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In this paper, we propose a randomized intertial block-coordinate primaldual fixed point algorithm to solve a wide array of monotone inclusion problems base on the modification of the heavy ball method of Nesterov. These methods rely on a…

Optimization and Control · Mathematics 2016-11-17 Meng Wen , Shigang Yue , Yuchao Tan , Jigen Peng

We construct a quantum-inspired classical algorithm for computing the permanent of Hermitian positive semidefinite matrices, by exploiting a connection between these mathematical structures and the boson sampling model. Specifically, the…

Quantum Physics · Physics 2017-09-01 L. Chakhmakhchyan , N. J. Cerf , R. Garcia-Patron

An algorithm is presented for the efficient and accurate computation of the coefficients of the characteristic polynomial of a general square matrix. The algorithm is especially suited for the evaluation of canonical traces in determinant…

Numerical Analysis · Mathematics 2025-10-20 S. Rombouts , K. Heyde

We introduce a linear-scaling stochastic method to compute real-space maps of any positive local spectral operator in a tight-binding model. By employing positive-definite estimators, the sampling error at each site can be rigorously…

Disordered Systems and Neural Networks · Physics 2025-11-18 H. P. Veiga , D. R. Pinheiro , J. P. Santos Pires , J. M. Viana Parente Lopes

Frequency-dependent correlations, such as the spectral function and the dynamical structure factor, help understand condensed matter experiments. Within the density matrix renormalization group (DMRG) framework, an accurate method for…

Strongly Correlated Electrons · Physics 2016-12-21 A. Nocera , G. Alvarez

The problem of estimating the ground-state energy of a quantum system is ubiquitous in chemistry and condensed matter physics. Krylov quantum diagonalization (KQD) has emerged as a promising approach for this task. However, many KQD methods…

Quantum Physics · Physics 2025-09-30 Adam Byrne , William Kirby , Kirk M. Soodhalter , Sergiy Zhuk

We establish non-asymptotic error bounds for the classical Maximal Likelihood Estimation of the transition matrix of a given Markov chain. Meanwhile, in the reversible case, we propose a new reversibility-preserving online Symmetric…

Statistics Theory · Mathematics 2025-11-07 De Huang , Xiangyuan Li

This paper presents a computationally efficient model predictive control formulation that uses an integral Chebyshev collocation method to enable rapid operations of autonomous agents. By posing the finite-horizon optimal control problem…

Robotics · Computer Science 2025-03-26 Deep Parikh , Thomas L. Ahrens , Manoranjan Majji

We consider an effective new method for solving trust-region and norm-regularization problems that arise as subproblems in many optimization applications. We show that the solutions to such subproblems effectively lie in a…

Numerical Analysis · Mathematics 2026-03-03 Hussam Al Daas , Nicholas I. M. Gould

Algorithms involving Gaussian processes or determinantal point processes typically require computing the determinant of a kernel matrix. Frequently, the latter is computed from the Cholesky decomposition, an algorithm of cubic complexity in…

Computation · Statistics 2021-07-23 Simon Bartels , Wouter Boomsma , Jes Frellsen , Damien Garreau

We present a novel Krylov subspace method for approximating $L_f(A, E) \vc{b}$, the matrix-vector product of the Fr\'echet derivative $L_f(A, E)$ of a large-scale matrix function $f(A)$ in direction $E$, a task that arises naturally in the…

Numerical Analysis · Mathematics 2026-01-30 Daniel Kressner , Peter Oehme

Celebrated work of Jerrum, Sinclair, and Vigoda has established that the permanent of a {0,1} matrix can be approximated in randomized polynomial time by using a rapidly mixing Markov chain. A separate strand of the literature has pursued…

Computational Complexity · Computer Science 2009-06-10 Cristopher Moore , Alexander Russell

Within the realm of early fault-tolerant quantum computing (EFTQC), quantum Krylov subspace diagonalization (QKSD) has emerged as a promising quantum algorithm for the approximate Hamiltonian diagonalization via projection onto the quantum…

Quantum Physics · Physics 2025-04-11 Gwonhak Lee , Seonghoon Choi , Joonsuk Huh , Artur F. Izmaylov

The orthogonalization process is an essential building block in Krylov space methods, which takes up a large portion of the computational time. Commonly used methods, like the Gram-Schmidt method, consider the projection and normalization…

Numerical Analysis · Mathematics 2022-04-29 Nils-Arne Dreier , Christian Engwer

We introduce a novel algorithm for approximating the logarithm of the determinant of a symmetric positive definite (SPD) matrix. The algorithm is randomized and approximates the traces of a small number of matrix powers of a specially…

Data Structures and Algorithms · Computer Science 2016-09-01 Christos Boutsidis , Petros Drineas , Prabhanjan Kambadur , Eugenia-Maria Kontopoulou , Anastasios Zouzias

We propose a novel algorithm based on inexact GMRES methods for linear response calculations in density functional theory. Such calculations require iteratively solving a nested linear problem $\mathcal{E} \delta\rho = b$ to obtain the…

Numerical Analysis · Mathematics 2025-10-30 Michael F. Herbst , Bonan Sun

Posterior distributions often feature intractable normalizing constants, called marginal likelihoods or evidence, that are useful for model comparison via Bayes factors. This has motivated a number of methods for estimating ratios of…

Computation · Statistics 2018-10-03 Maxime Rischard , Pierre E. Jacob , Natesh Pillai

Sampling noisy intermediate-scale quantum devices is a fundamental step that converts coherent quantum-circuit outputs to measurement data for running variational quantum algorithms that utilize gradient and Hessian methods in cost-function…

Quantum Physics · Physics 2023-07-04 Y. S. Teo

In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…

Numerical Analysis · Mathematics 2015-12-02 Stanley C. Eisenstat

In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…

Machine Learning · Statistics 2024-10-16 Zongyuan Han , Wenhao Li , Shengxin Zhu