Related papers: Reorthogonalized Block Classical Gram--Schmidt
Standard rank-revealing factorizations such as the singular value decomposition and column pivoted QR factorization are challenging to implement efficiently on a GPU. A major difficulty in this regard is the inability of standard algorithms…
This paper studies a family of convolution quadratures, a numerical technique for efficient evaluation of convolution integrals. We employ the block generalized Adams method to discretize the underlying initial value problem, departing from…
Various numerical linear algebra problems can be formulated as evaluating bivariate function of matrices. The most notable examples are the Fr\'echet derivative along a direction, the evaluation of (univariate) functions of…
Shor's algorithm for integer factorization offers an exponential speedup over classical methods but remains impractical on Noisy Intermediate Scale Quantum (NISQ) hardware due to the need for many coherent qubits and very deep circuits.…
A novel orthogonalization-free method together with two specific algorithms are proposed to solve extreme eigenvalue problems. On top of gradient-based algorithms, the proposed algorithms modify the multi-column gradient such that earlier…
I propose a way to use non-Euclidean norms to formulate a QR-like factorization which can unlock interesting and potentially useful properties of non-Euclidean norms - for example the ability of $l^1$ norm to suppresss outliers or promote…
The paper presents a formula for the reclassification of multidimensional data points (columns of real numbers, "objects", "vectors", etc.). This formula describes the change in the total squared error caused by reclassification of data…
Rank regularized minimization problem is an ideal model for the low-rank matrix completion/recovery problem. The matrix factorization approach can transform the high-dimensional rank regularized problem to a low-dimensional factorized…
Clustering is one of the most important tools for analysis of large datasets, and perhaps the most popular clustering algorithm is Lloyd's algorithm for $k$-means. This algorithm takes $n$ vectors $V=[v_1,\dots,v_n]\in\mathbb{R}^{d\times…
QR decomposition is an essential operation for solving linear equations and obtaining least-squares solutions. In high-performance computing systems, large-scale parallel QR decomposition often faces node faults. We address this issue by…
We reformulate the density matrix renormalization group method (DMRG) in terms of a single block, instead of the standard left and right blocks used in the construction of the superblock. This version of the DMRG, which we call the puncture…
Two-stage orthogonalization is essential in numerical algorithms such as Krylov subspace methods. For this task we need to orthogonalize a matrix $A$ against another matrix $V$ with orthonormal columns. A common approach is to employ the…
The Bernstein-Vazirani (BV) algorithm is frequently taught as a canonical example of quantum parallelism, yet the standard interference-based explanation often obscures its underlying simplicity. We present a geometric reframing in which…
We introduce a Generalized Randomized QR-decomposition that may be applied to arbitrary products of matrices and their inverses, without needing to explicitly compute the products or inverses. This factorization is a critical part of a…
The GMRES algorithm of Saad and Schultz (1986) is an iterative method for approximately solving linear systems $A{\bf x}={\bf b}$, with initial guess ${\bf x}_0$ and residual ${\bf r}_0 = {\bf b} - A{\bf x}_0$. The algorithm employs the…
This paper develops and analyzes a new algorithm for QR decomposition with column pivoting (QRCP) of rectangular matrices with many more rows than columns. The algorithm carefully combines methods from randomized numerical linear algebra to…
A block spin renormalization group approach is proposed for the dynamical triangulation formulation of two-dimensional quantum gravity. The idea is to update link flips on the block lattice in response to link flips on the original lattice.…
We apply numerical optimization and linear algebra algorithms for classical computers to the problem of automatically synthesizing algorithms for quantum computers. Using our framework, we apply several common techniques from these…
Based on a preconditioned version of the randomized block-coordinate forward-backward algorithm recently proposed in [Combettes,Pesquet,2014], several variants of block-coordinate primal-dual algorithms are designed in order to solve a wide…
The numerical integration of an analytical function $f(x)$ using a finite set of equidistant points can be performed by quadrature formulas like the Newton-Cotes. Unlike Gaussian quadrature formulas however, higher-order Newton-Cotes…