Related papers: Approximate matrix and tensor diagonalization by u…
Many recent tensor network algorithms apply unitary operators to parts of a tensor network in order to reduce entanglement. However, many of the previously used iterative algorithms to minimize entanglement can be slow. We introduce an…
Tensor completion is a natural higher-order generalization of matrix completion where the goal is to recover a low-rank tensor from sparse observations of its entries. Existing algorithms are either heuristic without provable guarantees,…
Persymmetric Jacobi matrices are invariant under reflection with respect to the anti-diagonal. The associated orthogonal polynomials have distinctive properties that are discussed. They are found in particular to be also orthogonal on the…
In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugate gradient method, an efficient algorithm is proposed to solve QCQP that exploits the…
Consider the following optimization problem: Given $n \times n$ matrices $A$ and $\Lambda$, maximize $\langle A, U\Lambda U^*\rangle$ where $U$ varies over the unitary group $\mathrm{U}(n)$. This problem seeks to approximate $A$ by a matrix…
Although the linear method is one of the most robust algorithms for optimizing non-linearly parametrized wavefunctions in variational Monte Carlo, it suffers from a memory bottleneck due to the fact at each optimization step a generalized…
Many problems can be formulated as recovering a low-rank tensor. Although an increasingly common task, tensor recovery remains a challenging problem because of the delicacy associated with the decomposition of higher order tensors. To…
Deep denoisers have shown excellent performance in solving inverse problems in signal and image processing. In order to guarantee the convergence, the denoiser needs to satisfy some Lipschitz conditions like non-expansiveness. However,…
We obtain matching direct and inverse theorems for the degree of weighted $L_p$-approximation by polynomials with the Jacobi weights $(1-x)^\alpha (1+x)^\beta$. Combined, the estimates yield a constructive characterization of various…
In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…
A new algorithm for the efficient numerical approximation of weakly singular integrals over convex polytopes is introduced. Such integrals appear in the Galerkin discretizations of integral equations and nonlocal partial differential…
We present an improved form of the algorithm for constructing Jacobi rotations. This is simultaneously a more accurate code for finding the eigenvalues and eigenvectors of a real symmetric 2x2 matrix.
An effective numerical method is presented for optimizing model parameters that can be applied to any type of system of non-linear equations and any number of data-points, which does not require explicit formulation of the objective…
We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…
This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…
We introduce a maximal operator for the natural analogue of the disc multiplier in the framework of Jacobi analysis and determine the mapping properties of said maximal operator, including weak type endpoint results. In particular we obtain…
In this paper we propose an approach to approximate a truncated singular value decomposition of a large structured matrix. By first decomposing the matrix into a sum of Kronecker products, our approach can be used to approximate a large…
Motivated by recent results in random matrix theory we will study the distributions arising from products of complex Gaussian random matrices and truncations of Haar distributed unitary matrices. We introduce an appropriately general class…
In this paper, we propose a derivative-free Levenberg-Marquardt algorithm for nonlinear least squares problems, where the Jacobian matrices are approximated via orthogonal spherical smoothing. It is shown that the gradient models which use…
We investigate the method of conjugate gradients, exploiting inaccurate matrix-vector products, for the solution of convex quadratic optimization problems. Theoretical performance bounds are derived, and the necessary quantities occurring…