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The solution of many physical evolution equations can be expressed as an exponential of two or more operators acting on initial data. Accurate solutions can be systematically derived by decomposing the exponential in a product form. For…

Computational Physics · Physics 2007-05-23 Siu A. Chin

Pretrained foundation models offer substantial benefits for a wide range of downstream tasks, which can be one of the most potential techniques to access artificial general intelligence. However, scaling up foundation transformers for…

Machine Learning · Computer Science 2024-06-21 Xingrun Xing , Li Du , Xinyuan Wang , Xianlin Zeng , Yequan Wang , Zheng Zhang , Jiajun Zhang

We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…

Econometrics · Economics 2024-12-04 Matteo Barigozzi , Daniele Massacci

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

Numerical Analysis · Mathematics 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

We present in this paper novel accelerated fully first-order methods in \emph{Bilevel Optimization} (BLO). Firstly, for BLO under the assumption that the lower-level functions admit the typical strong convexity assumption, the…

Optimization and Control · Mathematics 2024-07-10 Chris Junchi Li

We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…

Numerical Analysis · Mathematics 2018-05-08 Daria A. Sushnikova , Ivan V. Oseledets

We show how rational function approximations to the logarithm, such as $\log z \approx (z^2 - 1)/(z^2 + 6z + 1)$, can be turned into fast algorithms for approximating the determinant of a very large matrix. We empirically demonstrate that…

Data Structures and Algorithms · Computer Science 2024-05-07 Thomas Colthurst , Srinivas Vasudevan , James Lottes , Brian Patton

This paper studies two structured approximation problems: (1) Recovering a corrupted low-rank Toeplitz matrix and (2) recovering the range of a Fourier matrix from a single observation. Both problems are computationally challenging because…

Information Theory · Computer Science 2025-11-24 Albert Fannjiang , Weilin Li

In this article we present a new multigrid preconditioner for the linear systems arising in the semismooth Newton method solution of certain control-constrained, quadratic distributed optimal control problems. Using a piecewise constant…

Numerical Analysis · Mathematics 2016-02-16 Andrei Draganescu , Jyoti Saraswat

When given a generalized matrix separation problem, which aims to recover a low rank matrix $L_0$ and a sparse matrix $S_0$ from $M_0=L_0+HS_0$, the work \cite{CW25} proposes a novel convex optimization problem whose objective function is…

Optimization and Control · Mathematics 2026-05-05 Xuemei Chen , Owen Deen

The goal of this paper is to understand how exponential-time approximation algorithms can be obtained from existing polynomial-time approximation algorithms, existing parameterized exact algorithms, and existing parameterized approximation…

Data Structures and Algorithms · Computer Science 2023-06-28 Barış Can Esmer , Ariel Kulik , Dániel Marx , Daniel Neuen , Roohani Sharma

We revisit Matrix Balancing, a pre-conditioning task used ubiquitously for computing eigenvalues and matrix exponentials. Since 1960, Osborne's algorithm has been the practitioners' algorithm of choice and is now implemented in most…

Optimization and Control · Mathematics 2021-07-06 Jason M. Altschuler , Pablo A. Parrilo

The quasi-potential is a key function in the Large Deviation Theory. It characterizes the difficulty of the escape from the neighborhood of an attractor of a stochastic non-gradient dynamical system due to the influence of small white…

Numerical Analysis · Mathematics 2017-11-28 Daisy Dahiya , Maria Cameron

In technology mapping, the quality of the final implementation heavily relies on the circuit structure after technology-independent optimization. Recent studies have introduced equality saturation as a novel optimization approach. However,…

Hardware Architecture · Computer Science 2025-04-22 Chen Chen , Guangyu HU , Cunxi Yu , Yuzhe Ma , Hongce Zhang

We propose a Bernoulli-barycentric rational matrix collocation method for two-dimensional evolutionary partial differential equations (PDEs) with variable coefficients that combines Bernoulli polynomials with barycentric rational…

Numerical Analysis · Mathematics 2024-02-13 Wei-Hua Luo , Xian-Ming Gu , Bruno Carpentieri , Jun Guo

We present a randomized algorithm that, on input a symmetric, weakly diagonally dominant n-by-n matrix A with m nonzero entries and an n-vector b, produces a y such that $\norm{y - \pinv{A} b}_{A} \leq \epsilon \norm{\pinv{A} b}_{A}$ in…

Numerical Analysis · Mathematics 2025-10-20 Daniel A. Spielman , Shang-Hua Teng

Low-Rank Adaptation (LoRA) emerges as a popular parameter-efficient fine-tuning (PEFT) method, which proposes to freeze pretrained model weights and update an additive low-rank trainable matrix. In this work, we study the enhancement of…

Machine Learning · Computer Science 2024-06-06 Fangzhao Zhang , Mert Pilanci

We present an efficient preconditioning technique for accelerating the fixed point iteration in real-space Kohn-Sham density functional theory (DFT) calculations. The preconditioner uses a low rank approximation of the dielectric matrix…

Materials Science · Physics 2023-03-29 Sambit Das , Vikram Gavini

We present quantum algorithms, for Hamiltonians of linear combinations of local unitary operators, for Hamiltonian matrix-vector products and for preconditioning with the inverse of shifted reduced Hamiltonian operator that contributes to…

Quantum Physics · Physics 2020-09-09 Zhiyong Zhang

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…

Computational Finance · Quantitative Finance 2013-03-26 Masaaki Fujii