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A coarse grid correction (CGC) approach is proposed to enhance the efficiency of the matrix exponential and $\varphi$ matrix function evaluations. The approach is intended for iterative methods computing the matrix-vector products with…

Numerical Analysis · Mathematics 2024-04-23 Mike A. Botchev

We study the classic matrix cross approximation based on the maximal volume submatrices. Our main results consist of an improvement of the classic estimate for matrix cross approximation and a greedy approach for finding the maximal volume…

Numerical Analysis · Mathematics 2024-12-30 Kenneth Allen , Ming-Jun Lai , Zhaiming Shen

This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…

Numerical Analysis · Computer Science 2019-02-26 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

We extend the geometrical inverse approximation approach for solving linear least-squares problems. For that we focus on the minimization of $1-\cos(X(A^TA),I)$, where $A$ is a given rectangular coefficient matrix and $X$ is the approximate…

Numerical Analysis · Mathematics 2019-02-25 Jean-Paul Chehab , Marcos Raydan

As an alternative to the popular balanced truncation method, the cross Gramian matrix induces a class of balancing model reduction techniques. Besides the classical computation of the cross Gramian by a Sylvester matrix equation, an…

Optimization and Control · Mathematics 2016-06-14 Christian Himpe , Mario Ohlberger

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

It has been known in potential theory that, for some kernels matrices corresponding to well-separated point sets, fast analytical low-rank approximation can be achieved via the use of proxy points. This proxy point method gives a…

Numerical Analysis · Mathematics 2019-03-22 Xin Ye , Jianlin Xia , Lexing Ying

A linear algebraic method named the shifted conjugate-orthogonal-conjugate-gradient method is introduced for large-scale electronic structure calculation. The method gives an iterative solver algorithm of the Green's function and the…

Materials Science · Physics 2007-05-23 R. Takayama , T. Hoshi , T. Sogabe , S. -L. Zhang , T. Fujiwara

A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates,…

Machine Learning · Computer Science 2014-04-30 Michael Mathieu , Yann LeCun

This paper proposes a penalized composite likelihood method for model selection in colored graphical Gaussian models. The method provides a sparse and symmetry-constrained estimator of the precision matrix, and thus conducts model selection…

Methodology · Statistics 2020-04-06 Qiong Li , Xiaoying Sun , Nanwei Wang

In the field of numerical approximation, specialists considering highly complex problems have recently proposed various ways to simplify their underlying problems. In this field, depending on the problem they were tackling and the community…

Numerical Analysis · Mathematics 2013-05-23 Mario Bebendorf , Yvon Maday , Benjamin Stamm

Source localization by matched-field processing (MFP) generally involves solving a number of computationally intensive partial differential equations. This paper introduces a technique that mitigates this computational workload by…

Information Theory · Computer Science 2015-05-30 William Mantzel , Justin Romberg , Karim Sabra

A method for studying the qualitative dynamical properties of abstract computing machines based on the approximation of their program-size complexity using a general lossless compression algorithm is presented. It is shown that the…

Computational Complexity · Computer Science 2011-01-24 Hector Zenil

We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…

Numerical Analysis · Mathematics 2018-05-08 Daria A. Sushnikova , Ivan V. Oseledets

This article deals with the adaptive and approximative computation of the Lam\'e equations. The equations of linear elasticity are considered as boundary integral equations and solved in the setting of the boundary element method (BEM).…

Numerical Analysis · Mathematics 2022-05-11 Maximilian Bauer , Mario Bebendorf

Several methods have been recently proposed for estimating sparse Gaussian graphical models using $\ell_{1}$ regularization on the inverse covariance matrix. Despite recent advances, contemporary applications require methods that are even…

Computation · Statistics 2014-05-15 Onkar Dalal , Bala Rajaratnam

We study the problem of approximating orthogonal matrices so that their application is numerically fast and yet accurate. We find an approximation by solving an optimization problem over a set of structured matrices, that we call extended…

Numerical Analysis · Mathematics 2021-03-24 Cristian Rusu , Lorenzo Rosasco

Calculations of excited states in Green's function formalism often invoke the diagonal approximation, in which the quasiparticle states are taken from a mean-field calculation. Here, we extend the stochastic approaches applied in the…

Computational Physics · Physics 2023-09-28 Annabelle Canestraight , Xiaohe Lei , Khaled Ibrahim , Vojtech Vlcek

This paper proposes a compressed sensing-based high-resolution direction-of-arrival estimation method called gradient orthogonal matching pursuit (GOMP). It contains two main steps: a sparse coding approximation step using the well-known…

Signal Processing · Electrical Eng. & Systems 2021-10-08 Khaled Ardah , Martin Haardt

The elastostatic Green function tensor approach, which was recently used to treat electrostriction in numerical simulation of domain structure formation in cubic ferroelectrics, is reviewed and extended to the crystals of hexagonal and…

Materials Science · Physics 2012-12-18 J. Hlinka , E. Klotins