Related papers: Computing a logarithm of a unitary matrix with gen…
In this paper, we consider two formulations for Linear Matrix Inequalities (LMIs) under Slater type constraint qualification assumption, namely, SDP smooth and non-smooth formulations. We also propose two first-order linearly convergent…
A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…
Non-Hermitian physics has emerged as a rich field of study, with applications ranging from $PT$-symmetry breaking and skin effects to non-Hermitian topological phase transitions. Yet most studies remain restricted to small-scale or…
This study proposes a recursive and easy-to-implement algorithm to compute the score and Hessian matrix in general regime-switching models. We use simulation to compare the asymptotic variance estimates constructed from the Hessian matrix…
In this article, we consider Bergman kernels related to modules at boundary points for singular hermitian metrics on holomorphic vector bundles, and obtain a log-subharmonicity property of the Bergman kernels. As applications, we obtain a…
We introduce a novel quantum algorithm for the lattice Boltzmann method (LBM) based on the one-step simplified LBM. The structure of the algorithm allows for more flexibility in modelling different physics in contrast to earlier quantum…
We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.
In the present paper, we are concerned with the study of the spectral distribution of matrix-sequences showing a non-Hermitian block structure with Toeplitz blocks. We use the notion of geometric mean of matrices and the theory of…
We prove simplicity, and compute $\delta$-derivations and symmetric associative forms of algebras in the title.
The problem of computation of the joint (generalized) spectral radius of matrix sets has been discussed in a number of publications. In the paper an iteration procedure is considered that allows to build numerically Barabanov norms for the…
In this paper, we propose to estimate the invariant subspace across heterogeneous multiple networks using a novel bias-corrected joint spectral embedding algorithm. The proposed algorithm recursively calibrates the diagonal bias of the sum…
Let $X$ be a fs logarithmic scheme that is generically logarithmically smooth, and that admits a strict closed embedding into a logarithmically smooth scheme $Y$ over a field $\kk$ of characteristic zero. We construct a simple and fast…
We present an algorithm for measurement of $k$-local operators in a quantum state, which scales logarithmically both in the system size and the output accuracy. The key ingredients of the algorithm are a digital representation of the…
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 $O(n^{2})$…
Hermitian linear matrix pencils are ubiquitous in control theory, operator systems, semidefinite optimization, and real algebraic geometry. This survey reviews the fundamental features of the matricial solution set of a linear matrix…
In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…
We describe preconditioned iterative methods for estimating the number of eigenvalues of a Hermitian matrix within a given interval. Such estimation is useful in a number of applications.In particular, it can be used to develop an efficient…
Spectral clustering approaches have led to well-accepted algorithms for finding accurate clusters in a given dataset. However, their application to large-scale datasets has been hindered by computational complexity of eigenvalue…
Hidden Markov Models (HMMs) are one of the most fundamental and widely used statistical tools for modeling discrete time series. In general, learning HMMs from data is computationally hard (under cryptographic assumptions), and…
For a Hermitian matrix $H \in \mathbb C^{n,n}$ and symmetric matrices $S_0, S_1,\ldots,S_k \in \mathbb C^{n,n}$, we consider the problem of computing the supremum of $\left\{ \frac{v^*Hv}{v^*v}:~v\in \mathbb C^{n}\setminus…