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We investigate the generalized second-order Arnoldi (GSOAR) method, a generalization of the SOAR method proposed by Bai and Su [{\em SIAM J. Matrix Anal. Appl.}, 26 (2005): 640--659.], and the Refined GSOAR (RGSOAR) method for the quadratic…

Numerical Analysis · Mathematics 2015-03-17 Zhongxiao Jia , Yuquan Sun

The Bessmertny\u{\i} class consists of rational matrix-valued functions of $d$ complex variables representable as the Schur complement of a block of a linear pencil $A(z)=z_1A_1+\cdots+z_dA_d$ whose coefficients $A_k$ are positive…

Functional Analysis · Mathematics 2013-10-04 Joseph A. Ball , Dmitry S. Kaliuzhnyi-Verbovetskyi

We describe a method for inverting Gentzen's cut-elimination in classical first-order logic. Our algorithm is based on first computign a compressed representation of the terms present in the cut-free proof and then cut-formulas that realize…

Logic in Computer Science · Computer Science 2014-01-20 Stefan Hetzl , Alexander Leitsch , Giselle Reis , Daniel Weller

Making new methods for quantum problems often relies on using basic operations in linear algebra. Often these routines are hidden behind well-known libraries that have been optimized over decades. Attempting to improve on those basic…

Computational Physics · Physics 2026-04-29 Aaron Dayton , Kiana Gallagher , Sarah E. Huber , Thomas E. Baker

This paper examines the nonconvex quadratically constrained quadratic programming (QCQP) problems using an iterative method. One of the existing approaches for solving nonconvex QCQP problems relaxes the rank one constraint on the unknown…

Optimization and Control · Mathematics 2016-09-12 Chuangchuang Sun , Ran Dai

It is sometimes speculated that the sign problem that afflicts many quantum field theories might be reduced or even eliminated by choosing an alternative domain of integration within a complexified extension of the path integral (in the…

High Energy Physics - Lattice · Physics 2015-07-14 AuroraScience Collaboration , Marco Cristoforetti , Francesco Di Renzo , Luigi Scorzato

Solving eigenvalue problems is crucially important for both classical and quantum applications. Many well-known numerical eigensolvers have been developed, including the QR and the power methods for classical computers, as well as the…

Quantum Physics · Physics 2025-02-24 Shan Jin , Shaojun Wu , Guanyu Zhou , Ying Li , Lvzhou Li , Bo Li , Xiaoting Wang

We consider the Knizhnik-Zamolodchikov system of linear differential equations. The coefficients of this system are rational functions. We prove that under some conditions the solution of KZ system is rational too. We give the method of…

Analysis of PDEs · Mathematics 2011-04-05 Lev Sakhnovich

The blown up complex projective plane in the twelve triple points of the dual Hesse arrangement has an infinite number of irreducible rational curves of self-intersection $-1$, for short, $(-1)$-curves. In the preprint version of [Dumnicki,…

Algebraic Geometry · Mathematics 2024-10-01 Luís Gustavo Mendes , Liliana Puchuri

A popular method for solving large sparse regular eigenvalue problem is the shift-and-invert Arnoldi method. This paper aims to use the method for large sparse singular pencils. In three recent papers, {\em Hochstenbach, Mehl, and…

Numerical Analysis · Mathematics 2026-05-20 Karl Meerbergen , Zhijun Wang

The canonical polyadic decomposition (CPD) is a fundamental tensor decomposition which expresses a tensor as a sum of rank one tensors. In stark contrast to the matrix case, with light assumptions, the CPD of a low rank tensor is…

Numerical Analysis · Mathematics 2022-02-24 Eric Evert , Michiel Vandecappelle , Lieven De Lathauwer

Electronic ground states are of central importance in chemical simulations, but have remained beyond the reach of efficient classical algorithms except in cases of weak electron correlation or one-dimensional spatial geometry. We introduce…

Quantum Physics · Physics 2026-02-06 Oskar Leimkuhler , K. Birgitta Whaley

In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…

Optimization and Control · Mathematics 2024-05-08 Spyridon Pougkakiotis , Jacek Gondzio , Dionysis Kalogerias

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…

Optimization and Control · Mathematics 2024-06-27 Foivos Alimisis , Simon Vary , Bart Vandereycken

In this work, we study a global quadrature scheme for analytic functions on compact intervals based on function values on quasi-uniform grids of quadrature nodes. In practice it is not always possible to sample functions at optimal nodes…

Numerical Analysis · Mathematics 2022-11-28 Giacomo Cappellazzo , Wolfgang Erb , Francesco Marchetti , Davide Poggiali

When applying eigenvalue decomposition on the quadratic term matrix in a type of linear equally constrained quadratic programming (EQP), there exists a linear mapping to project optimal solutions between the new EQP formulation where $Q$ is…

Optimization and Control · Mathematics 2020-10-22 Shi Yu

In this work we investigate replacing standard quadrature techniques used in deterministic linear solvers with a fixed-seed Quasi-Monte Carlo calculation to obtain more accurate and efficient solutions to the neutron transport equation…

Computational Physics · Physics 2022-09-07 Sam Pasmann , Ilham Variansyah , C. T. Kelley , Ryan McClarren

A new algorithm to compute the restricted singular value decomposition of dense matrices is presented. Like Zha's method \cite{Zha92}, the new algorithm uses an implicit Kogbetliantz iteration, but with four major innovations. The first…

Numerical Analysis · Mathematics 2020-02-13 Ian N. Zwaan

Global sensitivity analysis is employed to evaluate the effective dimension reduction achieved through Chebyshev interpolation and the conditional pathwise method for Greek estimation of discretely monitored barrier options and arithmetic…

Computational Finance · Quantitative Finance 2025-04-18 Luca Albieri , Sergei Kucherenko , Stefano Scoleri , Marco Bianchetti

The Kaczmarz algorithm is an iterative method that solves linear systems of equations. It stands out among iterative algorithms when dealing with large systems for two reasons. First, at each iteration, the Kaczmarz algorithm uses a single…

Numerical Analysis · Mathematics 2024-04-10 Inês A. Ferreira , Juan A. Acebrón , José Monteiro