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The structured $\varepsilon$-stability radius is introduced as a quantity to assess the robustness of transient bounds of solutions to linear differential equations under structured perturbations of the matrix. This applies to general…

Numerical Analysis · Mathematics 2024-01-19 Christian Lubich , Nicola Guglielmi

Leveraging on the underlying low-dimensional structure of data, low-rank and sparse modeling approaches have achieved great success in a wide range of applications. However, in many applications the data can display structures beyond simply…

Machine Learning · Computer Science 2019-12-04 Zhao Kang , Xiao Lu , Yiwei Lu , Chong Peng , Zenglin Xu

In this paper we derive structure theorems that characterize the spaces of linear and non-linear differential operators that preserve finite dimensional subspaces generated by polynomials in one or several variables. By means of the useful…

Exactly Solvable and Integrable Systems · Physics 2013-06-20 David Gomez-Ullate , Niky Kamran , Robert Milson

Spectral methods include a family of algorithms related to the eigenvectors of certain data-generated matrices. In this work, we are interested in studying the geometric landscape of the eigendecomposition problem in various spectral…

Optimization and Control · Mathematics 2022-07-13 Shuang Li , Gongguo Tang , Michael B. Wakin

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

This note considers the unstructured sparse recovery problems in a general form. Examples include rational approximation, spectral function estimation, Fourier inversion, Laplace inversion, and sparse deconvolution. The main challenges are…

Numerical Analysis · Mathematics 2024-03-11 Lexing Ying

We study the convex relaxation of a polynomial optimization problem, maximizing a product of linear forms over the complex sphere. We show that this convex program is also a relaxation of the permanent of Hermitian positive semidefinite…

Optimization and Control · Mathematics 2021-01-21 Chenyang Yuan , Pablo A. Parrilo

This paper offers a review of numerical methods for computation of the eigenvalues of Hermitian matrices and the singular values of general and some classes of structured matrices. The focus is on the main principles behind the methods that…

Numerical Analysis · Mathematics 2020-06-05 Zlatko Drmač

We present first-order perturbation analysis of a simple eigenvalue and the corresponding right and left eigenvectors of a general square matrix, not assumed to be Hermitian or normal. The eigenvalue result is well known to a broad…

Numerical Analysis · Mathematics 2019-06-04 Anne Greenbaum , Ren-cang Li , Michael L. Overton

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…

Numerical Analysis · Mathematics 2019-04-23 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…

Data Structures and Algorithms · Computer Science 2018-06-29 Amit Levi , Yuichi Yoshida

The paper addresses parametric inequality systems described by polynomial functions in finite dimensions, where state-dependent infinite parameter sets are given by finitely many polynomial inequalities and equalities. Such systems can be…

Optimization and Control · Mathematics 2015-09-15 G. Li , B. S. Mordukhovich , T. T. A. Nghia , T. S. Pham

This paper provides the spectral decomposition of $(\star,\epsilon)$-palindromic quadratic matrix polynomial $P(\lambda)$ by a standard pair and a parameter matrix. When $J$ is assumed to be a block diagonal matrix, the parameter matrix…

Numerical Analysis · Mathematics 2026-05-08 Kang Zhao , Xin Wang , Xiaoxiao Ma

We study planted problems---finding hidden structures in random noisy inputs---through the lens of the sum-of-squares semidefinite programming hierarchy (SoS). This family of powerful semidefinite programs has recently yielded many new…

Data Structures and Algorithms · Computer Science 2017-10-31 Samuel B. Hopkins , Pravesh K. Kothari , Aaron Potechin , Prasad Raghavendra , Tselil Schramm , David Steurer

If a tensor with various symmetries is properly unfolded, then the resulting matrix inherits those symmetries. As tensor computations become increasingly important it is imperative that we develop efficient structure preserving methods for…

Numerical Analysis · Computer Science 2014-12-01 Charles Van Loan , Joseph Vokt

A hyperbolic system must have a set of linearly independent eigenvectors and corresponding real eigenvalues. In numerical simulations, however, the eigenvalues can be complex because truncation errors pollute a characteristic polynomial of…

Computational Physics · Physics 2019-06-19 Takashi Shiroto , Akinobu Matsuyama , Nobuyuki Aiba

Structured perturbation results for invariant subspaces of $\Delta$-Hermitian and Hamiltonian matrices are provided. The invariant subspaces under consideration are associated with the eigenvalues perturbed from a single defective…

Numerical Analysis · Mathematics 2026-01-29 Hongguo Xu

In this paper we discuss spectral properties of operators associated with the least-squares finite element approximation of elliptic partial differential equations. The convergence of the discrete eigenvalues and eigenfunctions towards the…

Numerical Analysis · Mathematics 2020-02-20 Fleurianne Bertrand , Daniele Boffi

We show that the set of $m \times m$ complex skew-symmetric matrix polynomials of odd grade $d$, i.e., of degree at most $d$, and (normal) rank at most $2r$ is the closure of the single set of matrix polynomials with the certain, explicitly…

Rings and Algebras · Mathematics 2017-03-20 Andrii Dmytryshyn , Froilan M. Dopico

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

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