Related papers: A thick-restart Lanczos type method for Hermitian …
Quantum subspace diagonalization methods are an exciting new class of algorithms for solving large\rev{-}scale eigenvalue problems using quantum computers. Unfortunately, these methods require the solution of an ill-conditioned generalized…
The spectral theory of higher-order symmetric tensors is an important tool to reveal some important properties of a hypergraph via its adjacency tensor, Laplacian tensor, and signless Laplacian tensor. Owing to the sparsity of these…
We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close…
Block Krylov subspace methods (KSMs) comprise building blocks in many state-of-the-art solvers for large-scale matrix equations as they arise, e.g., from the discretization of partial differential equations. While extended and rational…
The parallel strong-scaling of Krylov iterative methods is largely determined by the number of global reductions required at each iteration. The GMRES and Krylov-Schur algorithms employ the Arnoldi algorithm for nonsymmetric matrices. The…
We reformulate the Lanczos tau method for the discretization of time-delay systems in terms of a pencil of operators, allowing for new insights into this approach. As a first main result, we show that, for the choice of a shifted Legendre…
For large-scale discrete ill-posed problems, LSQR, a Lanczos bidiagonalization process based Krylov method, is most often used. It is well known that LSQR has natural regularizing properties, where the number of iterations plays the role of…
We present and analyse a backtracking strategy for a general Fast Iterative Shrinkage/Thresholding Algorithm which has been recently proposed in (Chambolle, Pock, 2016) for strongly convex objective functions. Differently from classical…
Inverse iteration is known to be an effective method for computing eigenvectors corresponding to simple and well-separated eigenvalues. In the non-symmetric case, the solution of shifted Hessenberg systems is a central step. Existing…
This paper lies in the intersection of several fields: number theory, lattice theory, multilinear algebra, and scientific computing. We adapt existing solution algorithms for tensor eigenvalue problems to the tensor-train framework. As an…
This paper considers large scale constrained convex (possibly composite and non-separable) programs, which are usually difficult to solve by interior point methods or other Newton-type methods due to the non-smoothness or the prohibitive…
A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…
We present algorithmic improvements for fast and memory-efficient use of discrete spatial symmetries in Exact Diagonalization computations of quantum many-body systems. These techniques allow us to work flexibly in the reduced basis of…
Computing eigenvalues is a computationally intensive task central to numerous applications in the natural sciences. Toward this end, we investigate the quantum block Krylov subspace projector (QBKSP) algorithm - a multireference quantum…
This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…
Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…
Polynomial Krylov subspace methods are among the most widely used methods for approximating $f(A)b$, the action of a matrix function on a vector, in particular when $A$ is large and sparse. When $A$ is Hermitian positive definite, the…
A subspace method is introduced to solve large-scale trace ratio problems. This approach is matrix-free, requiring only the action of the two matrices involved in the trace ratio. At each iteration, a smaller trace ratio problem is…
Ground state of the dissipative two-state system is investigated by means of the Lanczos diagonalization method. We adopted the Hilbert-space-reduction scheme proposed by Zhang, Jeckelmann and White so as to reduce the overwhelming…
We consider solution of multiply shifted systems of nonsymmetric linear equations, possibly also with multiple right-hand sides. First, for a single right-hand side, the matrix is shifted by several multiples of the identity. Such problems…