Related papers: High-precision evaluation of Wigner's d-matrix by …
Matrix theory and its applications make wide use of the eigenprojections of square matrices. The present paper demonstrates that the eigenprojection of a matrix $A$ can be calculated with the use of any annihilating polynomial of A^u, where…
This paper presents a method for the accurate and efficient computations on scalar, vector and tensor fields in three-dimensional spherical polar coordinates. The methods uses spin-weighted spherical harmonics in the angular directions and…
This work provides a systematic recipe for computing accurate high order Fourier expansions of quasiperiodic invariant circles in area preserving maps. The recipe requires only a finite data set sampled from the quasiperiodic circle. Our…
This work presents a method of computing Voigt functions and their derivatives, to high accuracy, on a uniform grid. It is based on an adaptation of Fourier-transform based convolution. The relative error of the result decreases as the…
We propose a contour integral-based algorithm for computing a few singular values of a matrix or a few generalized singular values of a matrix pair. Mathematically, the generalized singular values of a matrix pair are the eigenvalues of an…
We study high-dimensional covariance/precision matrix estimation under the assumption that the covariance/precision matrix can be decomposed into a low-rank component L and a diagonal component D. The rank of L can either be chosen to be…
We establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval close to the edge of the spectrum. Moreover we prove a MDP for the $i$th largest eigenvalue close to the edge. The proof…
We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, our formulas reproduce recent results of [Male,…
Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…
Square matrices of the form $\widetilde{\mathbf{A}} =\mathbf{A} + \mathbf{e}D \mathbf{f}^*$ are considered. An explicit expression for the inverse is given, provided $\widetilde{\mathbf{A}}$ and $D$ are invertible with…
We propose a practical tool for evaluating and comparing the accuracy of FDMs for the Helmholtz equation. The tool based on Fourier analysis makes it easy to find wavenumber explicit order of convergence, and can be used for rigorous proof.…
A new procedure is presented for computing the matrix cosine and sine simultaneously by means of Taylor polynomial approximations. These are factorized so as to reduce the number of matrix products involved. Two versions are developed to be…
In this paper, we discuss numerical methods for the eigenvalue decomposition of real symmetric matrices. While many existing methods can compute approximate eigenpairs with sufficiently small backward errors, the magnitude of the resulting…
We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…
We investigate numerically efficient approximations of eigenspaces associated to symmetric and general matrices. The eigenspaces are factored into a fixed number of fundamental components that can be efficiently manipulated (we consider…
Recently, there has been a lot of research into tensor singular value decomposition (t-SVD) by using discrete Fourier transform (DFT) matrix. The main aims of this paper are to propose and study tensor singular value decomposition based on…
We consider a new splitting based on the Sherman-Morrison-Woodbury formula, which is particularly effective with iterative methods for the numerical solution of large linear systems. These systems involve matrices that are perturbations of…
Large scale tensors, including large scale Hankel tensors, have many applications in science and engineering. In this paper, we propose an inexact curvilinear search optimization method to compute Z- and H-eigenvalues of $m$th order $n$…
Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…
An explicit multistep scheme is proposed for solving the initial-value Wigner problem. In this scheme, the integrated form of the Wigner equation is approximated by extrapolation or interpolation polynomials on backwards characteristics,…