Related papers: A new Lanczos type algorithm for system of linear …
The Lanczos algorithm has proven itself to be a valuable matrix eigensolver for problems with large dimensions, up to hundreds of millions or even tens of billions. The computational cost of using any Lanczos algorithm is dominated by the…
The Lanczos process constructs a sequence of orthonormal vectors v_m spanning a nested sequence of Krylov subspaces generated by a hermitian matrix A and some starting vector b. In this paper we show how to cheaply recover a secondary…
In this paper, we present a new algorithm for computing the linear recurrence relations of multi-dimensional sequences. Existing algorithms for computing these relations arise in computational algebra and include constructing structured…
This work introduces a method for determining the energy spectrum of lattice quantum chromodynamics (LQCD) by applying the Lanczos algorithm to the transfer matrix and using a bootstrap generalization of the Cullum-Willoughby method to…
In this paper, we present a new approach for model reduction of large scale first and second order dynamical systems with multiple inputs and multiple outputs (MIMO). This approach is based on the projection of the initial problem onto…
This paper proposes a harmonic Lanczos bidiagonalization method for computing some interior singular triplets of large matrices. It is shown that the approximate singular triplets are convergent if a certain Rayleigh quotient matrix is…
Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for…
Every classical orthogonal polynomial system $p_n(x)$ satisfies a three-term recurrence relation of the type \[ p_{n+1}(x)=(A_nx+B_n)p_n(x)-C_np_{n-1}(x)~ (n=0,1,2,\ldots, p_{-1}\equiv 0), \] with $C_nA_nA_{n-1}>0$. Moreover, Favard's…
We propose a new class of short matrix recurrences for the solution of nonsymmetric linear equations of the type $\mathbf{A}_1\mathbf{X}\mathbf{B}_1+\ldots+\mathbf{A}_p\mathbf{X}\mathbf{B}_p=CD^T$. These iterative methods combine local…
Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…
We investigate the oblique Lanczos method recently put forward in arXiv:2406.20009 for analysing Euclidean correlators in lattice field theories and show that it is analytically equivalent to the well known Prony Generalised Eigenvalue…
A deflated and restarted Lanczos algorithm to solve hermitian linear systems, and at the same time compute eigenvalues and eigenvectors for application to multiple right-hand sides, is described. For the first right-hand side, eigenvectors…
In [Steinerberger, Q. Appl. Math., 79:3, 419-429, 2021] and [Shao, SIAM J. Matrix Anal. Appl. 44(1), 212-239, 2023], two new types of Kaczmarz algorithms, which share some similarities, for consistent linear systems were proposed. These two…
We address the problem of the best uniform approximation by linear combinations of a finite system of functions. If the system is Chebyshev and the problem is unconstrained, then the classical Remez algorithm provides a fast and precise…
We survey the numerical stability of some fast algorithms for solving systems of linear equations and linear least squares problems with a low displacement-rank structure. For example, the matrices involved may be Toeplitz or Hankel. We…
In this paper we give efficient algorithms for computing second-, third-, and fourth-order linear recurrences. We also present an algorithm scheme for computing terms with the indices $N,\ldots,N+n-1$ of an $n$th-order linear recurrence.…
We present a new efficient algortithm for construction of linear latent structure (LLS) models. This algorithm reduces a problem of estimation of model parameters to a sequence of problems of linear algebra, which assures a low…
We present a lattice algorithm specifically designed for some classical applications of lattice reduction. The applications are for lattice bases with a generalized knapsack-type structure, where the target vectors are boundably short. For…
This article considers algorithmic and statistical aspects of linear regression when the correspondence between the covariates and the responses is unknown. First, a fully polynomial-time approximation scheme is given for the natural least…
The Lanczos algorithm for matrix tridiagonalisation suffers from strong numerical instability in finite precision arithmetic when applied to evaluate matrix eigenvalues. The mechanism by which this instability arises is well documented in…