English
Related papers

Related papers: Denting the FRTB IMA computational challenge via O…

200 papers

Calculating the spectral function of two dimensional systems is arguably one of the most pressing challenges in modern computational condensed matter physics. While efficient techniques are available in lower dimensions, two dimensional…

Strongly Correlated Electrons · Physics 2021-12-08 Douglas Hendry , Hongwei Chen , Phillip Weinberg , Adrian E. Feiguin

Matrix diagonalization is almost always involved in computing the density matrix needed in quantum chemistry calculations. In the case of modest matrix sizes ($\lesssim$ 5000), performance of traditional dense diagonalization algorithms on…

Chemical Physics · Physics 2023-06-23 Joshua Finkelstein , Christian F. A. Negre , Jean-Luc Fattebert

In the framework of tensor spaces, we consider orthogonalization kernels to generate an orthogonal basis of a tensor subspace from a set of linearly independent tensors. In particular, we experimentally study the loss of orthogonality of…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-17 Olivier Coulaud , Luc Giraud , Martina Iannacito

Piecewise Polynomials (PPs) are utilized in several engineering disciplines, like trajectory planning, to approximate position profiles given in the form of a set of points. While the approximation target along with domain-specific…

Machine Learning · Computer Science 2024-05-09 Hannes Waclawek , Stefan Huber

Tensor B-spline methods are a high-performance alternative to solve partial differential equations (PDEs). This paper gives an overview on the principles of Tensor B-spline methodology, shows their use and analyzes their performance in…

Numerical Analysis · Computer Science 2019-04-08 Dmytro Shulga , Oleksii Morozov , Volker Roth , Felix Friedrich , Patrick Hunziker

We present an efficient algorithm for calculating spectral properties of large sparse Hamiltonian matrices such as densities of states and spectral functions. The combination of Chebyshev recursion and maximum entropy achieves high energy…

Condensed Matter · Physics 2009-10-30 R. N. Silver , H. Roder

Tensor decompositions play a crucial role in numerous applications related to multi-way data analysis. By employing a Bayesian framework with sparsity-inducing priors, Bayesian Tensor Ring (BTR) factorization offers probabilistic estimates…

Machine Learning · Computer Science 2024-12-05 Zerui Tao , Toshihisa Tanaka , Qibin Zhao

Motivated by the training of Generative Adversarial Networks (GANs), we study methods for solving minimax problems with additional nonsmooth regularizers. We do so by employing \emph{monotone operator} theory, in particular the…

Optimization and Control · Mathematics 2020-06-17 Axel Böhm , Michael Sedlmayer , Ernö Robert Csetnek , Radu Ioan Boţ

We propose a new method for the efficient approximation of a class of highly oscillatory weighted integrals where the oscillatory function depends on the frequency parameter $\omega \geq 0$, typically varying in a large interval. Our…

Numerical Analysis · Mathematics 2015-03-25 Boris Khoromskij , Alexander Veit

Orthogonal polynomials have very useful properties in the solution of mathematical problems, so recent years have seen a great deal in the field of approximation theory using orthogonal polynomials. In this paper, we characterize the…

Classical Analysis and ODEs · Mathematics 2015-10-30 Mohammad A. AlQudah

Orthogonal frequency-division multiplexing with index modulation (OFDM-IM) has become a high-profile candidate for the modulation scheme in next generation networks, and many works have been published to analyze it in recent years. Error…

Information Theory · Computer Science 2019-02-19 Shuping Dang , Guoqing Ma , Basem Shihada , Mohamed-Slim Alouini

Chebyshev interpolation polynomials exhibit the exponential approximation property to analytic functions on a cube. Based on the Chebyshev interpolation polynomial approximation, we propose iterative polynomial approximation algorithms to…

Signal Processing · Electrical Eng. & Systems 2025-04-22 Cheng Cheng , Qiyu Sun , Cong Zheng

We study the solution of symmetric positive-definite linear systems by way of families of full- and limited-memory methods. Our contributions are threefold. We first derive new relationships between the conjugate-gradient method (CG) and…

Optimization and Control · Mathematics 2026-05-25 Johann Bourhis , Oihan Cordelier , Jean-Pierre Dussault , Oussama Mouhtal , Dominique Orban

In a Hilbert space setting, for convex optimization, we analyze the convergence rate of a class of first-order algorithms involving inertial features. They can be interpreted as discrete time versions of inertial dynamics involving both…

Optimization and Control · Mathematics 2020-11-09 Hedy Attouch , Zaki Chbani , Jalal Fadili , Hassan Riahi

This paper introduces Tempered Fractional Gradient Descent (TFGD), a novel optimization framework that synergizes fractional calculus with exponential tempering to enhance gradient-based learning. Traditional gradient descent methods often…

Machine Learning · Computer Science 2025-04-29 Omar Naifar

M-eigenvalues of fourth order hierarchically symmetric tensors play a significant role in nonlinear elastic material analysis and quantum entanglement problems. This paper focuses on computing extreme M-eigenvalues for such tensors. To…

Optimization and Control · Mathematics 2026-02-03 Zhuolin Du , Yisheng Song

The Cheyette model is a quasi-Gaussian volatility interest rate model widely used to price interest rate derivatives such as European and Bermudan Swaptions for which Monte Carlo simulation has become the industry standard. In low…

Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…

Machine Learning · Statistics 2025-08-08 Pierre Ablin , Simon Vary , Bin Gao , P. -A. Absil

In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…

Numerical Analysis · Mathematics 2020-11-17 Cun-Qiang Miao , Wen-Ting Wu

Bridging the gap between first principles methods and empirical schemes, the density functional based tight-binding method (DFTB) has become a versatile tool in predictive atomistic simulations over the past years. One of the major…

Materials Science · Physics 2015-04-02 Vitalij Lutsker , Balint Aradi , Thomas A. Niehaus