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We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

Hierarchical matrices approximate a given matrix by a decomposition into low-rank submatrices that can be handled efficiently in factorized form. $\mathcal{H}^2$-matrices refine this representation following the ideas of fast multipole…

Numerical Analysis · Mathematics 2024-04-24 Steffen Börm

It is attempted to obtain the masses of the celestial bodies, the initial conditions of their motion, and the constant of gravitation, by a global parameter optimization. First, a numerical solution of the N-bodies problem for mass points…

Astrophysics · Physics 2007-05-23 Mayeul Arminjon

We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…

Numerical Analysis · Mathematics 2019-05-02 Robert M. Gower , Peter Richtárik

Finding an exact maximum distance of two points in the given set is a fundamental computational problem which is solved in many applications. This paper presents a fast, simple to implement and robust algorithm for finding this maximum…

Data Structures and Algorithms · Computer Science 2017-08-10 Vaclav Skala , Zuzana Majdisova

In this book chapter we survey known approaches and algorithms to compute discrepancy measures of point sets. After providing an introduction which puts the calculation of discrepancy measures in a more general context, we focus on the…

Numerical Analysis · Mathematics 2021-09-21 Carola Doerr , Michael Gnewuch , Magnus Wahlström

We develop a new algorithm for fitting circles that does not have drawbacks commonly found in existing circle fits. Our fit achieves ultimate accuracy (to machine precision), avoids divergence, and is numerically stable even when fitting…

Computer Vision and Pattern Recognition · Computer Science 2022-10-13 Houssam Abdul-Rahman , Nikolai Chernov

We describe an algorithm to compute the extremal eigenvalues and corresponding eigenvectors of a symmetric matrix by solving a sequence of Quadratic Binary Optimization problems. This algorithm is robust across many different classes of…

Emerging Technologies · Computer Science 2022-10-12 Benjamin Krakoff , Susan M. Mniszewski , Christian F. A. Negre

In computational and applied statistics, it is of great interest to get fast and accurate calculation for the distributions of the quadratic forms of Gaussian random variables. This paper presents a novel approximation strategy that…

Methodology · Statistics 2023-12-29 Hong Zhang , Judong Shen , Zheyang Wu

Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to…

Machine Learning · Computer Science 2022-08-31 Yao Lu , Mehrtash Harandi , Richard Hartley , Razvan Pascanu

This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…

Numerical Analysis · Mathematics 2024-06-11 Dongping Li , Xue Wang , Xiuying Zhang

The time-symmetric block time--step (TSBTS) algorithm is a newly developed efficient scheme for $N$--body integrations. It is constructed on an era-based iteration. In this work, we re-designed the TSBTS integration scheme with dynamically…

Instrumentation and Methods for Astrophysics · Physics 2015-06-05 M. Kaplan , H. Saygin

We present a novel, deterministic, and efficient method to detect whether a given rational space curve is symmetric. By using well-known differential invariants of space curves, namely the curvature and torsion, the method is significantly…

Algebraic Geometry · Mathematics 2016-04-12 Juan Gerardo Alcázar , Carlos Hermoso , Georg Muntingh

We introduce a family of numerical algorithms for the solution of linear system in higher dimensions with the matrix and right hand side given and the solution sought in the tensor train format. The proposed methods are rank--adaptive and…

Numerical Analysis · Mathematics 2014-10-07 Sergey V. Dolgov , Dmitry V. Savostyanov

We introduce a $Z_2$ noise for the stochastic estimation of matrix inversion and discuss its superiority over other noises including the Gaussian noise. This algorithm is applied to the calculation of quark loops in lattice quantum…

High Energy Physics - Lattice · Physics 2009-10-22 S. J. Dong , K. F. Liu

In this paper we provide, first, a general symbolic algorithm for computing the symmetries of a given rational surface, based on the classical differential invariants of surfaces, i.e. Gauss curvature and mean curvature. In practice, the…

Computational Geometry · Computer Science 2024-10-25 Juan Juan Gerardo Alcázar , Carlos Hermoso , Hüsnü Anıl Çoban , Uğur Gözütok

In this paper, we present the Stroboscopic Averaging Method (SAM), recently introduced in [7,8,10,12], which aims at numerically solving highly-oscillatory differential equations. More specifically, we first apply SAM to the Schr\"odinger…

Numerical Analysis · Mathematics 2013-08-07 Philippe Chartier , Norbert J. Mauser , Florian Méhats , Yong Zhang

The computation of the distance of two time series is time-consuming for any elastic distance function that accounts for misalignments. Among those functions, DTW is the most prominent. However, a recent extensive evaluation has shown that…

Data Structures and Algorithms · Computer Science 2023-04-21 Jana Holznigenkemper , Christian Komusiewicz , Bernhard Seeger

Twin-width is a recently formulated graph and matrix invariant that intuitively quantifies how far a graph is from having the structural simplicity of a co-graph. Since its introduction in 2020, twin-width has received increasing attention…

Data Structures and Algorithms · Computer Science 2025-11-11 Andrei Arhire , Matei Chiriac , Radu Timofte

The classical Talbot method for the computation of the inverse Laplace transform is improved for the case where the transform is analytic in the complex plane except for the negative real axis. First, by using a truncated Talbot contour…

Numerical Analysis · Mathematics 2014-07-04 Benedict Dingfelder , J. A. C. Weideman