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The Iterative Filtering method is a technique developed recently for the decomposition and analysis of non-stationary and non-linear signals. In this work we propose two alternative formulations of the original algorithm which allows to…

Numerical Analysis · Mathematics 2018-11-09 Antonio Cicone

Differentially private (stochastic) gradient descent is the workhorse of DP private machine learning in both the convex and non-convex settings. Without privacy constraints, second-order methods, like Newton's method, converge faster than…

Machine Learning · Computer Science 2023-05-23 Arun Ganesh , Mahdi Haghifam , Thomas Steinke , Abhradeep Thakurta

We introduce a novel eigenvalue algorithm for near-diagonal matrices inspired by Rayleigh-Schr\"odinger perturbation theory and termed Iterative Perturbative Theory (IPT). Contrary to standard eigenvalue algorithms, which are either…

Numerical Analysis · Mathematics 2022-11-18 Maseim Kenmoe , Ronald Kriemann , Matteo Smerlak , Anton S. Zadorin

Penetration depth (PD) is essential for robotics due to its extensive applications in dynamic simulation, motion planning, haptic rendering, etc. The Expanding Polytope Algorithm (EPA) is the de facto standard for this problem, which…

Robotics · Computer Science 2024-09-06 Wei Gao

We present a technique for speeding up the convergence of value iteration for partially observable Markov decisions processes (POMDPs). The underlying idea is similar to that behind modified policy iteration for fully observable Markov…

Artificial Intelligence · Computer Science 2013-01-30 Nevin Lianwen Zhang , Stephen S. Lee , Weihong Zhang

We formulate a new projection-based reduced-ordered modeling technique for non-linear dynamical systems. The proposed technique, which we refer to as the Adjoint Petrov-Galerkin (APG) method, is derived by decomposing the generalized…

Dynamical Systems · Mathematics 2019-08-30 Eric J. Parish , Christopher Wentland , Karthik Duraisamy

The convergence analysis of a third-order scheme for the highly nonlinear Landau-Lifshitz-Gilbert equation with a non-convex constraint is considered. In this paper, we first present a fully discrete semi-implicit method for solving the…

Numerical Analysis · Mathematics 2025-11-14 Changjian Xie , Cheng Wang

Deep data types are those that are constructed from other data types, including, possibly, themselves. In this case, they are said to be truly nested. Deep induction is an extension of structural induction that traverses all of the…

Logic in Computer Science · Computer Science 2021-12-08 Patricia Johann , Enrico Ghiorzi

In the work [Bull, Austr. Math. Soc. 85 (2012), 315-234], S.R. Moghadasi has shown how the decomposition of the $N$-fold product of Lebesgue measure on $\mathbb R^n$ implied by matrix polar decomposition can be used to derive the…

Probability · Mathematics 2017-01-18 Peter J. Forrester

In this paper we propose a generalized condition for a sharp minimum, somewhat similar to the inexact oracle proposed recently by Devolder-Glineur-Nesterov. The proposed approach makes it possible to extend the class of applicability of…

Optimization and Control · Mathematics 2022-12-13 S. S. Ablaev , D. V. Makarenko , F. S. Stonyakin , M. S. Alkousa , I. V. Baran

This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…

Numerical Analysis · Mathematics 2025-03-05 Davod Khojasteh Salkuyeh , Mohsen Masoudi

In 1954, Alston S. Householder published \textit{Principles of Numerical Analysis}, one of the first modern treatments on matrix decomposition that favored a (block) LU decomposition-the factorization of a matrix into the product of lower…

History and Overview · Mathematics 2024-12-16 Jun Lu

By using the Hadamard matrix product concept, this paper introduces two generalized matrix formulation forms of numerical analogue of nonlinear differential operators. The SJT matrix-vector product approach is found to be a simple,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-21 W. Chen

Computing the matrix square root and its inverse in a differentiable manner is important in a variety of computer vision tasks. Previous methods either adopt the Singular Value Decomposition (SVD) to explicitly factorize the matrix or use…

Computer Vision and Pattern Recognition · Computer Science 2022-10-20 Yue Song , Nicu Sebe , Wei Wang

In this paper we present iterative methods of high efficiency by the criteria of J. F. Traub and A. M. Ostrowski. We define {\it s-nonstationary iterative processes} and prove that, for any one-point iterative process without memory, such…

Numerical Analysis · Mathematics 2019-11-05 Luba Sapir , Tamara Kogan , Ariel Sapir , Amir Sapir

Computing the determinant of a matrix with the univariate and multivariate polynomial entries arises frequently in the scientific computing and engineering fields. In this paper, an effective algorithm is presented for computing the…

Symbolic Computation · Computer Science 2015-04-14 Xiaolin Qin , Zhi Sun , Tuo Leng , Yong Feng

We present a technique for reducing the order of polynomial-like iterative equations; in particular, we answer a question asked by Wenmeng Zhang and Weinian Zhang. Our method involves the asymptotic behaviour of the sequence of consecutive…

Classical Analysis and ODEs · Mathematics 2015-12-02 Szymon Draga , Janusz Morawiec

This work investigates a Bregman and inertial extension of the forward-reflected-backward algorithm [Y. Malitsky and M. Tam, SIAM J. Optim., 30 (2020), pp. 1451--1472] applied to structured nonconvex minimization problems under relative…

Optimization and Control · Mathematics 2024-04-17 Ziyuan Wang , Andreas Themelis , Hongjia Ou , Xianfu Wang

This paper presents a weakly intrusive strategy for computing a low-rank approximation of the solution of a system of nonlinear parameter-dependent equations. The proposed strategy relies on a Newton-like iterative solver which only…

Numerical Analysis · Mathematics 2020-05-06 Loic Giraldi , Anthony Nouy

Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…

Optimization and Control · Mathematics 2018-06-27 J. Gondzio , F. N. C. Sobral