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Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

Quantum subspace diagonalization methods are an exciting new class of algorithms for solving large\rev{-}scale eigenvalue problems using quantum computers. Unfortunately, these methods require the solution of an ill-conditioned generalized…

Quantum Physics · Physics 2023-06-16 Ethan N. Epperly , Lin Lin , Yuji Nakatsukasa

We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…

Machine Learning · Statistics 2020-03-03 Bradley S. Price , Aaron J. Molstad , Ben Sherwood

In this work, we present an efficient rank-compression approach for the classical simulation of Kraus decoherence channels in noisy quantum circuits. The approximation is achieved through iterative compression of the density matrix based on…

Quantum Physics · Physics 2020-09-16 Yi-Ting Chen , Collin Farquhar , Robert M. Parrish

We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the…

Machine Learning · Statistics 2019-12-02 Ali Basirat

We develop a spatial branch-and-cut approach for nonconvex Quadratically Constrained Quadratic Programs with bounded complex variables (CQCQP). Linear valid inequalities are added at each node of the search tree to strengthen semidefinite…

Optimization and Control · Mathematics 2017-05-26 Chen Chen , Alper Atamturk , Shmuel S. Oren

We construct an efficient classical analogue of the quantum matrix inversion algorithm (HHL) for low-rank matrices. Inspired by recent work of Tang, assuming length-square sampling access to input data, we implement the pseudoinverse of a…

Data Structures and Algorithms · Computer Science 2018-11-13 András Gilyén , Seth Lloyd , Ewin Tang

This paper considers the sparse eigenvalue problem, which is to extract dominant (largest) sparse eigenvectors with at most $k$ non-zero components. We propose a simple yet effective solution called truncated power method that can…

Machine Learning · Statistics 2011-12-13 Xiao-Tong Yuan , Tong Zhang

We propose a quantum algorithm for simulating dissipative waves in inhomogeneous linear media as a boundary-value problem. Using the so-called quantum singular value transformation (QSVT), we construct a quantum circuit that models the…

Quantum Physics · Physics 2023-05-08 I. Novikau , I. Y. Dodin , E. A. Startsev

Many applications in scientific computing and data science require the computation of a rank-revealing factorization of a large matrix. In many of these instances the classical algorithms for computing the singular value decomposition are…

Numerical Analysis · Mathematics 2018-12-17 Abinand Gopal , Per-Gunnar Martinsson

The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…

Functional Analysis · Mathematics 2014-03-05 Mark Rudelson , Roman Vershynin

This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component individually? We prove that under some suitable assumptions,…

Information Theory · Computer Science 2009-12-21 Emmanuel J. Candes , Xiaodong Li , Yi Ma , John Wright

Unitary decomposition is a widely used method to map quantum algorithms to an arbitrary set of quantum gates. Efficient implementation of this decomposition allows for translation of bigger unitary gates into elementary quantum operations,…

Quantum Physics · Physics 2024-03-14 A. M. Krol , A. Sarkar , I. Ashraf , Z. Al-Ars , K. Bertels

In this work, we propose a machine learning-based approach to address a specific aspect of the Quantum Marginal Problem: reconstructing a global density matrix compatible with a given set of quantum marginals. Our method integrates a…

Quantum Physics · Physics 2025-10-03 Daniel Uzcategui-Contreras , Antonio Guerra , Sebastian Niklitschek , Aldo Delgado

Non-Hermitian generalized eigenvalue problems (GEPs) play a significant role in many practical applications, such as mechanical engineering. Based on the generalized Schur decomposition, we propose a variational quantum algorithm for…

Transforming a matrix over a field to echelon form, or decomposing the matrix as a product of structured matrices that reveal the rank profile, is a fundamental building block of computational exact linear algebra. This paper surveys the…

Mathematical Software · Computer Science 2012-01-10 Claude-Pierre Jeannerod , Clément Pernet , Arne Storjohann

Assume we are given a sum of linear measurements of $s$ different rank-$r$ matrices of the form $y = \sum_{k=1}^{s} \mathcal{A}_k ({X}_k)$. When and under which conditions is it possible to extract (demix) the individual matrices ${X}_k$…

Information Theory · Computer Science 2017-03-30 Thomas Strohmer , Ke Wei

We propose quantum algorithms, purely quantum in nature, for calculating the determinant and inverse of an $(N-1)\times (N-1)$ matrix (depth is $O(N^2\log N)$) which is a simple modification of the algorithm for calculating the determinant…

Quantum Physics · Physics 2025-06-02 Alexander I. Zenchuk , Georgii A. Bochkin , Wentao Qi , Asutosh Kumar , Junde Wu

In order to have a better understanding of finite random matrices with non-Gaussian entries, we study the $1/N$ expansion of local eigenvalue statistics in both the bulk and at the hard edge of the spectrum of random matrices. This gives…

Probability · Mathematics 2016-06-28 Alan Edelman , A. Guionnet , S. Péché

Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…

Numerical Analysis · Computer Science 2014-10-28 Éric Schost , Pierre-Jean Spaenlehauer