenvalues, the nearest defective matrix. To this goal, we extend the general framework…
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…
We study the asymptotic behavior of the smallest eigenvalue, $\lambda_{N}$, of the Hankel (or moments) matrix denoted by $\mathcal{H}_{N}=\left(\mu_{m+n}\right)_{0\leq m,n\leq N}$, with respect to the weight $w(x)=x^{\alpha}{\rm…
In this paper we characterise the indeterminate case by the eigenvalues of the Hankel matrices being bounded below by a strictly positive constant. An explicit lower bound is given in terms of the orthonormal polynomials and we find…
An open-source middleware EigenKernel was developed for use with parallel generalized eigenvalue solvers or large-scale electronic state calculation to attain high scalability and usability. The middleware enables the users to choose the…
We describe an algorithm to compute the extremal eigenvalues and corresponding eigenvectors of a symmetric matrix by solving a sequence of Quadratic Binary Optimization problems. This algorithm is robust across many different classes of…
This article focuses on the problem of reconstructing low-rank matrices from underdetermined measurements using alternating optimization strategies. We endeavour to combine an alternating least-squares based estimation strategy with ideas…
For compact self-adjoint operators in Hilbert spaces, two algorithms are proposed to provide fully computable a posteriori error estimate for eigenfunction approximation. Both algorithms apply well to the case of tight clusters and multiple…
We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…
We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…
A theoretical analysis is given of the equation of motion method, due to Alben et al., to compute the eigenvalue distribution (density of states) of very large matrices. The salient feature of this method is that for matrices of the kind…
Let $H\_0, ..., H\_n$ be $m \times m$ matrices with entries in $\QQ$ and Hankel structure, i.e. constant skew diagonals. We consider the linear Hankel matrix $H(\vecx)=H\_0+\X\_1H\_1+...+\X\_nH\_n$ and the problem of computing sample points…
This paper studies the problem of selecting a submatrix of a positive definite matrix in order to achieve a desired bound on the smallest eigenvalue of the submatrix. Maximizing this smallest eigenvalue has applications to selecting input…
The aim of this paper is to address two related estimation problems arising in the setup of hidden state linear time invariant (LTI) state space systems when the dimension of the hidden state is unknown. Namely, the estimation of any finite…
Matrix operations such as matrix inversion, eigenvalue decomposition, singular value decomposition are ubiquitous in real-world applications. Unfortunately, many of these matrix operations so time and memory expensive that they are…