Related papers: Lanczos-based Low-Rank Correction Method for Solvi…
We review a recent approach for the simulation of many-body interacting systems based on an efficient generalization of the Lanczos method for Quantum Monte Carlo simulations. This technique allows to perform systematic corrections to a…
In this paper, we present a new approach for model reduction of large scale first and second order dynamical systems with multiple inputs and multiple outputs (MIMO). This approach is based on the projection of the initial problem onto…
We investigate a generalized framework to estimate a latent low-rank plus sparse tensor, where the low-rank tensor often captures the multi-way principal components and the sparse tensor accounts for potential model mis-specifications or…
In the present paper, we consider large-scale differential Lyapunov matrix equations having a low rank constant term. We present two new approaches for the numerical resolution of such differential matrix equations. The first approach is…
We investigate the solution of low-rank matrix approximation problems using the truncated SVD. For this purpose, we develop and optimize GPU implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work…
We address the problem of estimating a sparse low-rank matrix from its noisy observation. We propose an objective function consisting of a data-fidelity term and two parameterized non-convex penalty functions. Further, we show how to set…
We present a fast iterative solver for scattering problems in 2D, where a penetrable object with compact support is considered. By representing the scattered field as a volume potential in terms of the Green's function, we arrive at the…
Many problems of substantial current interest in machine learning, statistics, and data science can be formulated as sparse and low-rank optimization problems. In this paper, we present the nonconvex exterior-point optimization solver NExOS…
The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…
This paper describes a new efficient conjugate subgradient algorithm which minimizes a convex function containing a least squares fidelity term and an absolute value regularization term. This method is successfully applied to the inversion…
Quadratic forms of Hermitian matrix resolvents involve the solutions of shifted linear systems. Efficient iterative solutions use the shift-invariance property of Krylov subspaces The Hermitian Lanczos method reduces a given vector and…
We propose an inexact low-rank source iteration with diffusion synthetic acceleration (SI-DSA) for solving the multidimensional steady-state radiative transfer equation (RTE) in the second-order formulation. The angular flux is represented…
In lattice QCD the calculation of disconnected quark loops from the trace of the inverse quark matrix has large noise variance. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials on a…
Low-rank tensor completion recovers missing entries based on different tensor decompositions. Due to its outstanding performance in exploiting some higher-order data structure, low rank tensor ring has been applied in tensor completion. To…
We prove in this work that the well-known lasso problem can be solved exactly without homotopy using novel differential inclusions techniques. Specifically, we show that a selection principle from the theory of differential inclusions…
A technique allowing for a perturbative treatment of nonlocal corrections to the single-site dynamical mean-field theory (DMFT) in finite dimensions is developed. It is based on the observation that in the case of strong electron…
In this paper, we propose three methods to solve the PageRank problem for the transition matrices with both row and column sparsity. Our methods reduce the PageRank problem to the convex optimization problem over the simplex. The first…
Modeling inverse dynamics is crucial for accurate feedforward robot control. The model computes the necessary joint torques, to perform a desired movement. The highly non-linear inverse function of the dynamical system can be approximated…
Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…
A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally…