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We review the theory of optimal polynomial and rational Chebyshev approximations, and Zolotarev's formula for the sign function over the range (\epsilon \leq |z| \leq1). We explain how rational approximations can be applied to large sparse…

High Energy Physics - Lattice · Physics 2009-11-10 A. D. Kennedy

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

Optimization and Control · Mathematics 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

In this paper, we establish a new estimate (including lower and upper bounds) for an important quantity involved in the convergence analysis of smoothed aggregation algebraic multigrid methods. The new upper bound improves the existing…

Numerical Analysis · Mathematics 2019-03-19 Xuefeng Xu , Chen-Song Zhang

The classical alternating minimization (or projection) algorithm has been successful in the context of solving optimization problems over two variables. The iterative nature and simplicity of the algorithm has led to its application to many…

Information Theory · Computer Science 2010-08-24 Urs Niesen , Devavrat Shah , Gregory Wornell

In this paper, we present a nonlinear least-squares fitting algorithm using B-splines with free knots. Since its performance strongly depends on the initial estimation of the free parameters (i.e. the knots), we also propose a fast and…

Signal Processing · Electrical Eng. & Systems 2020-03-13 Péter Kovács , Andrea M. Fekete

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

The algebraic polynomial interpolation on uniformly distributed nodes is affected by the Runge phenomenon, also when the function to be interpolated is analytic. Among all techniques that have been proposed to defeat this phenomenon, there…

Numerical Analysis · Mathematics 2014-07-10 Stefano De Marchi , Francesco Dell'Accio , Mariarosa Mazza

We establish a new extremal property of the classical Chebyshev polynomials in the context of best rank-one approximation of tensors. We also give some necessary conditions for a tensor to be a minimizer of the ratio of spectral and…

Algebraic Geometry · Mathematics 2020-03-12 Andrei Agrachev , Khazhgali Kozhasov , André Uschmajew

Recurrent tasks such as pricing, calibration and risk assessment need to be executed accurately and in real-time. Simultaneously we observe an increase in model sophistication on the one hand and growing demands on the quality of risk…

Computational Finance · Quantitative Finance 2016-07-11 Maximilian Gaß , Kathrin Glau , Mirco Mahlstedt , Maximilian Mair

Efficient and stable algorithms for the calculation of spectral quantities and correlation functions are some of the key tools in computational condensed matter physics. In this article we review basic properties and recent developments of…

Other Condensed Matter · Physics 2007-05-23 Alexander Weisse , Gerhard Wellein , Andreas Alvermann , Holger Fehske

The alternating minimization (AM) method is a fundamental method for minimizing convex functions whose variable consists of two blocks. How to efficiently solve each subproblems when applying the AM method is the most concerned task. In…

Optimization and Control · Mathematics 2015-01-16 Hui Zhang , Lizhi Cheng

This paper presents an alternative approach to simplify the proofs of some important results related to polynomial mappings in Computational Algebraic Geometry such as Polynomial Implicitization, Image Closure and some properties of the…

Algebraic Geometry · Mathematics 2011-11-30 Yongbi Li

Finding the product of two polynomials is an essential and basic problem in computer algebra. While most previous results have focused on the worst-case complexity, we instead employ the technique of adaptive analysis to give an improvement…

Symbolic Computation · Computer Science 2010-07-20 Daniel S. Roche

Approximating multivariate periodic functions in weighted Korobov spaces via rank-1 lattices is fundamentally limited by frequency aliasing. Existing optimal-rate methods rely on randomized constructions or large pre-computations. We…

Numerical Analysis · Mathematics 2026-04-06 Jiarui Du , Josef Dick

In this paper, we propose a new and simple approach to the approximation algorithms that are modified and improved from our published results. The computational and graphical examples are presented with the aid of Maple procedures.

Numerical Analysis · Mathematics 2025-06-24 Quan Le Phuong

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…

Optimization and Control · Mathematics 2023-01-31 Nikita Doikov , Anton Rodomanov

A wide range of numerical methods exists for computing polynomial approximations of solutions of ordinary differential equations based on Chebyshev series expansions or Chebyshev interpolation polynomials. We consider the application of…

Symbolic Computation · Computer Science 2014-07-11 Alexandre Benoit , Mioara Joldes , Marc Mezzarobba

We use the Chebyshev knot diagram model of Koseleff and Pecker in order to introduce a random knot diagram model by assigning the crossings to be positive or negative uniformly at random. We give a formula for the probability of choosing a…

Geometric Topology · Mathematics 2015-08-14 Moshe Cohen , Sunder Ram Krishnan

The preservation of ambient isotopic equivalence under piecewise linear (PL) approximation for smooth knots are prominent in molecular modeling and simulation. Sufficient conditions are given regarding: (1) Hausdorff distance, and (2) a sum…

Computational Geometry · Computer Science 2014-01-16 J. Li , T. J. Peters , K. E. Jordan

We survey the main results of approximation theory for adaptive piecewise polynomial functions. In such methods, the partition on which the piecewise polynomial approximation is defined is not fixed in advance, but adapted to the given…

Numerical Analysis · Mathematics 2015-03-17 Albert Cohen , Jean-Marie Mirebeau