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The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…

Optimization and Control · Mathematics 2009-05-12 Shiqian Ma , Donald Goldfarb , Lifeng Chen

Achieving high efficiency with numerical kernels for sparse matrices is of utmost importance, since they are part of many simulation codes and tend to use most of the available compute time and resources. In addition, especially in large…

Performance · Computer Science 2013-05-07 Tobias Scharpff , Klaus Iglberger , Georg Hager , Ulrich Ruede

Consider an $n \times p$ data matrix $X$ whose rows are independently sampled from a population with covariance $\Sigma$. When $n,p$ are both large, the eigenvalues of the sample covariance matrix are substantially different from those of…

Numerical Analysis · Mathematics 2017-10-03 Edgar Dobriban

Principal component analysis (PCA) is one of the most widely used dimensionality reduction tools in data analysis. The PCA direction is a linear combination of all features with nonzero loadings -- this impedes interpretability. Sparse PCA…

Optimization and Control · Mathematics 2021-08-18 Santanu S. Dey , Rahul Mazumder , Guanyi Wang

The recent development of spectral method has been praised for its high-order convergence in simulating complex physical problems. The combination of embedded boundary method and spectral method becomes a mainstream way to tackle…

Numerical Analysis · Mathematics 2018-03-08 Po-Yi Wu , Cheng-Hong Robert Kao , Tony Wen-Hann Sheu

We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner…

Robotics · Computer Science 2011-02-22 Milan Hladik , David Daney , Elias Tsigaridas

Accurate and fast calculations of localized surface plasmon resonances (LSPR) in metallic nanoparticles is essential for applications in sensing, nano-optics, and energy harvesting. Although full-wave numerical techniques such as the…

Bilevel hyperparameter optimization has received growing attention thanks to the fast development of machine learning. Due to the tremendous size of data sets, the scale of bilevel hyperparameter optimization problem could be extremely…

Optimization and Control · Mathematics 2025-10-27 Yixin Wang , Qingna Li , Liwei Zhang

We develop a spectrally accurate numerical method to compute solutions of a model partial differential equation used in plasma physics to describe diffusion in velocity space due to Fokker-Planck collisions. The solution is represented as a…

Classical Analysis and ODEs · Mathematics 2015-03-18 Jon Wilkening , Antoine Cerfon

The adoption of hybrid GPU-CPU nodes in traditional supercomputing platforms opens acceleration opportunities for electronic structure calculations in materials science and chemistry applications, where medium sized Hermitian generalized…

Numerical Analysis · Computer Science 2012-07-10 Raffaele Solcà , Thomas C. Schulthess , Azzam Haidar , Stanimire Tomov , Ichitaro Yamazaki , Jack Dongarra

Diffusion models (DMs) have achieved state-of-the-art generative performance but suffer from high sampling latency due to their sequential denoising nature. Existing solver-based acceleration methods often face significant image quality…

Computer Vision and Pattern Recognition · Computer Science 2026-03-06 Ruoyu Wang , Ziyu Li , Beier Zhu , Liangyu Yuan , Hanwang Zhang , Xun Yang , Xiaojun Chang , Chi Zhang

Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

Numerical Analysis · Mathematics 2024-02-20 Tianyu Liang , Chao Chen , Per-Gunnar Martinsson , George Biros

Different approaches to solve the spinor-spinor Bethe-Salpeter (BS) equation in Euclidean space are considered. It is argued that the complete set of Dirac matrices is the most appropriate basis to define the partial amplitudes and to solve…

High Energy Physics - Phenomenology · Physics 2011-03-07 S. M. Dorkin , L. P. Kaptari , C. Ciofi degli Atti , B. Kämpfer

Computational implementations for solving systems of linear equations often rely on a one-size-fits-all approach based on LU decomposition of dense matrices stored in column-major format. Such solvers are typically implemented with the aid…

Mathematical Software · Computer Science 2021-01-13 Conrad Sanderson , Ryan Curtin

When a system of first order linear ordinary differential equations has eigenvalues of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The cost of representing…

Numerical Analysis · Mathematics 2023-09-26 Tony Hu , James Bremer

The rectangular multiparameter eigenvalue problem (RMEP) involves rectangular coefficient matrices (usually with more rows than columns) and may potentially have no solution in its original form. A minimal perturbation framework is proposed…

Numerical Analysis · Mathematics 2025-08-11 Shanheng Han , Lei-Hong Zhang , Ren-Cang Li

Solving large, sparse linear systems is a fundamental workload in scientific computing and engineering simulations, often dominating runtime and energy consumption in high-performance computing (HPC) applications. In this work, we explore…

Computational Engineering, Finance, and Science · Computer Science 2026-04-30 Dan Gluck , Yotam Mimran , Andrey Karenskih , Talya Vaknin , Omri Wolf , Ruti Ben-Shlomi , Johannes Gebert

This paper addresses the problem of computing valuations of the Dieudonn\'e determinants of matrices over discrete valuation skew fields (DVSFs). Under a reasonable computational model, we propose two algorithms for a class of DVSFs, called…

Data Structures and Algorithms · Computer Science 2021-02-17 Taihei Oki

We present a novel technique for sparse principal component analysis. This method, named Eigenvectors from Eigenvalues Sparse Principal Component Analysis (EESPCA), is based on the formula for computing squared eigenvector loadings of a…

Methodology · Statistics 2022-05-12 H. Robert Frost

We demonstrate an application of the spectral method as a numerical approximation for solving Hyperbolic PDEs. In this method a finite basis is used for approximating the solutions. In particular, we demonstrate a set of such solutions for…

Mathematical Physics · Physics 2008-11-26 P. Pedram , M. Mirzaei , S. S. Gousheh