Related papers: Fast Algorithms for the Multi-dimensional Jacobi P…
We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf…
Classical density functional theory (DFT) of fluids is a valuable tool to analyze inhomogeneous fluids. However, few numerical solution algorithms for three-dimensional systems exist. Here we present an efficient numerical scheme for fluids…
Fast linear transforms are ubiquitous in machine learning, including the discrete Fourier transform, discrete cosine transform, and other structured transformations such as convolutions. All of these transforms can be represented by dense…
Although Fourier series approximation is ubiquitous in computational physics owing to the Fast Fourier Transform (FFT) algorithm, efficient techniques for the fast evaluation of a three-dimensional truncated Fourier series at a set of…
High-dimensional fractional reaction-diffusion equations have numerous applications in the fields of biology, chemistry, and physics, and exhibit a range of rich phenomena. While classical algorithms have an exponential complexity in the…
The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…
This paper considers the non-Hermitian Zakharov-Shabat (ZS) scattering problem which forms the basis for defining the SU$(2)$-nonlinear Fourier transformation (NFT). The theoretical underpinnings of this generalization of the conventional…
In this paper, we consider a family of Jacobi-type algorithms for simultaneous orthogonal diagonalization problem of symmetric tensors. For the Jacobi-based algorithm of [SIAM J. Matrix Anal. Appl., 2(34):651--672, 2013], we prove its…
Quantum algorithms for solving linear systems of equations have generated excitement because of the potential speed-ups involved and the importance of solving linear equations in many applications. However, applying these algorithms can be…
We present a relative forward error analysis of a mixed-precision preconditioned one-sided Jacobi algorithm, analogous to a two-sided version introduced in [N. J. Higham, F. Tisseur, M. Webb and Z. Zhou, SIAM J. Matrix Anal. Appl. 46…
We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an…
Johnson-Lindenstrauss embeddings are widely used to reduce the dimension and thus the processing time of data. To reduce the total complexity, also fast algorithms for applying these embeddings are necessary. To date, such fast algorithms…
We present a holomorphic representation of the Jacobi algebra $\mathfrak{h}_n\rtimes \mathfrak{sp}(n,\R)$ by first order differential operators with polynomial coefficients on the manifold $\mathbb{C}^n\times \mathcal{D}_n$. We construct…
We present a method to compute the Fermi function of the Hamiltonian for a system of independent fermions, based on an exact decomposition of the grand-canonical potential. This scheme does not rely on the localization of the orbitals and…
Quantum Fourier transform (QFT) is a widely used building block for quantum algorithms, whose scalable implementation is challenging in experiments. Here, we propose a protocol of quadratic quantum Fourier transform (QQFT), considering cold…
We address a linear fractional differential equation and develop effective solution methods using algorithms for inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed…
Numeric modeling of electromagnetics and acoustics frequently entails matrix-vector multiplication with block Toeplitz structure. When the corresponding block Toeplitz matrix is not highly sparse, e.g. when considering the electromagnetic…
Let A be an n*n matrix with entries a_ij in the field C. Consider the following two involutive operations on such matrices: the matrix inversion I: A -> A^-1 and the element-by-element (or Hadamard) inversion J: a_ij -> a_ij^-1. We study…
We present the first phase retrieval algorithm guaranteed to solve the multidimensional phase retrieval problem in polynomial arithmetic complexity without prior information. The method successfully terminates in O(N log(N)) operations for…
The article considers linear functions of many (n) variables - multilinear polynomials (MP). The three-steps evaluation is presented that uses the minimal possible number of floating point operations for non-sparse MP at each step. The…