Related papers: How Ordinary Elimination Became Gaussian Eliminati…
The non-linearities of the dynamics of Earth artificial satellites are encapsulated by two formal integrals that are customarily computed by perturbation methods. Standard procedures begin with a Hamiltonian simplification that removes…
Linear reversible circuits represent a subclass of reversible circuits with many applications in quantum computing. These circuits can be efficiently simulated by classical computers and their size is polynomially bounded by the number of…
The Newton, Gauss--Newton and Levenberg--Marquardt methods all use the first derivative of a vector function (the Jacobian) to minimise its sum of squares. When the Jacobian matrix is ill-conditioned, the function varies much faster in some…
A product of two Gaussians (or normal distributions) is another Gaussian. That's a valuable and useful fact! Here we use it to derive a refactoring of a common product of multivariate Gaussians: The product of a Gaussian likelihood times a…
Gaussian Quadrature is a well known technique for numerical integration. Recently Gaussian quadrature with respect to discrete measures corresponding to finite sums have found some new interest. In this paper we apply these ideas to…
In [7], a new iterative method for solving linear system of equations was presented which can be considered as a modification of the Gauss-Seidel method. Then in [4] a different approach, say 2D-DSPM, and more effective one was introduced.…
By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…
In recent years, optimization problems have become increasingly more prevalent due to the need for more powerful computational methods. With the more recent advent of technology such as artificial intelligence, new metaheuristics are needed…
In this paper we generalize the technique of deflation to define two new methods to systematically find many local minima of a nonlinear least squares problem. The methods are based on the Gauss-Newton algorithm, and as such do not require…
This work leverages recent advances in probabilistic machine learning to discover conservation laws expressed by parametric linear equations. Such equations involve, but are not limited to, ordinary and partial differential,…
This paper gives a personal assessment of Epoch making advances in Matrix Computations from antiquity and with an eye towards tomorrow. We trace the development of number systems and elementary algebra, and the uses of Gaussian Elimination…
We present a principled approach for designing stochastic Newton methods for solving finite sum optimization problems. Our approach has two steps. First, we re-write the stationarity conditions as a system of nonlinear equations that…
In second-order optimization, a potential bottleneck can be computing the Hessian matrix of the optimized function at every iteration. Randomized sketching has emerged as a powerful technique for constructing estimates of the Hessian which…
In this article, we explore a series of elementary yet insightful results involving integrals related to Gaussian sums. Using techniques rooted in classical calculus, we derive several identities and evaluate nontrivial definite integrals…
Estimation of the covariance matrix has attracted a lot of attention of the statistical research community over the years, partially due to important applications such as Principal Component Analysis. However, frequently used empirical…
The Euclidean algorithm makes possible a simple but powerful generalization of Taylor's theorem. Instead of expanding a function in a series around a single point, one spreads out the spectrum to include any number of points with given…
It appears that, along with many of my friends and colleagues, I had been brainwashed by the great and tragic lives of Abel and Galois to believe that no general formulas are possible for roots of equations higher than quartic. This seemed…
The Gauss-Newton matrix is widely viewed as a positive semidefinite approximation of the Hessian, yet mounting empirical evidence shows that Gauss-Newton descent outperforms Newton's method. We adopt a function space perspective to analyze…
Residues to a given modulus have been introduced to mathematics by Carl Friedrich Gauss with the definition of congruence in the `Disquisitiones Arithmeticae'. Their extraordinary properties provide the basis for a change of paradigm in…
A nonlinear equation in a Banach space is written as a linear equation with a linear operator depending on the unknown solution. This method, which we call a global linearization method, differs essentially from the local linearization…