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This paper presents a numerical framework for the low-rank approximation of the solution to three-dimensional parabolic problems. The key contribution of this work is the tensorization process based on a tensor-train reformulation of the…

Numerical Analysis · Mathematics 2025-09-15 Gianmarco Manzini , Tommaso Sorgente

We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems…

Optimization and Control · Mathematics 2016-01-07 Nicolas Boumal

Extreme and isolated eigenvalues are known to be harmful to the convergence of an iterative solver. These eigenvalues can be produced by strong heterogeneity in the underlying physics. We can improve the quality of the spectrum by…

Numerical Analysis · Mathematics 2015-10-09 J. H. van der Linden , T. B. Jönsthövel , A. A. Lukyanov , C. Vuik

A novel orthogonalization-free method together with two specific algorithms are proposed to solve extreme eigenvalue problems. On top of gradient-based algorithms, the proposed algorithms modify the multi-column gradient such that earlier…

Numerical Analysis · Mathematics 2021-10-15 Weiguo Gao , Yingzhou Li , Bichen Lu

We consider the minimization or maximization of the $J$th largest eigenvalue of an analytic and Hermitian matrix-valued function, and build on Mengi et al. (2014, SIAM J. Matrix Anal. Appl., 35, 699-724). This work addresses the setting…

Numerical Analysis · Mathematics 2017-06-19 Fatih Kangal , Karl Meerbergen , Emre Mengi , Wim Michiels

We recently introduced a method to approximate functions of Hermitian Matrix Product Operators or Tensor Trains that are of the form $\mathsf{Tr} f(A)$. Functions of this type occur in several applications, most notably in quantum physics.…

Numerical Analysis · Computer Science 2018-03-28 Moritz August , Thomas Huckle

Consider a data set collected by (individuals-features) pairs in different times. It can be represented as a tensor of three dimensions (Individuals, features and times). The tensor biclustering problem computes a subset of individuals and…

Machine Learning · Computer Science 2019-03-12 Andriantsiory Dina Faneva , Mustapha Lebbah , Hanane Azzag , Gaël Beck

The spectral decomposition of a symmetric, second-order tensor is widely adopted in many fields of Computational Mechanics. As an example, in elasto-plasticity under large strain and rotations, given the Cauchy deformation tensor, it is a…

Computational Engineering, Finance, and Science · Computer Science 2023-12-15 Andrea Panteghini

Because of the significant increase in size and complexity of the networks, the distributed computation of eigenvalues and eigenvectors of graph matrices has become very challenging and yet it remains as important as before. In this paper…

Numerical Analysis · Mathematics 2017-11-27 Konstantin Avrachenkov , Philippe Jacquet , Jithin Sreedharan

The techniques and analysis presented in this thesis provide new methods to solve optimization problems posed on Riemannian manifolds. These methods are applied to the subspace tracking problem found in adaptive signal processing and…

Optimization and Control · Mathematics 2013-05-09 Steven Thomas Smith

Variational algorithms for strongly correlated chemical and materials systems are one of the most promising applications of near-term quantum computers. We present an extension to the variational quantum eigensolver that approximates the…

Quantum Physics · Physics 2020-08-26 William J. Huggins , Joonho Lee , Unpil Baek , Bryan O'Gorman , K. Birgitta Whaley

In the present work we studied a subfield of Applied Mathematics called Riemannian Optimization. The main goal of this subfield is to generalize algorithms, theorems and tools from Mathematical Optimization to the case in which the…

Optimization and Control · Mathematics 2024-03-25 Caio O. da Silva

Given in the title are two algorithms to compute the extreme eigenstate of a high-dimensional Hermitian matrix using the tensor train (TT) / matrix product states (MPS) representation. Both methods empower the traditional alternating…

Numerical Analysis · Mathematics 2014-12-02 Sergey V. Dolgov , Dmitry V. Savostyanov

Key properties of physical systems can be described by the eigenvalues of matrices that represent the system. Computational algorithms that determine the eigenvalues of these matrices exist, but they generally suffer from a loss of…

Quantum Physics · Physics 2023-10-31 T. Powers , R. M. Rajapakse

Tensor-Network (TN) states are efficient parametric representations of ground states of local quantum Hamiltonians extensively used in numerical simulations. Here we encode a TN ansatz state directly into a quantum simulator, which can…

The rectangular multiparameter eigenvalue problem (RMEP) involves rectangular coefficient matrices (usually with more rows than columns) and may potentially have no solution in its original form. A minimal perturbation framework is proposed…

Numerical Analysis · Mathematics 2025-08-11 Shanheng Han , Lei-Hong Zhang , Ren-Cang Li

Reduced Rank Regression (RRR) is a widely used method for multi-response regression. However, RRR assumes a linear relationship between features and responses. While linear models are useful and often provide a good approximation, many…

Machine Learning · Statistics 2025-03-11 Leia Greenberg , Haim Avron

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

Fabrication process variations can significantly influence the performance and yield of nano-scale electronic and photonic circuits. Stochastic spectral methods have achieved great success in quantifying the impact of process variations,…

Machine Learning · Statistics 2021-06-29 Zichang He , Zheng Zhang

This paper proposes hybrid high-order eigensolvers for the computation of guaranteed lower eigenvalue bounds. These bounds display higher order convergence rates and are accessible to adaptive mesh-refining algorithms. The involved…

Numerical Analysis · Mathematics 2026-04-23 Ngoc Tien Tran