Related papers: Dissecting the FEAST algorithm for generalized eig…
The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…
We propose a CJ-FEAST GSVDsolver to compute a partial generalized singular value decomposition (GSVD) of a large matrix pair $(A,B)$ with the generalized singular values in a given interval. The solver is a highly nontrivial extension of…
Under the hypothesis that the deviations of the desired eigenvectors of the matrix $A$ from the underlying subspace tend to zero, the Ritz vectors may not converge and have poor or little accuracy. This phenomenon is not unusual and…
Due to the vast testing space, the increasing demand for effective and efficient testing of deep neural networks (DNNs) has led to the development of various DNN test case prioritization techniques. However, the fact that DNNs can deliver…
We consider the problem of estimating log-determinants of large, sparse, positive definite matrices. A key focus of our algorithm is to reduce computational cost, and it is based on sparse approximate inverses. The algorithm can be…
This work is to provide a comprehensive treatment of the relationship between the theory of the generalized (palindromic) eigenvalue problem and the theory of the Sylvester-type equations. Under a regularity assumption for a specific matrix…
Given the $n\times n$ matrix polynomial $P(x)=\sum_{i=0}^kP_i x^i$, we consider the associated polynomial eigenvalue problem. This problem, viewed in terms of computing the roots of the scalar polynomial $\det P(x)$, is treated in…
In this paper, we address the problem of efficient point searching and sampling for volume neural rendering. Within this realm, two typical approaches are employed: rasterization and ray tracing. The rasterization-based methods enable…
It has recently been shown that ISTA, an unaccelerated optimization method, presents sparse updates for the $\ell_1$-regularized personalized PageRank problem, leading to cheap iteration complexity and providing the same guarantees as the…
We study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data. With the stochastic Galerkin approach, the solutions are represented as…
We describe algorithms for computing eigenpairs (eigenvalue--eigenvector) of a complex $n\times n$ matrix $A$. These algorithms are numerically stable, strongly accurate, and theoretically efficient (i.e., polynomial-time). We do not…
Matching two images while estimating their relative geometry is a key step in many computer vision applications. For decades, a well-established pipeline, consisting of SIFT, RANSAC, and 8-point algorithm, has been used for this task.…
The independent set problem is NP-hard and particularly difficult to solve in large sparse graphs. In this work, we develop an advanced evolutionary algorithm, which incorporates kernelization techniques to compute large independent sets in…
The eigenvalue density of a matrix plays an important role in various types of scientific computing such as electronic-structure calculations. In this paper, we propose a quantum algorithm for computing the eigenvalue density in a given…
In this paper, we discuss numerical methods for the eigenvalue decomposition of real symmetric matrices. While many existing methods can compute approximate eigenpairs with sufficiently small backward errors, the magnitude of the resulting…
In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artificial neural networks for solving the leading eigenvalues and…
We study the problem of estimating the leading eigenvectors of a high-dimensional population covariance matrix based on independent Gaussian observations. We establish lower bounds on the rates of convergence of the estimators of the…
Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…
With the prevalence of pre-training-fine-tuning paradigm, how to efficiently adapt the pre-trained model to the downstream tasks has been an intriguing issue. Parameter-Efficient Fine-Tuning (PEFT) methods have been proposed for low-cost…
In this paper, we consider an approximation method, and a novel general analysis, for second-order elliptic differential equations with heterogeneous multiscale coefficients. We obtain convergence of the Generalized Multi-scale Finite…