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The graph Laplacian, a typical representation of a network, is an important matrix that can tell us much about the network structure. In particular its eigenpairs (eigenvalues and eigenvectors) incubate precious topological information…

Numerical Analysis · Mathematics 2013-11-08 Luca Bergamaschi , Enrico Bozzo , Massimo Franceschet

We show that solutions to the popular convex matrix LASSO problem (nuclear-norm--penalized linear least-squares) have low rank under similar assumptions as required by classical low-rank matrix sensing error bounds. Although the purpose of…

Optimization and Control · Mathematics 2026-04-16 Andrew D. McRae

Low-rank approximation is a technique to approximate a tensor or a matrix with a reduced rank to reduce the memory required and computational cost for simulation. Its broad applications include dimension reduction, signal processing,…

Computational Physics · Physics 2019-06-25 Zhuogang Peng , Ryan G. McClarren , Martin Frank

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

The overlap operator in lattice QCD requires the computation of the sign function of a matrix, which is non-Hermitian in the presence of a quark chemical potential. In previous work we introduced an Arnoldi-based Krylov subspace…

High Energy Physics - Lattice · Physics 2014-11-20 Jacques C. R. Bloch , Tobias Breu , Andreas Frommer , Simon Heybrock , Katrin Schäfer , Tilo Wettig

Low-rank matrix recovery can be solved to statistical optimality by convex matrix optimization under the classical assumption of restricted isometry property (RIP). However, for large problems, the convex formulation is commonly replaced by…

Optimization and Control · Mathematics 2026-04-22 Andrew D. McRae , Richard Y. Zhang

This paper lies in the intersection of several fields: number theory, lattice theory, multilinear algebra, and scientific computing. We adapt existing solution algorithms for tensor eigenvalue problems to the tensor-train framework. As an…

Numerical Analysis · Mathematics 2017-10-05 Harri Hakula , Pauliina Ilmonen , Vesa Kaarnioja

One of the popular approaches for low-rank tensor completion is to use the latent trace norm regularization. However, most existing works in this direction learn a sparse combination of tensors. In this work, we fill this gap by proposing a…

Machine Learning · Computer Science 2018-11-13 Madhav Nimishakavi , Pratik Jawanpuria , Bamdev Mishra

The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented Lagrangian method for large-scale non-overlapping sparse…

Optimization and Control · Mathematics 2020-10-23 Yangjing Zhang , Ning Zhang , Defeng Sun , Kim-Chuan Toh

The time-ordered exponential is defined as the function that solves a system of coupled first-order linear differential equations with generally non-constant coefficients. In spite of being at the heart of much system dynamics, control…

Numerical Analysis · Mathematics 2022-06-28 Pierre-Louis Giscard , Stefano Pozza

We introduce a block Lanczos (BL) recursive technique to construct quasi-one-dimensional models, suitable for density-matrix renormalization group (DMRG) calculations, from single- as well as multiple-impurity Anderson models in any spatial…

Strongly Correlated Electrons · Physics 2014-11-24 Tomonori Shirakawa , Seiji Yunoki

In this paper, we present a quantum computational method to calculate the many-body Green's function matrix in a spin orbital basis. We apply our approach to finite-sized fermionic Hubbard models and related impurity models within Dynamical…

Low-rank regularization is an effective technique for addressing ill-posed inverse problems when the unknown variable exhibits low-rank characteristics. However, global low-rank assumptions do not always hold for seismic wavefields; in many…

Geophysics · Physics 2024-12-20 Fuqiang Chen , Matteo Ravasi , David Keyes

The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…

Systems and Control · Electrical Eng. & Systems 2021-11-10 Mingzhou Yin , Roy S. Smith

We present a novel method called TESALOCS (TEnsor SAmpling and LOCal Search) for multidimensional optimization, combining the strengths of gradient-free discrete methods and gradient-based approaches. The discrete optimization in our method…

Optimization and Control · Mathematics 2025-05-20 Konstantin Sozykin , Andrei Chertkov , Anh-Huy Phan , Ivan Oseledets , Gleb Ryzhakov

We consider in this paper the problem of computing a nonnegative low-rank approximation of the rightmost eigenpair of a linear matrix-valued real operator. We propose an algorithm based on the time integration of a suitable differential…

Numerical Analysis · Mathematics 2026-03-16 Nicolas Gillis , Carmela Scalone

A matrix framework is presented for the solution of ODEs, including initial-, boundary and inner-value problems. The framework enables the solution of the ODEs for arbitrary nodes. There are four key issues involved in the formulation of…

Numerical Analysis · Mathematics 2013-04-19 Matthew Harker , Paul O'Leary

We examine the accuracy of the microcanonical Lanczos method (MCLM) developed by Long, {\it et al.} [Phys. Rev. B {\bf 68}, 235106 (2003)] to compute dynamical spectral functions of interacting quantum models at finite temperatures. The…

Strongly Correlated Electrons · Physics 2018-04-23 Satoshi Okamoto , Gonzalo Alvarez , Elbio Dagotto , Takami Tohyama

Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly…

Machine Learning · Computer Science 2026-03-12 Dimitris Bertsimas , Ryan Cory-Wright , Sean Lo , Jean Pauphilet

Gradient methods are frequently used in large scale image deblurring problems since they avoid the onerous computation of the Hessian matrix of the objective function. Second order information is typically sought by a clever choice of the…

Numerical Analysis · Mathematics 2015-11-19 Federica Porta , Marco Prato , Luca Zanni
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