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We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

We present in this note a correction to Theorem 17 in our earlier paper "Global properties of eigenvalues of parametric rank one perturbations for structured and unstructured matrices" and sharpen the estimates for eigenvalues of parametric…

Functional Analysis · Mathematics 2022-03-16 Andre Ran , Michal Wojtylak

We give new and efficient black-box reconstruction algorithms for some classes of depth-$3$ arithmetic circuits. As a consequence, we obtain the first efficient algorithm for computing the tensor rank and for finding the optimal tensor…

Computational Complexity · Computer Science 2021-05-06 Vishwas Bhargava , Shubhangi Saraf , Ilya Volkovich

The problem of symmetric rank-one approximation of symmetric tensors is important in Independent Components Analysis, also known as Blind Source Separation, as well as polynomial optimization. We analyze the symmetric rank-one approximation…

Computation · Statistics 2011-12-14 Michael James O'Hara

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…

Operator Algebras · Mathematics 2024-12-10 Johannes Hoffmann , Tobias Mai , Roland Speicher

In this paper, we describe the randomized QLP (RQLP) algorithm and its enhanced version (ERQLP) for computing the low rank approximation to $A$ of size $m\times n$ efficiently such that $A\approx QLP$, where $L$ is the rank-$k$…

Numerical Analysis · Mathematics 2018-11-26 Nianci Wu , Hua Xiang

The fundamental matrix can be estimated from point matches. The current gold standard is to bootstrap the eight-point algorithm and two-view projective bundle adjustment. The eight-point algorithm first computes a simple linear least…

Optimization and Control · Mathematics 2014-03-20 Florian Bugarin , Adrien Bartoli , Didier Henrion , Jean-Bernard Lasserre , Jean-José Orteu , Thierry Sentenac

We give the first input-sparsity time algorithms for the rank-$k$ low rank approximation problem in every Schatten norm. Specifically, for a given $n\times n$ matrix $A$, our algorithm computes $Y,Z\in \mathbb{R}^{n\times k}$, which, with…

Data Structures and Algorithms · Computer Science 2020-07-01 Yi Li , David Woodruff

We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…

Optimization and Control · Mathematics 2024-10-02 Kabir Aladin Chandrasekher , Mengqi Lou , Ashwin Pananjady

Data augmentation is widely used for training a neural network given little labeled data. A common practice of augmentation training is applying a composition of multiple transformations sequentially to the data. Existing augmentation…

Machine Learning · Computer Science 2024-08-27 Dongyue Li , Kailai Chen , Predrag Radivojac , Hongyang R. Zhang

We discuss efficient methods for unranking derangements and m\'enage permutations. That is, we will provide an algorithm to efficiently extract the $k$-th earliest such permutation under the lexicographic ordering. We will show that this…

Combinatorics · Mathematics 2025-09-30 Peter Kagey

We introduce a new tool to study the spectral type of rank one transformations using the method of central limit theorem for trigonometric sums. We get some new applications.

Dynamical Systems · Mathematics 2007-05-23 El Houcein El Abdalaoui

We give complete algorithms and source code for constructing statistical risk models, including methods for fixing the number of risk factors. One such method is based on eRank (effective rank) and yields results similar to (and further…

Portfolio Management · Quantitative Finance 2017-03-14 Zura Kakushadze , Willie Yu

Submodularity is one of the most important property of combinatorial optimization, and $k$-submodularity is a generalization of submodularity. Maximization of $k$-submodular function is NP-hard, and approximation algorithms are studied. For…

Data Structures and Algorithms · Computer Science 2017-02-16 Hiroki Oshima

In this paper a new Riemannian rank adaptive method (RRAM) is proposed for the low-rank tensor completion problem (LRTCP) formulated as a least-squares optimization problem on the algebraic variety of tensors of bounded tensor-train (TT)…

Optimization and Control · Mathematics 2024-02-20 Charlotte Vermeylen , Marc Van Barel

In applications such as natural language processing or computer vision, one is given a large $n \times d$ matrix $A = (a_{i,j})$ and would like to compute a matrix decomposition, e.g., a low rank approximation, of a function $f(A) =…

Data Structures and Algorithms · Computer Science 2021-07-19 Yifei Jiang , Yi Li , Yiming Sun , Jiaxin Wang , David P. Woodruff

The randomised Horn problem, in both its additive and multiplicative version, has recently drawn increasing interest. Especially, closed analytical results have been found for the rank-1 perturbation of sums of Hermitian matrices and…

Mathematical Physics · Physics 2021-11-11 Jiyuan Zhang , Mario Kieburg , Peter J. Forrester

In this paper, we revisit the D-iteration algorithm in order to better explain different performance results that were observed for the numerical computation of the eigenvector associated to the PageRank score. We revisit here the practical…

Numerical Analysis · Computer Science 2012-04-30 Dohy Hong , Gérard Burnside , Philippe Raoult

Eigenvalue transformations, which include solving time-dependent differential equations as a special case, have a wide range of applications in scientific and engineering computation. While quantum algorithms for singular value…

Quantum Physics · Physics 2024-11-07 Dong An , Andrew M. Childs , Lin Lin , Lexing Ying

We study the Weighted Tree Augmentation Problem for general link costs. We show that the integrality gap of the ODD-LP relaxation for the (weighted) Tree Augmentation Problem for a $k$-level tree instance is at most $2 - \frac{1}{2^{k-1}}$.…

Data Structures and Algorithms · Computer Science 2021-11-02 Ojas Parekh , R. Ravi , Michael Zlatin
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