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Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…

Numerical Analysis · Mathematics 2020-12-01 Markus Hegland , Frank deHoog

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

Numerical Analysis · Mathematics 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

In this paper we are concerned to find the eigenvalues and eigenvectors of a real symetric matrix by applying a new numerical method similar to Jacobi method. Our approch consists to use a new orthogonal matrix. The computation of the…

Numerical Analysis · Mathematics 2020-03-30 Nassim Guerraiche

The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…

Numerical Analysis · Mathematics 2019-02-08 Per-Gunnar Martinsson

We study discrete-time mirror descent applied to the unregularized empirical risk in matrix sensing. In both the general case of rectangular matrices and the particular case of positive semidefinite matrices, a simple potential-based…

Machine Learning · Statistics 2021-10-28 Fan Wu , Patrick Rebeschini

We generalize entanglement detection with covariance matrices for an arbitrary set of observables. A generalized uncertainty relation is constructed using the covariance and commutation matrices, then a criterion is established by…

Quantum Physics · Physics 2018-06-12 Vinay Tripathi , Chandrashekar Radhakrishnan , Tim Byrnes

We present new algorithms for the randomized construction of hierarchically semi-separable matrices, addressing several practical issues. The HSS construction algorithms use a partially matrix-free, adaptive randomized projection scheme to…

Numerical Analysis · Computer Science 2018-10-15 Christopher Gorman , Gustavo Chávez , Pieter Ghysels , Théo Mary , François-Henry Rouet , Xiaoye Sherry Li

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Optimization and Control · Mathematics 2026-02-17 Abraar Chaudhry , Elizaveta Rebrova

The spectral theorem says that a real symmetric matrix has an orthogonal basis of eigenvectors and that, for a matrix with distinct eigenvalues, the basis is unique (up to signs). In this paper, we study the symmetric tensors with an…

Spectral Theory · Mathematics 2025-06-25 Alvaro Ribot , Anna Seigal , Piotr Zwiernik

In this paper, we introduce innovative approaches for accelerating the Jacobi method for matrix diagonalization, specifically through the formulation of large matrix diagonalization as a Semi-Markov Decision Process and small matrix…

This paper presents a parallel algorithm for finding the smallest eigenvalue of a particular form of ill-conditioned Hankel matrix, which requires the use of extremely high precision arithmetic. Surprisingly, we find that commonly-used…

Numerical Analysis · Mathematics 2009-02-06 Niall Emmart , Charles C. Weems , Yang Chen

The accurate and efficient computation of the electromagnetic response of objects made from artificial materials is crucial for designing photonic functionalities and interpreting experiments. Advanced fabrication techniques can nowadays…

We consider the problem of finding nonzero eigenvalues and the corresponding eigenvectors of a matrix $AA^{\top}$, where $A$ is a special incidence matrix; This matrix can equivalently be defined based on a match relation between some…

Combinatorics · Mathematics 2016-05-24 M. Mohammad-Noori , N. Ghareghani , M. Ghandi

Electronic ground states are of central importance in chemical simulations, but have remained beyond the reach of efficient classical algorithms except in cases of weak electron correlation or one-dimensional spatial geometry. We introduce…

Quantum Physics · Physics 2026-02-06 Oskar Leimkuhler , K. Birgitta Whaley

We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…

Condensed Matter · Physics 2009-10-22 E. Brézin , A. Zee

Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…

Optimization and Control · Mathematics 2017-05-30 Thanh Hieu Le

The properties of the first (largest) eigenvalue and its eigenvector (first eigenvector) are investigated for large sparse random symmetric matrices that are characterized by bimodal degree distributions. In principle, one should be able to…

Disordered Systems and Neural Networks · Physics 2012-08-03 Yoshiyuki Kabashima , Hisanao Takahashi

We discuss a modification to Random Matrix Theory eigenstate statistics, that systematically takes into account the non-universal short-time behavior of chaotic systems. The method avoids diagonalization of the Hamiltonian, instead…

Chaotic Dynamics · Physics 2010-07-27 A. Matthew Smith , Lev Kaplan

This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…

Optimization and Control · Mathematics 2019-10-02 Yuning Yang , Guoyin Li

An important theorem in Gaussian quantum information tells us that we can diagonalise the covariance matrix of any Gaussian state via a symplectic transformation. Whilst the diagonal form is easy to find, the process for finding the…

Mathematical Physics · Physics 2021-11-16 Jason L. Pereira , Leonardo Banchi , Stefano Pirandola
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