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Interior-point methods offer a highly versatile framework for convex optimization that is effective in theory and practice. A key notion in their theory is that of a self-concordant barrier. We give a suitable generalization of…

Optimization and Control · Mathematics 2024-06-26 Hiroshi Hirai , Harold Nieuwboer , Michael Walter

We study the problem of determining whether a prescribed eigenpair $(\lambda,x)$ can be made an exact eigenpair of a nonnegative Hankel matrix through the smallest possible structured perturbation. The task reduces to check the feasibility…

Numerical Analysis · Mathematics 2025-12-05 Prince Kanhya , Udit Raj

The power method is a basic method for computing the dominant eigenpair of a matrix. In this paper, we propose a structure-preserving power-like method for computing the dominant conjugate pair of purely imaginary eigenvalues and the…

Numerical Analysis · Mathematics 2024-09-10 Qingqing Zheng

In this work, we introduce a method based on piecewise polynomial interpolation to enclose rigorously solutions of nonlinear ODEs. Using a technique which we call a priori bootstrap, we transform the problem of solving the ODE into one of…

Dynamical Systems · Mathematics 2017-04-12 Maxime Breden , Jean-Philippe Lessard

This paper presents a decomposition method for solving elliptic boundary value problems in one-dimension. The method is an improvement to an existing technique for approximating elliptic systems. It is demonstrated to be computationally…

Analysis of PDEs · Mathematics 2024-10-10 Christian O. Bernal Zelaya , Prosper Torsu

The eigenvalue problem plays a central role in linear algebra and its applications in control and optimization methods. In particular, many matrix decompositions rely upon computation of eigenvalue-eigenvector pairs, such as diagonal or…

Optimization and Control · Mathematics 2016-07-15 Pavel Osinenko , Grigory Devadze , Stefan Streif

In this paper we propose a new inexact dual decomposition algorithm for solving separable convex optimization problems. This algorithm is a combination of three techniques: dual Lagrangian decomposition, smoothing and excessive gap. The…

Optimization and Control · Mathematics 2013-02-11 Quoc Tran Dinh , Ion Necoara , Moritz Diehl

In this paper we propose an efficiently preconditioned Newton method for the computation of the leftmost eigenpairs of large and sparse symmetric positive definite matrices. A sequence of preconditioners based on the BFGS update formula is…

Numerical Analysis · Mathematics 2013-12-06 Luca Bergamaschi , Angeles Martinez

In this paper, we give a linear algorithm for obtaining the Laplacian eigenvalues of a cograph. This approach is more efficient as there is no need to directly compute the eigenvalues of Laplacian matrix related to this class of graph. As…

Combinatorics · Mathematics 2024-09-16 Guantao Chen , Fernando C. Tura

We present new methods of automating the construction of index pairs, essential ingredients of discrete Conley index theory. These new algorithms are further steps in the direction of automating computer-assisted proofs of semi-conjugacies…

Dynamical Systems · Mathematics 2023-05-26 Rafael M. Frongillo , Rodrigo Treviño

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the…

Numerical Analysis · Mathematics 2011-08-30 Oksana Bihun , Austin Bren , Michael Dyrud , Kristin Heysse

This paper provides an accurate method to obtain the bidiagonal factorization of many generalized Pascal matrices, which in turn can be used to compute with high relative accuracy the eigenvalues, singular values and inverses of these…

Numerical Analysis · Mathematics 2025-01-22 Jorge Delgado , Héctor Orera , Juan Manuel Peña

A certified strategy for determining sharp intervals of enclosure for the eigenvalues of matrix differential operators with singular coefficients is examined. The strategy relies on computing the second order spectrum relative to subspaces…

Numerical Analysis · Mathematics 2016-02-17 Lyonell Boulton , Monika Winklmeier

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Optimization and Control · Mathematics 2012-09-19 Bart Vandereycken

The Wigner-von Neumann method, which was previously used for perturbing continuous Schr\"{o}dinger operators, is here applied to their discrete counterparts. In particular, we consider perturbations of arbitrary $T$-periodic Jacobi…

Functional Analysis · Mathematics 2016-06-03 Edmund Judge , Sergey Naboko , Ian Wood

The eigendecomposition of a matrix is the central procedure in probabilistic models based on matrix factorization, for instance principal component analysis and topic models. Quantifying the uncertainty of such a decomposition based on a…

Statistics Theory · Mathematics 2022-08-26 Teodora Popordanoska , Aleksei Tiulpin , Wacha Bounliphone , Matthew B. Blaschko

The eigenpair here means the twins consist of eigenvalue and its eigenvector. This paper introduces the three steps of our study on computing the maximal eigenpair. In the first two steps, we construct efficient initials for a known but…

General Mathematics · Mathematics 2017-11-29 Mu-Fa Chen

We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport. Our method integrates favorable features from mainstream imputation approaches: optimal…

Econometrics · Economics 2024-07-09 YoonHaeng Hur , Tengyuan Liang

Consider the scattering of a time-harmonic plane wave by a rigid obstacle embedded in a homogeneous and isotropic elastic medium in two dimensions. In this paper, a novel boundary integral formulation is proposed and its highly accurate…

Numerical Analysis · Mathematics 2020-07-20 Heping Dong , Jun Lai , Peijun Li

The problem of finding the unique low dimensional decomposition of a given matrix has been a fundamental and recurrent problem in many areas. In this paper, we study the problem of seeking a unique decomposition of a low rank matrix $Y\in…

Optimization and Control · Mathematics 2023-10-17 Dian Jin , Xin Bing , Yuqian Zhang