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We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

Numerical Analysis · Mathematics 2021-02-25 Massimiliano Fasi , Leonardo Robol

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

Numerical Analysis · Mathematics 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

In this paper, we first describe a matricial Newton-type algorithm designed to solve the multivariable spectrum approximation problem. We then prove its global convergence. Finally, we apply this approximation procedure to multivariate…

Optimization and Control · Mathematics 2008-09-30 Federico Ramponi , Augusto Ferrante , Michele Pavon

This paper studies a new Bayesian algorithm for the joint reconstruction and classification of reflectance confocal microscopy (RCM) images, with application to the identification of human skin lentigo. The proposed Bayesian approach takes…

Machine Learning · Statistics 2017-03-07 Abdelghafour Halimi , Hadj Batatia , Jimmy Le Digabel , Gwendal Josse , Jean-Yves Tourneret

In a recent paper, an algorithm has been presented for determining implications between a particular kind of category theoretic property represented by matrices -- the so called `matrix properties'. In this paper we extend this algorithm to…

Category Theory · Mathematics 2022-08-23 Michael Hoefnagel , Pierre-Alain Jacqmin

Cryo-electron microscopy is a state-of-the-art method for determining high-resolution three-dimensional models of molecules, from their two-dimensional projection images taken by an electron microscope. A crucial step in this method is to…

Image and Video Processing · Electrical Eng. & Systems 2022-12-16 Eitan Rosen , Yoel Shkolnisky

It is needed to solve generalized eigenvalue problems (GEP) in many applications, such as the numerical simulation of vibration analysis, quantum mechanics, electronic structure, etc. The subspace iteration is a kind of widely used…

Numerical Analysis · Mathematics 2023-01-02 Biyi Wang , Hengbin An , Hehu Xie , Zeyao Mo

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

In this paper we demonstrate that a well known linear inequality method developed for rational Chebyshev approximation is equivalent to the application of the bisection method used in quasiconvex optimisation. Although this correspondence…

Optimization and Control · Mathematics 2020-11-17 Vinesha Peiris , Nadezda Sukhorukova

In this paper we bring to light an unprecedented property of the eigenvalues of a matrix A with the eigenvalues and eigenvectors of a submatrix of A. This property can be used, through the technique developed here, to determine some of…

Rings and Algebras · Mathematics 2018-10-25 Mickel A. de Ponte , Laura C. de Campos

We consider the problem of estimating an unbiased and reference-free ab-inito model for non-symmetric molecules from images generated by single-particle cryo-electron microscopy. The proposed algorithm finds the globally optimal assignment…

Quantitative Methods · Quantitative Biology 2018-10-30 Ido Greenberg , Yoel Shkolnisky

Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…

Numerical Analysis · Mathematics 2020-07-21 Zhongxiao Jia , Yanfei Yang

A new algorithm to approximate Hermitian matrices by positive semidefinite Hermitian matrices based on modified Cholesky decompositions is presented. In contrast to existing algorithms, this algorithm allows to specify bounds on the…

Numerical Analysis · Mathematics 2019-12-12 Joscha Reimer

This paper introduces a new (dis)similarity measure for 2D arrays, extending the Average Common Submatrix measure. This is accomplished by: (i) considering the frequency of matching patterns, (ii) restricting the pattern matching to a…

Computer Vision and Pattern Recognition · Computer Science 2017-06-20 Alessia Amelio , Darko Brodić

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…

Numerical Analysis · Mathematics 2019-02-19 Shinichi Tajima , Katsuyoshi Ohara , Akira Terui

Networks are often studied using the eigenvalues of their adjacency matrix, a powerful mathematical tool with a wide range of applications. Since in real systems the exact graph structure is not known, researchers resort to random graphs to…

Spectral Theory · Mathematics 2020-01-30 Pau Vilimelis Aceituno

Broyden's method is a general method commonly used for nonlinear systems of equations, when very little information is available about the problem. We develop an approach based on Broyden's method for nonlinear eigenvalue problems. Our…

Numerical Analysis · Mathematics 2018-02-22 Elias Jarlebring

We consider the problem of learning mixtures of generalized linear models (GLM) which arise in classification and regression problems. Typical learning approaches such as expectation maximization (EM) or variational Bayes can get stuck in…

Machine Learning · Computer Science 2016-01-14 Hanie Sedghi , Majid Janzamin , Anima Anandkumar

A novel mixed spectral-Galerkin method based on generalized ball polynomials is proposed for solving the biharmonic equation on a unit ball. By introducing an auxiliary variable to decouple the biharmonic equation into a system of…

Numerical Analysis · Mathematics 2026-05-29 Mengxue Gao , Bing Su , Jianwei Zhou

We propose a technique for calculating and understanding the eigenvalue distribution of sums of random matrices from the known distribution of the summands. The exact problem is formidably hard. One extreme approximation to the true density…

Quantum Physics · Physics 2017-10-27 Ramis Movassagh , Alan Edelman
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