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A fast algorithm for inverse Cholesky factorization is proposed, to compute a triangular square-root of the estimation error covariance matrix for Vertical Bell Laboratories Layered Space-Time architecture (V-BLAST). It is then applied to…

Signal Processing · Electrical Eng. & Systems 2020-04-02 Hufei Zhu , Wen Chen , Bin Li , Feifei Gao

Fast algorithms for matrix multiplication, namely those that perform asymptotically fewer scalar operations than the classical algorithm, have been considered primarily of theoretical interest. Apart from Strassen's original algorithm, few…

Numerical Analysis · Computer Science 2016-07-26 Grey Ballard , Austin R. Benson , Alex Druinsky , Benjamin Lipshitz , Oded Schwartz

Many problems in applied mathematics require root finding algorithms. Unfortunately, root finding methods have limitations. Firstly, regarding the convergence, there is a trade-off between the size of it's domain and it's rate. Secondly the…

Numerical Analysis · Mathematics 2023-09-06 Komi Agbalenyo , Vincent Cailliez , Jonathan Cailliez

An iterative formula based on Newton Method alone is presented for the iterative solutions of equations that ensures convergence in cases where the traditional Newton Method may fail to converge to the desired root. In addition, the method…

Numerical Analysis · Mathematics 2012-10-30 Ababu Teklemariam Tiruneh

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

In recent years, a new kind of accelerated hardware has gained popularity in the Artificial Intelligence (AI) and Machine Learning (ML) communities which enables extremely high-performance tensor contractions in reduced precision for deep…

Computational Physics · Physics 2024-05-01 Adela Habib , Joshua Finkelstein , Anders M. N. Niklasson

In this paper we study the convergence of Newton-Raphson method. For this method there exists some convergence results which are practically not very useful and just guarantee the convergence of this method when the first term of this…

General Mathematics · Mathematics 2021-12-10 Hassan Khandani

We introduce a new numerical method for the computation of the inverse nonlinear Fourier transform and compare its computational complexity and accuracy to those of other methods available in the literature. For a given accuracy, the…

Numerical Analysis · Mathematics 2015-11-26 Stella Civelli , Luigi Barletti , Marco Secondini

This work presents and extends a known spigot-algorithm for computing square-roots, digit-by-digit, that is suitable for calculation by hand or an abacus, using only addition and subtraction. We offer an elementary proof of correctness for…

Discrete Mathematics · Computer Science 2023-12-27 Mayer Goldberg

This article studies a Newton-like method already used by several authors but which has not been thouroughly studied yet. We call it the robust-variance scoring (RVS) algorithm because the main version of the algorithm that we consider…

Statistics Theory · Mathematics 2007-06-13 Daniel Commenges , Helene Jacqmin-Gadda , Cecile Proust , Jeremie Guedj

We introduce two efficient algorithms for computing the partial Fourier transforms in one and two dimensions. Our study is motivated by the wave extrapolation procedure in reflection seismology. In both algorithms, the main idea is to…

Numerical Analysis · Mathematics 2008-02-13 Lexing Ying , Sergey Fomel

This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…

Numerical Analysis · Mathematics 2014-07-24 Antonio Gómez-Expósito

In this paper, we generalize (accelerated) Newton's method with cubic regularization under inexact second-order information for (strongly) convex optimization problems. Under mild assumptions, we provide global rate of convergence of these…

Optimization and Control · Mathematics 2017-10-17 Saeed Ghadimi , Han Liu , Tong Zhang

Significant inaccuracy often occurs during the process of mathematical calculation due to the digit limitation of floating point, which may lead to catastrophic loss. Normally, people believe that adjustment of floating-point precision is…

Numerical Analysis · Computer Science 2015-12-07 Ran Wang , Xinrui He

Fast convergent, accurate, computationally efficient, parallelizable, and robust matrix inversion and parameter estimation algorithms are required in many time-critical and accuracy-critical applications such as system identification,…

Optimization and Control · Mathematics 2020-08-27 Alexander Stotsky

Analysis of pipe networks involves computing flow rates and pressure differences on pipe segments in the network, given the external inflow/outflow values. This analysis can be conducted using iterative methods, among which the algorithms…

Computational Engineering, Finance, and Science · Computer Science 2023-12-14 Huong Luu , Marek Chrobak

We propose a more accurate variant of an algorithm for multiplying 4x4 matrices using 48 multiplications over any ring containing an inverse of 2. This algorithm has an error bound exponent of only log 4 $\gamma$$\infty$,2 $\approx$ 2.386.…

Data Structures and Algorithms · Computer Science 2026-03-20 Jean-Guillaume Dumas , Clément Pernet , Alexandre Sedoglavic

We propose a pivotal method for estimating high-dimensional sparse linear regression models, where the overall number of regressors $p$ is large, possibly much larger than $n$, but only $s$ regressors are significant. The method is a…

Methodology · Statistics 2015-03-17 Alexandre Belloni , Victor Chernozhukov , Lie Wang

The present work deals with an improved back-propagation algorithm based on Gauss-Newton numerical optimization method for fast convergence. The steepest descent method is used for the back-propagation. The algorithm is tested using various…

Artificial Intelligence · Computer Science 2012-06-21 Sudarshan Nandy , Partha Pratim Sarkar , Achintya Das

Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…

Functional Analysis · Mathematics 2026-01-12 Nida Izhar Mallick , Izhar Uddin