Related papers: Scalable computation of Jordan chains
We consider partial and total reduction of a nonhomogeneous linear system of the operator equations with the system matrix in the same particular form as in paper [N. Shayanfar, M. Hadizadeh 2013]. Here we present two different concepts.…
In this work, we show that solvers of elliptic boundary value problems in $d$ dimensions can be approximated to accuracy $\epsilon$ from only $\mathcal{O}\left(\log(N)\log^{d}(N / \epsilon)\right)$ matrix-vector products with carefully…
This paper proposes a quantum algorithm for Markov chain spectral gap estimation that is quasi-optimal (i.e., optimal up to a polylogarithmic factor) in the number of vertices for all parameters, and additionally quasi-optimal in the…
Let k be an algebraically closed field of characteristic p \ge 0. We shall consider the problem of finding out a Jordan canonical form of J(\alpha,s) \otimes_{k} J(\beta,t), where J(\alpha,s) means the Jordan block with eigenvalue \alpha…
Most nonlinear partial differential equation (PDE) solvers require the Jacobian matrix associated to the differential operator. In PETSc, this is typically achieved by either an analytic derivation or numerical approximation method such as…
We describe the structure of all continuous Jordan triple endomorphisms of the set $\mathbb{P}_2$ of all positive definite $2\times 2$ matrices thus completing a recent result of ours. We also mention an application concerning sorts of…
We study the problem of estimating the trace of a matrix $A$ that can only be accessed through matrix-vector multiplication. We introduce a new randomized algorithm, Hutch++, which computes a $(1 \pm \epsilon)$ approximation to $tr(A)$ for…
Despite their popularity in the field of continuous optimisation, second-order quasi-Newton methods are challenging to apply in machine learning, as the Hessian matrix is intractably large. This computational burden is exacerbated by the…
We introduce a general algorithm for the computation of the scale functions of a spectrally negative L\'evy process $X$, based on a natural weak approximation of $X$ via upwards skip-free continuous-time Markov chains with stationary…
We describe the first strongly subquadratic time algorithm with subexponential approximation ratio for approximately computing the Fr\'echet distance between two polygonal chains. Specifically, let $P$ and $Q$ be two polygonal chains with…
We give an algorithm that uses only unitary transformations and for each square complex matrix constructs a *congruent matrix that is a direct sum of a nonsingular matrix and singular Jordan blocks.
Nonlinear inverse problems have complicated landscapes. Hence the calculation with naive iterative schemes (e.g., Gauss-Newton or conjugate gradients) is trapped in local minima. The (first) Born approximation can avoid this trapping but…
In this article, we attempted to develop an upwind scheme based on Flux Difference Splitting using Jordan canonical forms to simulate genuine weakly hyperbolic systems. Theory of Jordan Canonical Forms is being used to complete defective…
Let $Q$ be a quiver of $A_n$ type and $\mathbb{K}$ be an algebraically closed field. A nilpotent endomorphism of a quiver representation induces a linear transformation of the vector space at each vertex. Generically among all nilpotent…
We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the…
A fast direct inversion scheme for the large sparse systems of linear equations resulting from the discretization of elliptic partial differential equations in two dimensions is given. The scheme is described for the particular case of a…
We present a practical algorithm to approximate the exponential of skew-Hermitian matrices up to round-off error based on an efficient computation of Chebyshev polynomials of matrices and the corresponding error analysis. It is based on…
This article introduces a new nonparametric method for estimating a univariate regression function of bounded variation. The method exploits the Jordan decomposition which states that a function of bounded variation can be decomposed as the…
A defect correction formula for quadratic matrix equations of the kind $A_1X^2+A_0X+A_{-1}=0$ is presented. This formula, expressed by means of an invariant subspace of a suitable pencil, allows us to introduce a modification of the…
Understanding the singular value spectrum of a matrix $A \in \mathbb{R}^{n \times n}$ is a fundamental task in countless applications. In matrix multiplication time, it is possible to perform a full SVD and directly compute the singular…