Related papers: A fast spectral divide-and-conquer method for band…
Randomized sampling has recently been proven a highly efficient technique for computing approximate factorizations of matrices that have low numerical rank. This paper describes an extension of such techniques to a wider class of matrices…
We approach the problem of the computation of persistent homology for large datasets by a divide-and-conquer strategy. Dividing the total space into separate but overlapping components, we are able to limit the total memory residency for…
The distribution of the eigenvalues of a Hermitian matrix (or of a Hermitian matrix pencil) reveals important features of the underlying problem, whether a Hamiltonian system in physics, or a social network in behavioral sciences. However,…
We consider the discretization of time-space diffusion equations with fractional derivatives in space and either 1D or 2D spatial domains. The use of implicit Euler scheme in time and finite differences or finite elements in space, leads to…
A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…
Inspired by the quantum computing algorithms for Linear Algebra problems [HHL,TaShma] we study how the simulation on a classical computer of this type of "Phase Estimation algorithms" performs when we apply it to solve the Eigen-Problem of…
In this paper, an efficient divide-and-conquer (DC) algorithm is proposed for the symmetric tridiagonal matrices based on ScaLAPACK and the hierarchically semiseparable (HSS) matrices. HSS is an important type of rank-structured…
In this article, we prove new theorems bounding the rank of different sub-matrices arising from these kernel functions. Bounds like these are often useful for analyzing the complexity of various hierarchical matrix algorithms. We also plot…
In this paper, we extend the original criss-cross algorithms for computing the $\varepsilon$-pseudospectral abscissa and radius to general spectral value sets. By proposing new root-finding-based strategies for the horizontal/radial search…
We present a parallelized bijective graph matching algorithm that leverages seeds and is designed to match very large graphs. Our algorithm combines spectral graph embedding with existing state-of-the-art seeded graph matching procedures.…
The spectral bundle method proposed by Helmberg and Rendl is well established for solving large-scale semidefinite programs (SDP) thanks to its low per iteration computational complexity and strong practical performance. In this paper, we…
We introduce a novel spectral element method based on the ultraspherical spectral method and the hierarchical Poincar\'{e}-Steklov scheme for solving second-order linear partial differential equations on polygonal domains with unstructured…
A rapid algorithm is derived for the Helmholtz--Hodge decomposition on the surface of the sphere in spherical coordinates. The algorithm uncouples modes of spherical harmonics with different absolute order, writes the conversion as…
We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…
We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…
Using the resolvent operator, we develop an algorithm for computing smoothed approximations of spectral measures associated with self-adjoint operators. The algorithm can achieve arbitrarily high-orders of convergence in terms of a…
The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…
This paper explores a key question in numerical linear algebra: how can we compute projectors onto the deflating subspaces of a regular matrix pencil $(A,B)$, in particular without using matrix inversion or defaulting to an expensive Schur…
Eigenvectors of matrices on a network have been used for understanding spectral clustering and influence of a vertex. For matrices with small geodesic-width, we propose a distributed iterative algorithm in this letter to find eigenvectors…
EigenDecomposition (ED) is at the heart of many computer vision algorithms and applications. One crucial bottleneck limiting its usage is the expensive computation cost, particularly for a mini-batch of matrices in deep neural networks. Our…