Related papers: A structure preserving Lanczos algorithm for compu…
Efficient matrix trace estimation is essential for scalable computation of log-determinants, matrix norms, and distributional divergences. In many large-scale applications, the matrices involved are too large to store or access in full,…
The Lanczos algorithm has proven itself to be a valuable matrix eigensolver for problems with large dimensions, up to hundreds of millions or even tens of billions. The computational cost of using any Lanczos algorithm is dominated by the…
The block Lanczos algorithm proposed by Peter Montgomery is an efficient means to tackle the sparse linear algebra problem which arises in the context of the number field sieve factoring algorithm and its predecessors. We present here a…
We study the Lanczos algorithm where the initial vector is sampled uniformly from $\mathbb{S}^{n-1}$. Let $A$ be an $n \times n$ Hermitian matrix. We show that when run for few iterations, the output of Lanczos on $A$ is almost…
We analyze randomized matrix-free quadrature algorithms for spectrum and spectral sum approximation. The algorithms studied include the kernel polynomial method and stochastic Lanczos quadrature, two widely used methods for these tasks. Our…
Quadratic minimization problems with orthogonality constraints (QMPO) play an important role in many applications of science and engineering. However, some existing methods may suffer from low accuracy or heavy workload for large-scale…
We present a numerical approach for approximating unknown Hamiltonian systems using observation data. A distinct feature of the proposed method is that it is structure-preserving, in the sense that it enforces conservation of the…
We analyze the Lanczos method for matrix function approximation (Lanczos-FA), an iterative algorithm for computing $f(\mathbf{A}) \mathbf{b}$ when $\mathbf{A}$ is a Hermitian matrix and $\mathbf{b}$ is a given vector. Assuming that $f :…
We propose a two-sided Lanczos method for the nonlinear eigenvalue problem (NEP). This two-sided approach provides approximations to both the right and left eigenvectors of the eigenvalues of interest. The method implicitly works with…
Convergence with respect to the size of the k-points sampling-grid of the Brillouin zone is the main bottleneck in the calculation of optical spectra of periodic crystals via the Bethe-Salpeter equation (BSE). We tackle this challenge by…
We propose a new concept of a relatively inexact stochastic subgradient and present novel first-order methods that can use such objects to approximately solve convex optimization problems in relative scale. An important example where…
With the explosive growth of web-based cameras and mobile devices, billions of photographs are uploaded to the internet. We can trivially collect a huge number of photo streams for various goals, such as image clustering, 3D scene…
Recent work introduced a new framework for analyzing correlation functions with improved convergence and signal-to-noise properties, as well as rigorous quantification of excited-state effects, based on the Lanczos algorithm and spurious…
The kernel polynomial method (KPM) is a powerful numerical method for approximating spectral densities. Typical implementations of the KPM require an a prior estimate for an interval containing the support of the target spectral density,…
The aim of this paper is to tackle the nonlinear optical reconstruction problem. Given a set of acousto-optic measurements, we develop a mathematical framework for the reconstruction problem in the case where the optical absorption…
Hamiltonian systems of ordinary and partial differential equations are fundamental mathematical models spanning virtually all physical scales. A critical property for the robustness and stability of computational methods in such systems is…
We present a modified Lanczos algorithm to diagonalize lattice Hamiltonians with dramatically reduced memory requirements, {\em without restricting to variational ansatzes}. The lattice of size $N$ is partitioned into two subclusters. At…
We describe a Lanczos-based algorithm for approximating the product of a rational matrix function with a vector. This algorithm, which we call the Lanczos method for optimal rational matrix function approximation (Lanczos-OR), returns the…
The need for fast, effective and accurate surveys have become increasingly necessary. A major part of the research is supported by photographic surveys which are used for capturing expansive natural surfaces using a wide range of sensors --…
In this paper an extension of the spectral Lanczos' tau method to systems of nonlinear integro-differential equations is proposed. This extension includes (i) linearization coefficients of orthogonal polynomials products issued from…