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The Hessian-vector product has been utilized to find a second-order stationary solution with strong complexity guarantee (e.g., almost linear time complexity in the problem's dimensionality). In this paper, we propose to further reduce the…

Optimization and Control · Mathematics 2017-10-03 Mingrui Liu , Tianbao Yang

For the Hermitian inexact Rayleigh quotient iteration (RQI), the author has established new local general convergence results, independent of iterative solvers for inner linear systems. The theory shows that the method locally converges…

Numerical Analysis · Mathematics 2015-03-17 Zhongxiao Jia

Cardiovascular disease is a large worldwide healthcare issue; symptoms often present suddenly with minimal warning. The electrocardiogram (ECG) is a fast, simple and reliable method of evaluating the health of the heart, by measuring…

Signal Processing · Electrical Eng. & Systems 2022-01-15 Yola Jones , Fani Deligianni , Jeff Dalton

This manuscript develops a new framework to analyze and design iterative optimization algorithms built on the notion of Integral Quadratic Constraints (IQC) from robust control theory. IQCs provide sufficient conditions for the stability of…

Optimization and Control · Mathematics 2021-05-27 Laurent Lessard , Benjamin Recht , Andrew Packard

The paper studies the solution of stochastic optimization problems in which approximations to the gradient and Hessian are obtained through subsampling. We first consider Newton-like methods that employ these approximations and discuss how…

Optimization and Control · Mathematics 2016-09-28 Raghu Bollapragada , Richard Byrd , Jorge Nocedal

We present new optimal and heuristic algorithms for exact synthesis of multi-qubit unitaries and isometries. For example, our algorithms find Clifford and T circuits for unitaries with entries in $\mathbb{Z}[i,1/\sqrt{2}]$. The optimal…

Quantum Physics · Physics 2024-05-30 Vadym Kliuchnikov , Sebastian Schönnenbeck

We present a modified limited memory BFGS method with displacement aggregation (AggMBFGS) for solving nonconvex optimization problems. AggMBFGS refines curvature pair updates by removing linearly dependent variable variations, ensuring that…

Optimization and Control · Mathematics 2025-04-07 Manish Kumar Sahu , Suvendu Ranjan Pattanaik

Signed graphs are equipped with both positive and negative edge weights, encoding pairwise correlations as well as anti-correlations in data. A balanced signed graph has no cycles of odd number of negative edges. Laplacian of a balanced…

Machine Learning · Computer Science 2024-09-13 Haruki Yokota , Hiroshi Higashi , Yuichi Tanaka , Gene Cheung

A new polynomial preconditioner for symmetric complex linear systems based on Hermitian and skew-Hermitian splitting (HSS) for complex symmetric linear systems is herein presented. It applies to Conjugate Orthogonal Conjugate Gradient…

Numerical Analysis · Mathematics 2016-04-18 Enrico Bertolazzi , Marco Frego

The conjugate gradient (CG) method is a classic Krylov subspace method for solving symmetric positive definite linear systems. We introduce an analogous semi-conjugate gradient (SCG) method for unsymmetric positive definite linear systems.…

Numerical Analysis · Mathematics 2022-06-09 Na Huang , Yu-Hong Dai , Dominique Orban , Michael A Saunders

The application of eigenvalue theory to dual quaternion Hermitian matrices holds significance in the realm of multi-agent formation control. In this paper, we study the Rayleigh quotient iteration (RQI) for solving the right eigenpairs of…

Numerical Analysis · Mathematics 2024-09-25 Shan-Qi Duan , Qing-Wen Wang , Xue-Feng Duan

This paper proposes a generalization of the conjugate gradient (CG) method used to solve the equation $Ax=b$ for a symmetric positive definite matrix $A$ of large size $n$. The generalization consists of permitting the scalar control…

Numerical Analysis · Mathematics 2016-11-17 Amit Bhaya , Pierre-Alexandre Bliman , Guilherme Niedu , Fernando Pazos

We present an efficient method for preparing the initial state required by the eigenvalue approximation quantum algorithm of Abrams and Lloyd. Our method can be applied when solving continuous Hermitian eigenproblems, e.g., the Schroedinger…

Quantum Physics · Physics 2009-11-10 Peter Jaksch , Anargyros Papageorgiou

In this paper, by regarding the two-subspace Kaczmarz method [20] as an alternated inertial randomized Kaczmarz algorithm we present a new convergence rate estimate which is shown to be better than that in [20] under a mild condition.…

Numerical Analysis · Mathematics 2023-06-16 Songnian He , Ziting Wang , Qiao-Li Dong

This paper introduces the Nystr\"om PCG algorithm for solving a symmetric positive-definite linear system. The algorithm applies the randomized Nystr\"om method to form a low-rank approximation of the matrix, which leads to an efficient…

Numerical Analysis · Mathematics 2021-12-20 Zachary Frangella , Joel A. Tropp , Madeleine Udell

Large-scale eigenvalue problems pose a significant challenge to classical computers. While there are efficient quantum algorithms for unitary or Hermitian matrices, eigenvalue problems for non-normal matrices remain open in quantum…

Quantum Physics · Physics 2026-03-25 Honghong Lin , Yun Shang

In the lattice approach to Loop Quantum Gravity on a fixed graph computations tend to be involved and are rarely analytically manageable. But, when interested in the expectation values of coherent states on the lattice which are sharply…

General Relativity and Quantum Cosmology · Physics 2021-11-01 Klaus Liegener , Łukasz Rudnicki

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

We compare the performance of the PHMC algorithm with the one of the HMC algorithm in practical simulations of lattice QCD. We show that the PHMC algorithm can lead to an acceleration of numerical simulations. It is demonstrated that the…

High Energy Physics - Lattice · Physics 2009-10-31 R. Frezzotti , K. Jansen