Related papers: Quantum singular value decomposition of non-sparse…
When applying eigenvalue decomposition on the quadratic term matrix in a type of linear equally constrained quadratic programming (EQP), there exists a linear mapping to project optimal solutions between the new EQP formulation where $Q$ is…
The Nystr\"om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In…
Classical information loading is an essential task for many processing quantum algorithms, constituting a cornerstone in the field of quantum machine learning. In particular, the embedding techniques based on Hamiltonian simulation…
A fast non-convex low-rank matrix decomposition method for potential field data separation is proposed. The singular value decomposition of the large size trajectory matrix, which is also a block Hankel matrix, is obtained using a fast…
In this paper we present an efficient algorithm to compute the eigen decomposition of a matrix that is a weighted sum of the self outer products of vectors such as a covariance matrix of data. A well known algorithm to compute the eigen…
Eigenvalues of a density matrix characterize well the quantum state's properties, such as coherence and entanglement. We propose a simple method to determine all the eigenvalues of an unknown density matrix of a finite-dimensional system in…
Conventional ways to solve optimization problems on low-rank matrix sets which appear in great number of applications ignore its underlying structure of an algebraic variety and existence of singular points. This leads to appearance of…
Singular value decompositions of matrices are widely used in numerical linear algebra with many applications. In this paper, we extend the notion of singular value decompositions to finite complexes of real vector spaces. We provide two…
In this paper, we tackle two important problems in low-rank learning, which are partial singular value decomposition and numerical rank estimation of huge matrices. By using the concepts of Krylov subspaces such as Golub-Kahan…
Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…
We propose a quantum data fitting algorithm for non-sparse matrices, which is based on the Quantum Singular Value Estimation (QSVE) subroutine and a novel efficient method for recovering the signs of eigenvalues. Our algorithm generalizes…
The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…
We address the noncommutative version of the Edmonds' problem, which asks to determine the inner rank of a matrix in noncommuting variables. We provide an algorithm for the calculation of this inner rank by relating the problem with the…
We transform the problem of solving linear system of equations $A\mathbf{x}=\mathbf{b}$ to a problem of finding the right singular vector with singular value zero of an augmented matrix $C$, and present two quantum algorithms for solving…
Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization (RRQR), Interpolative decomposition etc are classical deterministic…
Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…
Ever since entanglement was identified as a computational and cryptographic resource, researchers have sought efficient ways to tell whether a given density matrix represents an unentangled, or separable, state. This paper gives the first…
The sparse generalized eigenvalue problem arises in a number of standard and modern statistical learning models, including sparse principal component analysis, sparse Fisher discriminant analysis, and sparse canonical correlation analysis.…
We propose a quantum algorithm for finding eigenvalues of non-unitary matrices. We show how to construct, through interactions in a quantum system and projective measurements, a non-Hermitian or non-unitary matrix and obtain its eigenvalues…
A numerical algorithm is proposed to deal with parametric eigenvalue problems involving non-Hermitian matrices and is exploited to find location of defective eigenvalues in the parameter space of non-Hermitian parametric eigenvalue…