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Related papers: Trilogy on Computing Maximal Eigenpair

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In this paper, we focus on a special class of symmetric tensors, which can be orthogonally diagonalizable, and investigate their Z-eigenpairs problem. We show that the eigenpairs can be uniformly expressed using several basic eigenpairs,…

Spectral Theory · Mathematics 2021-12-09 Lei Wang , Xiurui Geng

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…

Numerical Analysis · Computer Science 2022-11-07 Milan Hladík

In this paper, we propose an incremental algorithm for computing cylindrical algebraic decompositions. The algorithm consists of two parts: computing a complex cylindrical tree and refining this complex tree into a cylindrical tree in real…

Symbolic Computation · Computer Science 2012-10-23 Changbo Chen , Marc Moreno Maza

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…

Numerical Analysis · Mathematics 2019-04-23 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…

Optimization and Control · Mathematics 2019-10-02 Yuning Yang , Guoyin Li

In this paper we propose a fast algorithm for trivariate interpolation, which is based on the partition of unity method for constructing a global interpolant by blending local radial basis function interpolants and using locally supported…

Numerical Analysis · Mathematics 2015-10-20 Roberto Cavoretto , Alessandra De Rossi

We give an explicit algorithm and source code for computing optimal weights for combining a large number N of alphas. This algorithm does not cost O(N^3) or even O(N^2) operations but is much cheaper, in fact, the number of required…

Portfolio Management · Quantitative Finance 2016-12-19 Zura Kakushadze , Willie Yu

In Part I of this paper, we introduced a two dimensional eigenvalue problem (2DEVP) of a matrix pair and investigated its fundamental theory such as existence, variational characterization and number of 2D-eigenvalues. In Part II, we…

Numerical Analysis · Mathematics 2023-03-10 Tianyi Lu , Yangfeng Su , Zhaojun Bai

The classification of complex data usually requires the composition of processing steps. Here, a major challenge is the selection of optimal algorithms for preprocessing and classification (including parameterizations). Nowadays, parts of…

Machine Learning · Computer Science 2018-01-17 Mario Michael Krell

We introduce the triangulant of two matrices, and relate it to the existence of orthogonal eigenvectors. We also use it for a new characterization of mutually unbiased bases. Generalizing the notion, we introduce higher order triangulants…

Algebraic Geometry · Mathematics 2024-06-21 Tamás Bencze , Péter E. Frenkel

The best pair problem aims to find a pair of points that minimize the distance between two disjoint sets. In this paper, we formulate the classical robust principal component analysis (RPCA) as the best pair; which was not considered…

Optimization and Control · Mathematics 2020-12-02 Aritra Dutta , Filip Hanzely , Jingwei Liang , Peter Richtárik

For compact self-adjoint operators in Hilbert spaces, two algorithms are proposed to provide fully computable a posteriori error estimate for eigenfunction approximation. Both algorithms apply well to the case of tight clusters and multiple…

Numerical Analysis · Mathematics 2022-07-19 Xuefeng Liu , Tomáš Vejchodský

A novel orthogonalization-free method together with two specific algorithms are proposed to solve extreme eigenvalue problems. On top of gradient-based algorithms, the proposed algorithms modify the multi-column gradient such that earlier…

Numerical Analysis · Mathematics 2021-10-15 Weiguo Gao , Yingzhou Li , Bichen Lu

The paper describes several efficient parallel implementations of the one-sided hyperbolic Jacobi-type algorithm for computing eigenvalues and eigenvectors of Hermitian matrices. By appropriate blocking of the algorithms an almost ideal…

Numerical Analysis · Computer Science 2020-03-18 Sanja Singer , Sasa Singer , Vedran Novakovic , Davor Davidovic , Kresimir Bokulic , Aleksandar Uscumlic

We consider the calculation of the master integrals of the three-loop massive banana graph. In the case of equal internal masses, the graph is reduced to three master integrals which satisfy an irreducible system of three coupled linear…

High Energy Physics - Phenomenology · Physics 2018-11-26 Amedeo Primo , Lorenzo Tancredi

The paper presents a general theory of coupling of eigenvalues of complex matrices of arbitrary dimension depending on real parameters. The cases of weak and strong coupling are distinguished and their geometric interpretation in two and…

Mathematical Physics · Physics 2007-05-23 A. A. Mailybaev , O. N. Kirillov , A. P. Seyranian

In this work, we consider robust submodular maximization with matroid constraints. We give an efficient bi-criteria approximation algorithm that outputs a small family of feasible sets whose union has (nearly) optimal objective value. This…

Data Structures and Algorithms · Computer Science 2018-07-26 Sebastian Pokutta , Mohit Singh , Alfredo Torrico

We develop the first fast spectral algorithm to decompose a random third-order tensor over $\mathbb{R}^d$ of rank up to $O(d^{3/2}/\text{polylog}(d))$. Our algorithm only involves simple linear algebra operations and can recover all…

Machine Learning · Computer Science 2022-06-30 Jingqiu Ding , Tommaso d'Orsi , Chih-Hung Liu , Stefan Tiegel , David Steurer

An algorithm named EigenWave is described to compute eigenvalues and eigenvectors of elliptic boundary value problems. The algorithm, based on the recently developed WaveHoltz scheme, solves a related time-dependent wave equation as part of…

Numerical Analysis · Mathematics 2025-07-25 Daniel Appelo , Jeffrey W. Banks , William D. Henshaw , Ngan Le , Donald W. Schwendeman

We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option…

Numerical Analysis · Mathematics 2017-06-30 Daniel Kressner , Robert Luce , Francesco Statti