Related papers: Implicit algorithms for eigenvector nonlinearities
This document presents a series of open questions arising in matrix computations, i.e., the numerical solution of linear algebra problems. It is a result of working groups at the workshop Linear Systems and Eigenvalue Problems, which was…
In this paper, we present a Newton-like method based on model reduction techniques, which can be used in implicit numerical methods for approximating the solution to ordinary differential equations. In each iteration, the Newton-like method…
As a method of universal approximation deep neural networks (DNNs) are capable of finding approximate solutions to problems posed with little more constraints than a suitably-posed mathematical system and an objective function.…
We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…
We address the problem of finding a local solution to a nonconvex-nonconcave minmax optimization using Newton type methods, including interior-point ones. We modify the Hessian matrix of these methods such that, at each step, the modified…
Explicit step-truncation tensor methods have recently proven successful in integrating initial value problems for high-dimensional partial differential equations (PDEs). However, the combination of non-linearity and stiffness may introduce…
Over the past decades, transformations between different classes of eigenvalue problems have played a central role in the development of numerical methods for eigenvalue computations. One of the most well-known and successful examples of…
In this brief, we discuss the implementation of a third order semi-implicit differentiator as a complement of the recent work by the author that proposes an interconnected semi-implicit Euler double differentiators algorithm through Taylor…
The iterative problem of solving nonlinear equations is studied. A new Newton like iterative method with adjustable parameters is designed based on the dynamic system theory. In order to avoid the derivative function in the iterative…
In this paper, we revisit implicit regularization from the ground up using notions from dynamical systems and invariant subspaces of Morse functions. The key contributions are a new criterion for implicit regularization---a leading…
Newton method is one of the most powerful methods for finding solutions of nonlinear equations and for proving their existence. In its "pure" form it has fast convergence near the solution, but small convergence domain. On the other hand…
Estimating the eigenvalues of non-normal matrices is a foundational problem with far-reaching implications, from modeling non-Hermitian quantum systems to analyzing complex fluid dynamics. Yet, this task remains beyond the reach of standard…
The learning process for multi layered neural networks with many nodes makes heavy demands on computational resources. In some neural network models, the learning formulas, such as the Widrow-Hoff formula, do not change the eigenvectors of…
In this paper, we propose a meshfree approximation method for the implicit filter developed in [2], which is a novel numerical algorithm for nonlinear filtering problems. The implicit filter approximates conditional distributions in the…
Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…
We consider a nonlinear implicit evolution inclusion driven by a nonlinear, nonmonotone, time-varying set-valued map and defined in the framework of an evolution triple of Hilbert spaces. Using an approximation technique and a surjectivity…
We present a perturbed subspace iteration algorithm to approximate the lowermost eigenvalue cluster of an elliptic eigenvalue problem. As a prototype, we consider the Laplace eigenvalue problem posed in a polygonal domain. The algorithm is…
We study a dynamic version of the implicit trace estimation problem. Given access to an oracle for computing matrix-vector multiplications with a dynamically changing matrix A, our goal is to maintain an accurate approximation to A's trace…
In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…
Numerical simulations of physical systems exhibit discrepancies arising from unmodeled physics and idealizations, as well as numerical approximation errors stemming from discretization and solver tolerances. This article reviews techniques…