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Motivated by an application in Magnetic Particle Imaging, we study bivariate Lagrange interpolation at the node points of Lissajous curves. The resulting theory is a generalization of the polynomial interpolation theory developed for a node…
The matrix exponential is a fundamental operator in scientific computing and system simulation, with applications ranging from control theory and quantum mechanics to modern generative machine learning. While Pad\'e approximants combined…
The matrix element method is the LHC inference method of choice for limited statistics. We present a dedicated machine learning framework, based on efficient phase-space integration, a learned acceptance and transfer function. It is based…
This paper introduces an interpolation-based method, called the reconstruction approach, for nonparametric regression. Based on the fact that interpolation usually has negligible errors compared to statistical estimation, the reconstruction…
A formula is given for the propagation of errors during matrix inversion. An explicit calculation for a 2 by 2 matrix using both the formula and a Monte Carlo calculation are compared. A prescription is given to determine when a matrix with…
In machine learning, metric elicitation refers to the selection of performance metrics that best reflect an individual's implicit preferences for a given application. Currently, metric elicitation methods only consider metrics that depend…
Sparse interpolation} refers to the exact recovery of a function as a short linear combination of basis functions from a limited number of evaluations. For multivariate functions, the case of the monomial basis is well studied, as is now…
We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.
Estimating the diagonal entries of a matrix, that is not directly accessible but only available as a linear operator in the form of a computer routine, is a common necessity in many computational applications, especially in image…
The fast Ewald methods are widely used to compute the point-charge electrostatic interactions in molecular simulations. The key step that introduces errors in the computation is the particle-mesh interpolation. In this work, the optimal…
We had assembled a Java package, known as MatrixPak, of four classes for the purpose of numerical matrix computation. The classes are matrix, matrix_operations, StrToMatrix, and MatrixToStr; all of which are inherited from java.lang.Object…
In this article, we focus on the error that is committed when computing the matrix logarithm using the Gauss--Legendre quadrature rules. These formulas can be interpreted as Pad\'e approximants of a suitable Gauss hypergeometric function.…
Oja's algorithm is a well known online algorithm studied mainly in the context of stochastic principal component analysis. We make a simple observation, yet to the best of our knowledge a novel one, that when applied to a any (not…
We introduce a new method for Estimation of Signal Parameters based on Iterative Rational Approximation (ESPIRA) for sparse exponential sums. Our algorithm uses the AAA algorithm for rational approximation of the discrete Fourier transform…
Many tasks require finding groups of elements in a matrix of numbers, symbols or class likelihoods. One approach is to use efficient bi- or tri-linear factorization techniques including PCA, ICA, sparse matrix factorization and plaid…
We consider a family of linear systems $A_\mu \alpha=C$ with system matrix $A_\mu$ depending on a parameter $\mu$ and for simplicity parameter-independent right-hand side $C$. These linear systems typically result from the…
Nonlinear lens distortion rectification is a common first step in image processing applications where the assumption of a linear camera model is essential. For rectifying the lens distortion, forward distortion model needs to be known.…
Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…
The Ozaki-II scheme is an emulation method that leverages the Chinese Remainder Theorem to compute high-precision matrix multiplication via a sequence of low-precision matrix multiplications. In this scheme, the attainable numerical…
In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…