Related papers: On the final limit of a transition matrix
We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.
In various areas of applied numerics, the problem of calculating the logarithm of a matrix A emerges. Since series expansions of the logarithm usually do not converge well for matrices far away from the identity, the standard numerical…
Inspired by previous work of Shoup, Lenstra-De Smit and Couveignes-Lercier, we give fast algorithms to compute in (the first levels of) the ell-adic closure of a finite field. In many cases, our algorithms have quasi-linear complexity.
The efficiency of exact subset sum problem algorithms which compute individual subset sums is defined as $e=min(T/z, 1)$, where $z$ is the number of subset sums computed. $e$ is related to these algorithms' computational complexity. This…
Auxiliary matrix exponential method is used to derive simple and numerically efficient general expressions for the following, historically rather cumbersome and hard to compute, theoretical methods: (1) average Hamiltonian theory following…
We compute the large-scale limit of the free energy associated with the problem of inference of a finite-rank matrix. The method follows the principle put forward in arXiv:1811.01432 which consists in identifying a suitable Hamilton-Jacobi…
We consider the computation of the matrix logarithm by using numerical quadrature. The efficiency of numerical quadrature depends on the integrand and the choice of quadrature formula. The Gauss--Legendre quadrature has been conventionally…
Computation of the large sparse matrix exponential has been an important topic in many fields, such as network and finite-element analysis. The existing scaling and squaring algorithm (SSA) is not suitable for the computation of the large…
Expressions are given for the exponential of a hermitian matrix, A. Replacing A by iA these are explicit formulas for the Fourier transform of exp(iA). They extend to any size matrix the previous results for the 2 X 2, 3 X 3, and 4 X 4…
In a recent paper we have suggested that the finite temperature density matrix can be computed efficiently by a combination of polynomial expansion and iterative inversion techniques. We present here significant improvements over this…
We present a finite-difference method for the topology optimization of permanent magnets that is based on the FFT accelerated computation of the stray-field. The presented method employs the density approach for topology optimization and…
An algorithm for computing power conjugate presentations for finite soluble quotients of predetermined structure of finitely presented groups is described. Practical aspects of an implementation are discussed.
We consider in this work quantities that can be obtained as limits of powers of parametrized matrices, for instance the inverse matrix or the logarithm of the determinant. Under the assumption of affine dependence in the parameters, we use…
We give a complete classification of the set of parameters $\kappa$ for which the singular value of $E_{\kappa}:z\mapsto \exp(z)+\kappa$ escapes to infinity under iteration. In particular, we show that every path-connected component of this…
Let $a(z)=\sum_{i\in\mathbb Z}a_iz^i$ be a complex valued function defined for $|z|=1$, such that $\sum_{i\in\mathbb Z}|ia_i|<\infty$, and let $E=(e_{i,j})_{i,j\in\mathbb {Z}^+}$ be such that $\sum_{i,j\in\mathbb{Z}^+}|e_{i,j}|<\infty$. A…
We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…
Real and imaginary part of the limit 2N->infinity of the integral int_{x=1..2N} exp(i*pi*x)*x^(1/x) dx are evaluated to 20 digits with brute force methods after multiple partial integration, or combining a standard Simpson integration over…
A finite expansion of the exponential map for a $N\times N$ matrix is presented. The method uses the Cayley-Hamilton theorem for writing the higher matrix powers in terms of the first N-1 ones. The resulting sums over the corresponding…
In this paper, we propose a numerical method of computing a Hadamard finite-part integral with a non-integral power singularity at an endpoint, that is, a finite part of a divergent integral as a limiting procedure. In the proposed method,…
I present and analyze a quadratically convergent algorithm for computing the infinite product \prod_{n=1}^\infty (1 - tx^n) for arbitrary complex t and x satisfying |x| < 1, based on the identity \prod_{n=1}^\infty (1 - tx^n) =…