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Hierarchical matrices provide a powerful representation for significantly reducing the computational complexity associated with dense kernel matrices. For general kernel functions, interpolation-based methods are widely used for the…

Numerical Analysis · Mathematics 2022-06-07 Difeng Cai , Hua Huang , Edmond Chow , Yuanzhe Xi

We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…

Machine Learning · Statistics 2020-03-03 Bradley S. Price , Aaron J. Molstad , Ben Sherwood

A classical problem in acoustic (and electromagnetic) scattering concerns the evaluation of the Green's function for the Helmholtz equation subject to impedance boundary conditions on a half-space. The two principal approaches used for…

Numerical Analysis · Mathematics 2012-11-28 Michael O'Neil , Leslie Greengard , Andras Pataki

The modified Poisson-Boltzmann (MPB) equations are often used to describe equilibrium particle distribution of ionic systems. In this paper, we propose a fast algorithm to solve MPB equations with the self Green's function as the self…

Computational Physics · Physics 2023-07-04 Yihui Tu , Zhenli Xu , Haizhao Yang

We construct a Neural Network that approximates the matrix multiplication operator for any activation function such that there exists a Neural Network which can approximate the scalar multiplication function. In particular, we use the…

Numerical Analysis · Mathematics 2026-02-06 Gonzalo Romera , Jon Asier Bárcena-Petisco

We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…

Numerical Analysis · Mathematics 2026-04-24 Michael Griebel , Helmut Harbrecht , Michael Multerer

We consider a sketched implementation of the finite element method for elliptic partial differential equations on high-dimensional models. Motivated by applications in real-time simulation and prediction we propose an algorithm that…

Numerical Analysis · Mathematics 2020-04-22 Robert Lung , Yue Wu , Dimitris Kamilis , Nick Polydorides

Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…

Machine Learning · Statistics 2025-02-20 Patrick Héas , Cédric Herzet , Benoit Combès

We analyze effective approximation of unitary matrices. In our formulation, a unitary matrix is represented as a product of rotations in two-dimensional subspaces, so-called Givens rotations. Instead of the quadratic dimension dependence…

Optimization and Control · Mathematics 2019-05-16 Thomas Frerix , Joan Bruna

Neural networks (NNs) have been widely used to solve partial differential equations (PDEs) in the applications of physics, biology, and engineering. One effective approach for solving PDEs with a fixed differential operator is learning…

Numerical Analysis · Mathematics 2025-11-21 Wenrui Hao , Rui Peng Li , Yuanzhe Xi , Tianshi Xu , Yahong Yang

We propose quantum algorithms for projective ground-state preparation and calculations of the many-body Green's functions directly in frequency domain. The algorithms are based on the linear combination of unitary (LCU) operations and…

Quantum Physics · Physics 2021-12-13 Trevor Keen , Eugene Dumitrescu , Yan Wang

We study algorithms for approximating pairwise similarity matrices that arise in natural language processing. Generally, computing a similarity matrix for $n$ data points requires $\Omega(n^2)$ similarity computations. This quadratic…

Machine Learning · Computer Science 2022-04-28 Archan Ray , Nicholas Monath , Andrew McCallum , Cameron Musco

We consider a scalar function depending on a numerical solution of an initial value problem, and its second-derivative (Hessian) matrix for the initial value. The need to extract the information of the Hessian or to solve a linear system…

Numerical Analysis · Mathematics 2020-07-09 Shin-ichi Ito , Takeru Matsuda , Yuto Miyatake

We propose a sparse algebra for samplet compressed kernel matrices, to enable efficient scattered data analysis. We show the compression of kernel matrices by means of samplets produces optimally sparse matrices in a certain S-format. It…

Numerical Analysis · Mathematics 2023-05-05 H. Harbrecht , M. Multerer , O. Schenk , Ch. Schwab

A fast direct inversion scheme for the large sparse systems of linear equations resulting from the discretization of elliptic partial differential equations in two dimensions is given. The scheme is described for the particular case of a…

Numerical Analysis · Mathematics 2007-07-02 Per-Gunnar Martinsson

The large sparse linear systems arising from the finite element or finite difference discretization of elliptic PDEs can be solved directly via, e.g., nested dissection or multifrontal methods. Such techniques reorder the nodes in the grid…

Numerical Analysis · Mathematics 2013-02-26 Adrianna Gillman , Per-Gunnar Martinsson

This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated…

Numerical Analysis · Mathematics 2023-03-22 Maolin Che , Yimin Wei , Hong Yan

We propose an improved quantum algorithm to calculate the Green's function through real-time propagation, and use it to compute the retarded Green's function for the 2-, 3- and 4-site Hubbard models. This novel protocol significantly…

Quantum Physics · Physics 2022-10-21 Francesco Libbi , Jacopo Rizzo , Francesco Tacchino , Nicola Marzari , Ivano Tavernelli

Hierarchical matrices provide a highly memory-efficient way of storing dense linear operators arising, for example, from boundary element methods, particularly when stored in the H^2 format. In such data-sparse representations, iterative…

Numerical Analysis · Mathematics 2025-09-23 Sven Christophersen

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero