Related papers: Global algorithms for maximal eigenpair
The concept of a universal algorithm is discussed. Examples of this kind of algorithms are presented. Software implementations of such algorithms in C++ type languages are discussed together with means that provide for computations with an…
In this paper we propose a new iterative algorithm to solve the fair PCA (FPCA) problem. We start with the max-min fair PCA formulation originally proposed in [1] and derive a simple and efficient iterative algorithm which is based on the…
It is well known that many problems in interval computation are intractable, which restricts our attempts to solve large problems in reasonable time. This does not mean, however, that all problems are computationally hard. Identifying…
We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the…
This paper presents theoretical analysis and software implementation for real harmonics analysis on the special orthogonal group. Noncommutative harmonic analysis for complex-valued functions on the special orthogonal group has been studied…
For nonexpansive fixed-point problems, Halpern's method with optimal parameters, its so-called H-dual algorithm, and in fact, an infinite family of algorithms containing them, all exhibit the exactly minimax optimal convergence rates. In…
We develop a formalism to compute the statistics of the top eigenpair of weighted sparse graphs with finite mean connectivity and bounded maximal degree. Framing the problem in terms of optimisation of a quadratic form on the sphere and…
A convergent algorithm for nonnegative matrix factorization with orthogonality constraints imposed on both factors is proposed in this paper. This factorization concept was first introduced by Ding et al. with intent to further improve…
New algorithms are devised for finding the maxima of multidimensional point samples, one of the very first problems studied in computational geometry. The algorithms are very simple and easily coded and modified for practical needs. The…
Orthogonalization is one of few mathematical methods conforming to mathematical standards for approximation. Finding a consistent PC matrix of a given an inconsistent PC matrix is the main goal of a pairwise comparisons method. We introduce…
This paper considers the multi-parametric linear complementarity problem (pLCP) with sufficient matrices. The main result is an algorithm to find a polyhedral decomposition of the set of feasible parameters and to construct a piecewise…
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…
In this paper, we investigate a new extragradient algorithm for solving pseudomonotone equilibrium problems on Hadamard manifolds. The algorithm uses a variable stepsize which is updated at each iteration and based on some previous…
We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…
This note further addresses the global optimization problem for max-plus linear systems considered in [Automatica 119 (2020) 109104]. Firstly, the operations between infinity elemens and real numbers involved in the formulas of solving…
In this article, we present two new greedy algorithms for the computation of the lowest eigenvalue (and an associated eigenvector) of a high-dimensional eigenvalue problem, and prove some convergence results for these algorithms and their…
An instance of the maximum mixed graph orientation problem consists of a mixed graph and a collection of source-target vertex pairs. The objective is to orient the undirected edges of the graph so as to maximize the number of pairs that…
The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…
With the regular decomposition technique, we decompose the space $\mathbf{H}_0^s(\mathbf{curl}; \Omega)$ into the sum of a vector potential space and the gradient of a scalar space, both possessing higher regularity. Based on this new high…
This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…