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We introduce a definition of the volume for a general rectangular matrix, which for square matrices is equivalent to the absolute value of the determinant. We generalize results for square maximum-volume submatrices to the case of…

Numerical Analysis · Mathematics 2017-11-28 A. Mikhalev , I. V. Oseledets

In mathematical modelling, the data and solutions are represented as measurable functions and their quality is oftentimes captured by the membership to a certain function space. One of the core questions for an analysis of a model is the…

Functional Analysis · Mathematics 2022-11-22 Vít Musil , Luboš Pick , Jakub Takáč

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

Machine Learning · Computer Science 2019-09-04 François-Pierre Paty , Marco Cuturi

We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…

Probability · Mathematics 2014-01-15 Ji Oon Lee , Kevin Schnelli

Solving large-scale optimization on-the-fly is often a difficult task for real-time computer graphics applications. To tackle this challenge, model reduction is a well-adopted technique. Despite its usefulness, model reduction often…

Graphics · Computer Science 2015-06-30 Jianbo Ye , Zhixin Yan

Suppose that there is a ground set which consists of a large number of vectors in a Hilbert space. Consider the problem of selecting a subset of the ground set such that the projection of a vector of interest onto the subspace spanned by…

Information Theory · Computer Science 2015-07-20 Zhenliang Zhang , Yuan Wang , Edwin K. P. Chong , Ali Pezeshki , Louis Scharf

When applying eigenvalue decomposition on the quadratic term matrix in a type of linear equally constrained quadratic programming (EQP), there exists a linear mapping to project optimal solutions between the new EQP formulation where $Q$ is…

Optimization and Control · Mathematics 2020-10-22 Shi Yu

We propose a method for designing accurate interpolation formulas on the real axis for the purpose of function approximation in weighted Hardy spaces. In particular, we consider the Hardy space of functions that are analytic in a strip…

Numerical Analysis · Mathematics 2016-06-17 Ken'ichiro Tanaka , Tomoaki Okayama , Masaaki Sugihara

We consider optimization problems on manifolds with equality and inequality constraints. A large body of work treats constrained optimization in Euclidean spaces. In this work, we consider extensions of existing algorithms from the…

Optimization and Control · Mathematics 2019-04-26 Changshuo Liu , Nicolas Boumal

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

In this paper, we consider the optimal design of photonic crystal band structures for two-dimensional square lattices. The mathematical formulation of the band gap optimization problem leads to an infinite-dimensional Hermitian eigenvalue…

Optimization and Control · Mathematics 2010-05-02 Han Men , Ngoc-Cuong Nguyen , Robert M. Freund , Pablo A. Parrilo , Jaume Peraire

This paper presents a method for computing eigenvalues and eigenvectors for some types of nonlinear eigenvalue problems. The main idea is to approximate the functions involved in the eigenvalue problem by rational functions and then apply a…

Numerical Analysis · Mathematics 2020-06-11 Yousef Saad , Mohamed El-Guide , Agnieszka Międlar

In this paper, we derive an asymptotic error expansion for the eigenvalue approximations by the lowest order Raviart-Thomas mixed finite element method for the general second order elliptic eigenvalue problems. Extrapolation based on such…

Numerical Analysis · Mathematics 2011-01-11 Hehu Xie

A type of parallel augmented subspace scheme for eigenvalue problems is proposed by using coarse space in the multigrid method. With the help of coarse space in multigrid method, solving the eigenvalue problem in the finest space is…

Numerical Analysis · Mathematics 2020-08-19 Fei Xu , Hehu Xie , Ning Zhang

In this manuscript we study the following optimization problem: given a bounded and regular domain $\Omega\subset \mathbb{R}^N$ we look for an optimal shape for the "$\mathrm{W}-$vanishing window" on the boundary with prescribed measure…

Analysis of PDEs · Mathematics 2018-05-22 João Vitor Da Silva , Ariel Salort , Analía Silva , Juan Spedaletti

We propose subspace methods for 3-parameter eigenvalue problems. Such problems arise when separation of variables is applied to separable boundary value problems; a particular example is the Helmholtz equation in ellipsoidal and…

Numerical Analysis · Mathematics 2023-09-18 Michiel E. Hochstenbach , Karl Meerbergen , Emre Mengi , Bor Plestenjak

Studying the optoelectronic structure of materials can require the computation of several thousands of the smallest positive eigenpairs of a pseudo-hermitian Hamiltonian. Iterative eigensolvers may be preferred over direct methods for this…

Numerical Analysis · Mathematics 2026-04-17 Edoardo Di Napoli , Clément Richefort , Xinzhe Wu

In this paper we study optimization problems for Neumann eigenvalues $\mu_k$ among convex domains with a constraint on the diameter or the perimeter. We work mainly in the plane, though some results are stated in higher dimension. We study…

Analysis of PDEs · Mathematics 2024-02-07 Beniamin Bogosel , Antoine Henrot , Marco Michetti

Interior point methods for solving linearly constrained convex programming involve a variable projection matrix at each iteration to deal with the linear constraints. This matrix often becomes ill-conditioned near the boundary of the…

Optimization and Control · Mathematics 2024-12-31 Xun Qian , Li-Zhi Liao , Jie Sun

In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…

Numerical Analysis · Mathematics 2020-11-17 Cun-Qiang Miao , Wen-Ting Wu