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This paper introduces a new class of algorithms for solving large-scale linear inverse problems based on new flexible and inexact Golub-Kahan factorizations. The proposed methods iteratively compute regularized solutions by approximating a…

Numerical Analysis · Mathematics 2025-10-22 Malena Sabaté Landman , Silvia Gazzola

Several recent works have developed a new, probabilistic interpretation for numerical algorithms solving linear systems in which the solution is inferred in a Bayesian framework, either directly or by inferring the unknown action of the…

Computation · Statistics 2018-10-18 Simon Bartels , Jon Cockayne , Ilse C. F. Ipsen , Philipp Hennig

Recent results by Harrow et. al. and by Ta-Shma, suggest that quantum computers may have an exponential advantage in solving a wealth of linear algebraic problems, over classical algorithms. Building on the quantum intuition of these…

Quantum Physics · Physics 2017-04-07 Michael Ben-Or , Lior Eldar

The goal of this paper is to provide computational tools able to find a solution of a system of polynomial inequalities. The set of inequalities is reformulated as a system of polynomial equations. Three different methods, two of which…

Dynamical Systems · Mathematics 2016-03-04 Laura Menini , Corrado Possieri , Antonio Tornambè

A new equivalent reformulation of the absolute value equations associated with second-order cone (SOCAVEs) is emphasised, from which a dynamical system based on projection operator for solving SOCAVEs is constructed. Under proper…

Dynamical Systems · Mathematics 2022-08-11 Cairong Chen , Dongmei Yu , Deren Han , Changfeng Ma

Recent work in theoretical computer science and scientific computing has focused on nearly-linear-time algorithms for solving systems of linear equations. While introducing several novel theoretical perspectives, this work has yet to lead…

Numerical Analysis · Computer Science 2010-05-19 Petros Drineas , Michael W. Mahoney

A subspace method is introduced to solve large-scale trace ratio problems. This approach is matrix-free, requiring only the action of the two matrices involved in the trace ratio. At each iteration, a smaller trace ratio problem is…

Numerical Analysis · Mathematics 2024-12-04 G. Ferrandi , M. E. Hochstenbach , M. R. Oliveira

Given a full column rank matrix $A \in \mathbb{R}^{m\times n}$ ($m\geq n$), we consider a special class of linear systems of the form $A^\top Ax=A^\top b+c$ with $x, c \in \mathbb{R}^{n}$ and $b \in \mathbb{R}^{m}$. The occurrence of $c$ in…

Numerical Analysis · Mathematics 2019-11-04 Henri Calandra , Serge Gratton , Elisa Riccietti , Xavier Vasseur

Nonlinear least-squares problems are a special class of unconstrained optimization problems in which their gradient and Hessian have special structures. In this paper, we exploit these structures and proposed a matrix-free algorithm with a…

Optimization and Control · Mathematics 2020-02-06 Aliyu Muhammed Awwal , Poom Kumam , Hassan Mohammad

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

Optimization and Control · Mathematics 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

A novel method, connecting the space of solutions of a linear differential equation, of arbitrary order, to the space of monomials, is used for exploring the algebraic structure of the solution space. Apart from yielding new expressions for…

Mathematical Physics · Physics 2007-05-23 N. Gurappa , Prasanta K. Panigrahi , T. Shreecharan

We initiate the study of numerical linear algebra in the sliding window model, where only the most recent $W$ updates in a stream form the underlying data set. We first introduce a unified row-sampling based framework that gives randomized…

Data Structures and Algorithms · Computer Science 2023-04-12 Vladimir Braverman , Petros Drineas , Cameron Musco , Christopher Musco , Jalaj Upadhyay , David P. Woodruff , Samson Zhou

The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…

Methodology · Statistics 2017-05-05 V. Yu. Terebizh

The paper proposes a novel hybrid method for solving equilibrium problems and fixed point problems. By constructing specially cutting-halfspaces, in this algorithm, only an optimization program is solved at each iteration without the…

Optimization and Control · Mathematics 2015-10-30 Dang Van Hieu

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

The algorithm for finding the optimal consistent approximation of an inconsistent pairwise comparisons matrix is based on a logarithmic transformation of a pairwise comparisons matrix into a vector space with the Euclidean metric.…

Other Computer Science · Computer Science 2015-05-11 W. W. Koczkodaj , M. Orlowski

We are interested in finding a solution to the tensor complementarity problem with a strong M-tensor, which we call the M-tensor complementarity problem. We propose a lower dimensional linear equation approach to solve that problem. At each…

Optimization and Control · Mathematics 2020-07-28 Dong-Hui Li , Cui-Dan Chen , Hong-Bo Guan

We introduce a direct numerical treatment of nonlinear higher-index differential-algebraic equations by means of overdetermined polynomial least-squares collocation. The procedure is not much more computationally expensive than standard…

Numerical Analysis · Mathematics 2019-03-22 Michael Hanke , Roswitha März

Quantum algorithm, as compared to classical algorithm, plays a notable role in solving linear systems of equations with an exponential speedup. Here, we demonstrate a method for solving a particular system of equations by using the concept…

Quantum Physics · Physics 2019-08-20 Rituparna Maji , Bikash K. Behera , Prasanta K. Panigrahi

As we stride toward the exascale era, due to increasing complexity of supercomputers, hard and soft errors are causing more and more problems in high-performance scientific and engineering computation. In order to improve reliability…

Numerical Analysis · Mathematics 2013-09-03 Tao Cui , Jinchao Xu , Chen-Song Zhang
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