Related papers: A thick-restart Lanczos type method for Hermitian …
The numerical solution of eigenvalue problems is essential in various application areas of scientific and engineering domains. In many problem classes, the practical interest is only a small subset of eigenvalues so it is unnecessary to…
Gradient methods are frequently used in large scale image deblurring problems since they avoid the onerous computation of the Hessian matrix of the objective function. Second order information is typically sought by a clever choice of the…
The technique that was used to build the EigCG algorithm for sparse symmetric linear systems is extended to the nonsymmetric case using the BiCG algorithm. We show that, similarly to the symmetric case, we can build an algorithm that is…
We propose and study a class of novel algorithms that aim at solving bilinear and quadratic inverse problems. Using a convex relaxation based on tensorial lifting, and applying first-order proximal algorithms, these problems could be solved…
The $k$-step Lanczos bidiagonalization reduces a matrix $A\in\mathbb{R}^{m\times n}$ into a bidiagonal form $B_k\in\mathbb{R}^{(k+1)\times k}$ while generates two orthonormal matrices $U_{k+1}\in\mathbb{R}^{m\times (k+1)}$ and…
We describe a Lanczos-based algorithm for approximating the product of a rational matrix function with a vector. This algorithm, which we call the Lanczos method for optimal rational matrix function approximation (Lanczos-OR), returns the…
The eigenvector-eigenvalue identity relates the eigenvectors of a Hermitian matrix to its eigenvalues and the eigenvalues of its principal submatrices in which the jth row and column have been removed. We show that one-dimensional arrays of…
Hamiltonian Truncation (a.k.a. Truncated Spectrum Approach) is a numerical technique for solving strongly coupled QFTs, in which the full Hilbert space is truncated to a finite-dimensional low-energy subspace. The accuracy of the method is…
We introduce a new approach for estimating the number of spikes in a general class of spiked covariance models without directly computing the eigenvalues of the sample covariance matrix. This approach is based on the Lanczos algorithm and…
A new algorithm to approximate Hermitian matrices by positive semidefinite Hermitian matrices based on modified Cholesky decompositions is presented. In contrast to existing algorithms, this algorithm allows to specify bounds on the…
We present a fast Jacobi-like algorithm for computing the eigenvalues, and optionally the eigenvectors, of a real normal matrix. The method gains a computational advantage by using Paardekooper's method for skew-symmetric matrices The…
We propose a new concept of a relatively inexact stochastic subgradient and present novel first-order methods that can use such objects to approximately solve convex optimization problems in relative scale. An important example where…
The starting point of this paper is that a spectral method is essentially a combination of an orthonormal basis of the underlying Hilbert space with Galerkin conditions. The choice of an orthonormal basis depends on a number of desirable…
A new numerical algorithm for solving the symmetric eigenvalue problem is presented. The technique deviates fundamentally from the traditional Krylov subspace iteration based techniques (Arnoldi and Lanczos algorithms) or other…
Matrix product state methods are known to be efficient for computing ground states of local, gapped Hamiltonians, particularly in one dimension. We introduce the multi-targeted density matrix renormalization group method that acts on a…
The method of quantum Lanczos recursion is extended to solve for multiple excitations on the quantum computer. While quantum Lanczos recursion is in principle capable of obtaining excitations, the extension to a block Lanczos routine can…
We investigate the state-of-the-art Lanczos eigensolvers available in the Grid and QUDA libraries. They include Implicitly Restarted Lanczos, Thick-Restart Lanczos, and Block Lanczos. We measure and analyze their performance for the Highly…
The density-matrix renormalization group (DMRG) algorithm can be adapted to the calculation of dynamical correlation functions in various ways which all represent compromises between computational efficiency and physical accuracy. In this…
We present a detailed analysis of a new, iterative density reconstruction algorithm. This algorithm uses a decreasing smoothing scale to better reconstruct the density field in Lagrangian space. We implement this algorithm to run on the…
We present a method to approximate functionals $\text{Tr} \, f(A)$ of very high-dimensional hermitian matrices $A$ represented as Matrix Product Operators (MPOs). Our method is based on a reformulation of a block Lanczos algorithm in tensor…