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We consider a backward stochastic differential equation in a Markovian framework for the pair of processes $(Y,Z)$, with generator with quadratic growth with respect to $Z$. Under non-degeneracy assumptions, we prove an analogue of the…
We present a procedure which enables the computation and the description of structures of isotropy subgroups of the group of complex orthogonal matrices with respect to the action of *congruence on Hermitian matrices. A key ingredient in…
Capacities on a finite set are sets functions vanishing on the empty set and being monotonic w.r.t. inclusion. Since the set of capacities is an order polytope, the problem of randomly generating capacities amounts to generating all linear…
In this paper we consider asymmetric truncated Toeplitz operators acting between two finite-dimensional model spaces. We compute the dimension of the space of all such operators. We also describe the matrix representations of asymmetric…
A factorization of the inverse of a Hermetian positive definite matrix based on a diagonal by diagonal recurrence formulae permits the inversion of Toeplitz Block Toeplitz matrices using minimized matrix-vector products, with a complexity…
Thermodynamic computing exploits fluctuations and dissipation in physical systems to efficiently solve various mathematical problems. For example, it was recently shown that certain linear algebra problems can be solved thermodynamically,…
The use of generative models to sample equilibrium distributions of many-body systems, as first demonstrated by Boltzmann Generators, has attracted substantial interest due to their ability to produce unbiased and uncorrelated samples in…
We present an efficient algorithm for computing the permanent for matrices of size N that can written as a product of L block diagonal matrices with blocks of size at most 2. For fixed L, the time and space resources scale linearly in N,…
Recursive blocked algorithms have proven to be highly efficient at the numerical solution of the Sylvester matrix equation and its generalizations. In this work, we show that these algorithms extend in a seamless fashion to…
In this work, new closed-form formulas for the matrix exponential are provided. Our method is direct and elementary, it gives tractable and manageable formulas not current in the extensive literature on this essential subject. Moreover,…
Branes and defects in topological Landau-Ginzburg models are described by matrix factorisations. We revisit the problem of deforming them and discuss various deformation methods as well as their relations. We have implemented these…
The theory of formal power series and derivation is developed from the point of view of the power matrix. A Loewner equation for formal power series is introduced. We then show that the matrix exponential is surjective onto the group of…
In our previous works, we proved that the inverse of the stiffness matrix of an $h$-version finite element method (FEM) applied to scalar second order elliptic boundary value problems can be approximated at an exponential rate in the block…
In this paper, we study matrix representations of truncated Toeplitz operators with respect to orthonormal bases which are invariant under a canonical conjugation map. In particular, we determine necessary and sufficient conditions for when…
By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…
The motivation of this paper is twofold. First, we investigate the block-diagonalization of the $z$-block circulant matrix $\mathtt{bcirc_z}(\mathcal A)$, based on this block-diagonal structure, and develop the algorithm…
A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…
This paper studies matrix-valued truncated Toeplitz operators, which are a vectorial generalisation of truncated Toeplitz operators. It is demonstrated that, although there exist matrix-valued truncated Toeplitz operators without a matrix…
In the present paper, we are concerned with the study of the spectral distribution of matrix-sequences showing a non-Hermitian block structure with Toeplitz blocks. We use the notion of geometric mean of matrices and the theory of…
We propose an efficient algorithm for computing a common eigenvector of a finite set of square matrices. As an immediate consequence we obtain an algorithm for determining whether the matrices admit a simultaneous triangulation, and, if so,…