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The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant systems. In particular, bounds on errors are given in terms of…

Optimization and Control · Mathematics 2021-06-18 Donghwan Lee

The block Kaczmarz method is an iterative scheme for solving overdetermined least-squares problems. At each step, the algorithm projects the current iterate onto the solution space of a subset of the constraints. This paper describes a…

Numerical Analysis · Mathematics 2015-03-20 Deanna Needell , Joel A. Tropp

Developing large-scale distributed methods that are robust to the presence of adversarial or corrupted workers is an important part of making such methods practical for real-world problems. Here, we propose an iterative approach that is…

Machine Learning · Computer Science 2022-03-02 Xia Li , Longxiu Huang , Deanna Needell

Randomized iterative methods, such as the Kaczmarz method and its variants, have gained growing attention due to their simplicity and efficiency in solving large-scale linear systems. Meanwhile, absolute value equations (AVE) have attracted…

Numerical Analysis · Mathematics 2025-05-13 Jiaxin Xie , Hou-Duo Qi , Deren Han

Recently, several approaches to solving linear systems on a quantum computer have been formulated in terms of the quantum adiabatic theorem for a continuously varying Hamiltonian. Such approaches enabled near-linear scaling in the condition…

Quantum Physics · Physics 2021-11-17 Pedro C. S. Costa , Dong An , Yuval R. Sanders , Yuan Su , Ryan Babbush , Dominic W. Berry

Linear equations play a pivotal role in many areas of science and engineering, making efficient solutions to linear systems highly desirable. The development of quantum algorithms for solving linear systems has been a significant…

Quantum Physics · Physics 2025-02-20 Nhat A. Nghiem

In this paper, a theoretical framework is presented for the use of a Kansa-like method to numerically solve elliptic partial differential equations on spheres and other manifolds. The theory addresses both the stability of the method and…

Numerical Analysis · Mathematics 2025-07-22 Thomas Hangelbroek , Francis J. Narcowich , Joseph D. Ward

The Kaczmarz and Gauss-Seidel methods both solve a linear system $\bf{X}\bf{\beta} = \bf{y}$ by iteratively refining the solution estimate. Recent interest in these methods has been sparked by a proof of Strohmer and Vershynin which shows…

Numerical Analysis · Mathematics 2018-02-05 Anna Ma , Deanna Needell , Aaditya Ramdas

The method of Alternating Projections (AP) is a fundamental iterative technique with applications to problems in machine learning, optimization and signal processing. Examples include the Gauss-Seidel algorithm which is used to solve…

Numerical Analysis · Mathematics 2025-06-03 Alireza Entezari , Arunava Banerjee , Leila Kalantari

We take advantage of a rigidity result for the equation satisfied by an extremal function associated with a special case of the Caffarelli-Kohn-Nirenberg inequalities to get a symmetry result for a larger set of inequali-ties. The main…

Analysis of PDEs · Mathematics 2014-12-02 Jean Dolbeault , Maria J. Esteban , Stathis Filippas , Achiles Tertikas

We transform the problem of solving linear system of equations $A\mathbf{x}=\mathbf{b}$ to a problem of finding the right singular vector with singular value zero of an augmented matrix $C$, and present two quantum algorithms for solving…

Quantum Physics · Physics 2023-01-20 Hefeng Wang , Hua Xiang

We propose two new algebraic reconstruction techniques based on Kaczmarz's method that produce a regularized solution to noisy tomography problems. Tomography problems exhibit semi-convergence when iterative methods are employed, and the…

Numerical Analysis · Mathematics 2021-01-29 Bart S. van Lith , Per Christian Hansen , Michiel E. Hochstenbach

With the growth of large data as well as large-scale learning tasks, the need for efficient and robust linear system solvers is greater than ever. The randomized Kaczmarz method (RK) and similar stochastic iterative methods have received…

Numerical Analysis · Mathematics 2023-01-04 Lu Cheng , Benjamin Jarman , Deanna Needell , Elizaveta Rebrova

We present a variety of projection-based linear regression algorithms with a focus on modern machine-learning models and their algorithmic performance. We study the role of the relaxation parameter in generalized Kaczmarz algorithms and…

Machine Learning · Statistics 2025-11-12 Halyun Jeong , Palle E. T. Jorgensen , Hyun-Kyoung Kwon , Myung-Sin Song

Many real-world problems rely on finding eigenvalues and eigenvectors of a matrix. The power iteration algorithm is a simple method for determining the largest eigenvalue and associated eigenvector of a general matrix. This algorithm relies…

Numerical Analysis · Mathematics 2021-09-23 Congzhou M Sha , Nikolay V Dokholyan

Quantum adiabatic algorithm is of vital importance in quantum computation field. It offers us an alternative approach to manipulate the system instead of quantum gate model. Recently, an interesting work arXiv:1805.10549 indicated that we…

Quantum Physics · Physics 2019-01-23 Jingwei Wen , Xiangyu Kong , Shijie Wei , Bixue Wang , Tao Xin , Guilu Long

Iterative linear solvers have gained recent popularity due to their computational efficiency and low memory footprint for large-scale linear systems. The relaxation method, or Motzkin's method, can be viewed as an iterative method that…

Numerical Analysis · Mathematics 2018-10-30 Jamie Haddock , Deanna Needell

A new iterative method is developed to numerically calculate the periodic, matched beam envelope solution of the coupled Kapchinskij-Vladimirskij (KV) equations describing the transverse evolution of a beam in a periodic, linear focusing…

Accelerator Physics · Physics 2009-11-11 Steven M. Lund , Sven H. Chilton , Edward P. Lee

Tensor recovery has recently arisen in a lot of application fields, such as transportation, medical imaging and remote sensing. Under the assumption that signals possess sparse and/or low-rank structures, many tensor recovery methods have…

Optimization and Control · Mathematics 2021-02-16 Xuemei Chen , Jing Qin

We propose a new randomized method for solving systems of nonlinear equations, which can find sparse solutions or solutions under certain simple constraints. The scheme only takes gradients of component functions and uses Bregman…

Optimization and Control · Mathematics 2024-02-26 Robert Gower , Dirk A. Lorenz , Maximilian Winkler