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Approximation theorem is one of the most important aspects of numerical analysis that has evolved over the years with many different approaches. Some of the most popular approximation methods include the Lebesgue approximation theorem, the…

Numerical Analysis · Mathematics 2024-04-16 Ishmael N. Amartey

In this paper we describe a parallel Gaussian elimination algorithm for matrices with entries in a finite field. Unlike previous approaches, our algorithm subdivides a very large input matrix into smaller submatrices by subdividing both…

Rings and Algebras · Mathematics 2018-06-13 Stephen Linton , Gabriele Nebe , Alice Niemeyer , Richard Parker , Jon Thackray

This paper introduces a new method for discretizing and solving integral equation formulations of Maxwell's equations which achieves spectral accuracy for smooth surfaces. The approach is based on a hybrid Nystr\"om-collocation method using…

Computational Physics · Physics 2021-09-15 Jin Hu , Emmanuel Garza , Constantine Sideris

Motivated by applications such as sparse PCA, in this paper we present provably-accurate one-pass algorithms for the sparse approximation of the top eigenvectors of extremely massive matrices based on a single compact linear sketch. The…

Information Theory · Computer Science 2026-05-06 Edem Boahen , Simone Brugiapaglia , Hung-Hsu Chou , Mark Iwen , Felix Krahmer

Chebyshev expansion coefficients can be computed efficiently by using the FFT, and for smooth functions the resulting approximation is close to optimal, with computations that are numerically stable. Given sufficiently accurate function…

Numerical Analysis · Mathematics 2015-03-30 Haiyong Wang , Daan Huybrechs

Second-order optimization uses curvature information about the objective function, which can help in faster convergence. However, such methods typically require expensive computation of the Hessian matrix, preventing their usage in a…

Machine Learning · Computer Science 2022-11-03 Mohamed Elsayed , A. Rupam Mahmood

We report on the GPU port of the Abinit high-performance simulation code for plane-wave DFT calculations. Large-scale electronic structure calculations require computing the electronic wave function by solving the Kohn-Sham equations…

Materials Science · Physics 2026-05-28 Ioanna-Maria Lygatsika , Marc Sarraute , Lucas Baguet , Pierre Kestener , Marc Torrent

In this paper, we present a dynamic non-diagonal regularization for interior point methods. The non-diagonal aspect of this regularization is implicit, since all the off-diagonal elements of the regularization matrices are cancelled out by…

Optimization and Control · Mathematics 2019-02-19 Spyridon Pougkakiotis , Jacek Gondzio

We present numerical upscaling techniques for a class of linear second-order self-adjoint elliptic partial differential operators (or their high-resolution finite element discretization). As prototypes for the application of our theory we…

Numerical Analysis · Mathematics 2014-09-11 Axel Malqvist , Daniel Peterseim

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

We present a fast sparse matrix permutation algorithm tailored to linear systems arising from triangle meshes. Our approach produces nested-dissection-style permutations while significantly reducing permutation runtime overhead. Rather than…

We present an algorithm where only the Cholesky basis is determined in the decomposition procedure. This allows for improved screening and a partitioned matrix decomposition scheme, both of which significantly reduce memory usage and…

Chemical Physics · Physics 2019-06-05 Sarai D. Folkestad , Eirik F. Kjønstad , Henrik Koch

The projection filter is a technique for approximating the solutions of optimal filtering problems. In projection filters, the Kushner--Stratonovich stochastic partial differential equation that governs the propagation of the optimal…

Optimization and Control · Mathematics 2022-09-15 Muhammad Fuady Emzir , Zheng Zhao , Simo Särkkä

Combining the properties of monovariate internal functions as proposed in Kolmogorov superimposition theorem, in tandem with the bounds wielded by the multivariate formulation of Chebyshev inequality, a hybrid model is presented, that…

Computer Vision and Pattern Recognition · Computer Science 2011-06-03 Shriprakash Sinha , Gert J. ter Horst

In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…

Optimization and Control · Mathematics 2019-04-25 Yongfeng Li , Haoyang Liu , Zaiwen Wen , Yaxiang Yuan

We report an efficient program for computing the eigenvalues and symmetry-adapted eigenvectors of very large quaternionic (or Hermitian skew-Hamiltonian) matrices, using which structure-preserving diagonalization of matrices of dimension N…

Chemical Physics · Physics 2017-03-20 Toru Shiozaki

The sinc function is often used as the basis for the design of discrete linear-phase FIR filters. However the Fourier transform of the truncated sinc function exhibits ripple in the pass band due to the Gibbs phenomenon. This paper…

Signal Processing · Electrical Eng. & Systems 2024-07-16 Paul W. Oxby

Scalable QR factorization algorithms for solving least squares and eigenvalue problems are critical given the increasing parallelism within modern machines. We introduce a more general parallelization of the CholeskyQR2 algorithm and show…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-18 Edward Hutter , Edgar Solomonik

This paper introduces a novel method for eigenvalue computation using a distributed cooperative neural network framework. Unlike traditional techniques that face scalability challenges in large systems, our decentralized algorithm enables…

Machine Learning · Computer Science 2024-09-20 Ronald Katende

In this paper, we propose an unconstrained framework for eigenvalue problems in both discrete and continuous settings. We begin our discussion to solve a generalized eigenvalue problem $A{\bf x} = \lambda B{\bf x}$ with two $N\times N$ real…

Optimization and Control · Mathematics 2017-08-01 Yunho Kim
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