Related papers: The Leja method revisited: backward error analysis…
Basing on invariant properties of universal multifractals we propose a simple algorithm for interpolation of multifractal densities. The algorithm admits generalization to a multidimensional case. Analitically obtained are multifractal…
We propose a numerical method, based upon matrix-pencils, for the identification of parameters and coefficients of a monomial-exponential sum. We note that this method can be considered an extension of the numerical methods for the…
Methods for stochastic trace estimation often require the repeated evaluation of expressions of the form $z^T p_n(A)z$, where $A$ is a symmetric matrix and $p_n$ is a degree $n$ polynomial written in the standard or Chebyshev basis. We show…
Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
The reduced basis method is a model reduction technique yielding substantial savings of computational time when a solution to a parametrized equation has to be computed for many values of the parameter. Certification of the approximation is…
In the era of big data, we first need to manage the data, which requires us to find missing data or predict the trend, so we need operations including interpolation and data fitting. Interpolation is a process to discover deducing new data…
It is possible to generalize the fruitful interaction between (real or complex) Jacobi matrices, orthogonal polynomials and Pade approximants at infinity by considering rational interpolants, (bi-)orthogonal rational functions and linear…
Discretization methods for ordinary differential equations based on the use of matrix exponentials have been known for decades. This set of ideas has come off age and acquired greater urgency recently, within the context of geometric…
The aim of this paper is to prove an improved version of the bounded differences inequality for matrix valued functions, by developing the methods of Mackey et al.: "Matrix Concentration Inequalities via the Method of Exchangeable Pairs".…
Factorization of polynomials arises in numerous areas in symbolic computation. It is an important capability in many symbolic and algebraic computation. There are two type of factorization of polynomials. One is convention polynomial…
We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free…
We propose a simple technique that, if combined with algorithms for computing functions of triangular matrices, can make them more efficient. Basically, such a technique consists in a specific scaling similarity transformation that reduces…
The learning curve expresses the error rate of a predictive modeling procedure as a function of the sample size of the training dataset. It typically is a decreasing, convex function with a positive limiting value. An estimate of the…
We propose two methods to find a proper shift parameter in the shift-and-invert method for computing matrix exponential matrix-vector products. These methods are useful in the case of matrix exponential action has to be computed for a…
A method for evaluating matrix polynomials have recently been developed that require one fewer matrix product ($1M$) than the Paterson--Stockmeyer (PS) method. Since the computational cost for large-scale matrices is asymptotically…
The computation of matrix functions is a well-studied problem. Of special importance are the exponential and the logarithm of a matrix, where the latter also raises existence and uniqueness questions. This is particularly relevant in the…
The aim of this paper is to study the approximation of functions using a higher order Hermite-Fejer interpolation process on the unit circle. The system of nodes is composed of vertically projected zeros of Jacobi polynomials onto the unit…
In this contribution we introduce a mixed interpolation-regression operator for functions defined in some domains of the plane. We focus the attention on the ellipse, an annulus and a polygon. An upper bound for such an operator is…
As well known, permanent of a square (0,1)-matrix $A$ of order $n$ enumerates the permutations $\beta$ of $1,2,...,n$ with the incidence matrices $B\leq A.$ To obtain enumerative information on even and odd permutations with condition…
Transfer matrix method is a well-known and extensively used tool to compute the reflection and transmission coefficients of electromagnetic waves when interacting with a system of layers parallel to each other. We present here a modified…