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The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…

Optimization and Control · Mathematics 2018-06-13 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

This paper considers fast algorithms for operations on linearized polynomials. We propose a new multiplication algorithm for skew polynomials (a generalization of linearized polynomials) which has sub-quadratic complexity in the polynomial…

Symbolic Computation · Computer Science 2017-07-12 Sven Puchinger , Antonia Wachter-Zeh

Minimal annihilating polynomials are very useful in a wide variety of algorithms in exact linear algebra. A new efficient method is proposed for calculating the minimal annihilating polynomials for all the unit vectors, for a square matrix…

Commutative Algebra · Mathematics 2018-06-13 Shinichi Tajima , Katsuyoshi Ohara , Akira Terui

We consider the problem of embedding a subset of $\mathbb{R}^n$ into a low-dimensional Hamming cube in an almost isometric way. We construct a simple, data-oblivious, and computationally efficient map that achieves this task with high…

Probability · Mathematics 2022-09-07 Sjoerd Dirksen , Shahar Mendelson , Alexander Stollenwerk

We improve the current best running time value to invert sparse matrices over finite fields, lowering it to an expected $O\big(n^{2.2131}\big)$ time for the current values of fast rectangular matrix multiplication. We achieve the same…

Data Structures and Algorithms · Computer Science 2022-12-13 Sílvia Casacuberta , Rasmus Kyng

The efficient inversion of matrix polynomials is a critical challenge in computational mathematics. We design a procedure to determine the inverse of matrices polynomial of multidimensional Laplace matrices. The method is based on…

Numerical Analysis · Mathematics 2026-02-12 Sabia Asghar , Qiyao Peng , Fred Vermolen , Cornelis Vuik

Based on the definition of the Fourier transform in terms of the number operator of the quantum harmonic oscillator and in the corresponding definition of the fractional Fourier transform, we have obtained the discrete fractional Fourier…

General Mathematics · Mathematics 2016-04-25 Héctor M. Moya-Cessa , Francisco Soto-Eguibar

This work aims to numerically construct exactly commuting matrices close to given almost commuting ones, which is equivalent to the joint approximate diagonalization problem. We first prove that almost commuting matrices generically have…

Numerical Analysis · Mathematics 2023-10-13 Bowen Li , Jianfeng Lu , Ziang Yu

We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and…

Data Structures and Algorithms · Computer Science 2016-08-23 Sushant Sachdeva , Nisheeth K. Vishnoi

Transforming a matrix over a field to echelon form, or decomposing the matrix as a product of structured matrices that reveal the rank profile, is a fundamental building block of computational exact linear algebra. This paper surveys the…

Mathematical Software · Computer Science 2012-01-10 Claude-Pierre Jeannerod , Clément Pernet , Arne Storjohann

Despite there being significant work on developing spectral, and metric embedding based approximation algorithms for hypergraph generalizations of conductance, little is known regarding the approximability of hypergraph partitioning…

Data Structures and Algorithms · Computer Science 2023-07-27 Antares Chen , Lorenzo Orecchia , Erasmo Tani

In this paper we introduce the algorithm and the fixed point hardware to calculate the normalized singular value decomposition of a non-symmetric matrices using Givens fast (approximate) rotations. This algorithm only uses the basic…

Numerical Analysis · Computer Science 2017-07-18 Ehsan Rohani , Gwan Choi , Mi Lu

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

Numerical Analysis · Mathematics 2016-02-02 Gil Shabat , Yaniv Shmueli , Yariv Aizenbud , Amir Averbuch

Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…

Numerical Analysis · Mathematics 2012-10-30 Victor Y. Pan , Guoliang Qian , Ai-Long Zheng

We describe an efficient algorithm for computing the matrix vector products that appear in the numerical resolution of boundary integral equations in 2 space dimension. This work is an extension of the so-called Sparse Cardinal Sine…

Numerical Analysis · Mathematics 2017-11-22 Martin Averseng

The decomposition of a square matrix into a sum of Pauli strings is a classical pre-processing step required to realize many quantum algorithms. Such a decomposition requires significant computational resources for large matrices. We…

Quantum Physics · Physics 2025-03-13 Timothy N. Georges , Bjorn K. Berntson , Christoph Sünderhauf , Aleksei V. Ivanov

In this article we present an algorithm to efficiently evaluate the exchange matrix in periodic systems when Gaussian basis set with pseudopotentials are used. The usual algorithm for evaluating exchange matrix scales cubically with the…

Strongly Correlated Electrons · Physics 2022-11-11 Sandeep Sharma , Alec F. White , Gregory Beylkin

Wavelet based algorithms in numerical analysis are similar to other transform methods in that vectors and operators are expanded into a basis and the computations take place in this new system of coordinates. However, due to the recursive…

comp-gas · Physics 2008-02-03 G. Beylkin

This paper presents an efficient method for implementing the Gaussian elimination technique for an nxm (m>=n) matrix, using a 2D SIMD array of nxm processors. The described algorithm consists of 2xn-1=O(n) iterations, which provides an…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-12-11 Mugurel Ionut Andreica

This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…

Numerical Analysis · Mathematics 2024-06-11 Dongping Li , Xue Wang , Xiuying Zhang