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Estimation of actual errors from the residue in iterative solutions is necessary for efficient solution of large problems when their condition number is much larger than one. Such estimators for conjugate gradient algorithms used to solve…

Numerical Analysis · Mathematics 2014-06-27 Aashish Vishwakarma , Murugesan Venkatapathi

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…

Numerical Analysis · Mathematics 2022-10-10 Sergio Blanes

Computational methods for electromagnetic and light scattering can be used for the calculation of optical forces and torques. Since typical particles that are optically trapped or manipulated are on the order of the wavelength in size,…

We propose a non-commutative algorithm for multiplying 2x2 matrices using 7 coefficient products. This algorithm reaches simultaneously a better accuracy in practice compared to previously known such fast algorithms, and a time complexity…

Numerical Analysis · Mathematics 2024-07-01 Jean-Guillaume Dumas , Clément Pernet , Alexandre Sedoglavic

In this paper, we propose and analyze a fast two-point gradient algorithm for solving nonlinear ill-posed problems, which is based on the sequential subspace optimization method. A complete convergence analysis is provided under the…

Analysis of PDEs · Mathematics 2019-11-06 Guangyu Gao , Bo Han , Shanshan Tong

We show that assuming the availability of the processor with variable precision arithmetic, we can compute matrix-by-matrix multiplications in $O(N^2log_2N)$ computational complexity. We replace the standard matrix-by-matrix multiplications…

Data Structures and Algorithms · Computer Science 2025-08-19 Maciej Paszyński

We consider jointly estimating the coefficient matrix and the error precision matrix in high-dimensional multivariate linear regression models. Bayesian methods in this context often face computational challenges, leading to previous…

Methodology · Statistics 2025-08-25 Xuan Cao , Kyoungjae Lee

Orthogonal systems in $\mathrm{L}_2(\mathbb{R})$, once implemented in spectral methods, enjoy a number of important advantages if their differentiation matrix is skew-symmetric and highly structured. Such systems, where the differentiation…

Numerical Analysis · Mathematics 2019-11-14 Arieh Iserles , Marcus Webb

Matrix multiplication (hereafter we use the acronym MM) is among the most fundamental operations of modern computations. The efficiency of its performance depends on various factors, in particular vectorization, data movement and arithmetic…

Data Structures and Algorithms · Computer Science 2015-02-09 Victor Y. Pan

We study the efficiency of the multisection method for univariate nonlinear equations, relative to that for the well-known bisection method. We show that there is a minimal effort algorithm that uses more sections than the bisection method,…

Numerical Analysis · Mathematics 2024-11-26 J. S. C. Prentice

Inexact computing aims to compute good solutions that require considerably less resource -- typically energy -- compared to computing exact solutions. While inexactness is motivated by concerns derived from technology scaling and Moore's…

Computational Complexity · Computer Science 2017-05-23 John Augustine , Krishna Palem , Parishkrati

Bayesian modelling allows for the quantification of predictive uncertainty which is crucial in safety-critical applications. Yet for many machine learning (ML) algorithms, it is difficult to construct or implement their Bayesian…

Machine Learning · Statistics 2024-10-22 Ziyu Wang , Chris Holmes

With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of total least squares problems, i.e., solving $\min_{E,r}…

Numerical Analysis · Mathematics 2023-09-14 Eda Oktay , Erin Carson

We develop a very simple compensated scheme for computing very accurate Givens rotations. The approach is significantly more straightforward than the one in \cite{borges2021fast}, and the derivation leads to a very satisfying algorithm…

Numerical Analysis · Mathematics 2024-06-06 Carlos F. Borges

Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to…

Machine Learning · Computer Science 2022-08-31 Yao Lu , Mehrtash Harandi , Richard Hartley , Razvan Pascanu

The automation of ab initio simulations is essential in view of performing high-throughput (HT) computational screenings oriented to the discovery of novel materials with desired physical properties. In this work, we propose algorithms and…

We consider bicolored maps, i.e. graphs which are drawn on surfaces, and construct a bijection between (i) oriented maps with arbitary face structure, and (ii) (weighted) non-oriented maps with exactly one face. Above, each non-oriented map…

Combinatorics · Mathematics 2022-12-12 Agnieszka Czyżewska-Jankowska , Piotr Śniady

Double machine learning is a statistical method for leveraging complex black-box models to construct approximately unbiased treatment effect estimates given observational data with high-dimensional covariates, under the assumption of a…

Machine Learning · Statistics 2022-06-03 Nitai Fingerhut , Matteo Sesia , Yaniv Romano

Computed tomography is a method for synthesizing volumetric or cross-sectional images of an object from a collection of projections. Popular reconstruction methods for computed tomography are based on idealized models and assumptions that…

Numerical Analysis · Mathematics 2022-03-03 Frederik H. Pedersen , Jakob S. Jørgensen , Martin S. Andersen

We introduce the DeterminantalRepresentations package for Macaulay2, which computes definite symmetric determinantal representations of real polynomials. We focus on quadrics and plane curves of low degree (i.e. cubics and quartics). Our…

Algebraic Geometry · Mathematics 2020-02-12 Justin Chen , Papri Dey