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This work presents a novel matrix-based method for constructing an approximation Hessian using only function evaluations. The method requires less computational power than interpolation-based methods and is easy to implement in matrix-based…

Numerical Analysis · Mathematics 2023-04-07 W. Hare , G. Jarry-Bolduc , C. Planiden

The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios…

Optimization and Control · Mathematics 2020-11-06 R. Díaz Millán , Nadezda Sukhorukova , Julien Ugon

Approximation theory plays a central role in numerical analysis, undergoing continuous evolution through a spectrum of methodologies. Notably, Lebesgue, Weierstrass, Fourier, and Chebyshev approximations stand out among these methods.…

Numerical Analysis · Mathematics 2024-04-30 S Akansha

The theory of Chebyshev (uniform) approximation for univariate polynomial and piecewise polynomial functions has been studied for decades. The optimality conditions are based on the notion of alternating sequence. However, the extension the…

Numerical Analysis · Mathematics 2017-09-01 Nadezda Sukhorukova , Julien Ugon , David Yost

An algorithm for computing an analytic function of a matrix $A$ is described. The algorithm is intended for the case where $A$ has some close eigenvalues, and clusters (subsets) of close eigenvalues are separated from each other. This…

Numerical Analysis · Mathematics 2023-12-13 V. G. Kurbatov , I. V. Kurbatova

This paper introduces a novel approach to approximating continuous functions over high-dimensional hypercubes by integrating matrix CUR decomposition with hyperinterpolation techniques. Traditional Fourier-based hyperinterpolation methods…

Numerical Analysis · Mathematics 2025-10-16 Maolin Che , Congpei An , Yimin Wei , Hong Yan

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

Because of the attractiveness of the canonical polyadic (CP) tensor decomposition in various applications, several algorithms have been designed to compute it, but efficient ones are still lacking. Iterative deflation algorithms based on…

Numerical Analysis · Computer Science 2015-08-24 Alex Pereira da Silva , Pierre Comon , Andre Lima Ferrer de Almeida

Modeling spectral line profiles taking frequency redistribution effects into account is a notoriously challenging problem from the computational point of view, especially when polarization phenomena (atomic polarization and polarized…

Solar and Stellar Astrophysics · Physics 2021-01-04 A. Paganini , B. Hashemi , E. Alsina Ballester , L. Belluzzi

We propose a Bayesian tensor-on-tensor regression approach to predict a multidimensional array (tensor) of arbitrary dimensions from another tensor of arbitrary dimensions, building upon the Tucker decomposition of the regression…

Methodology · Statistics 2022-10-21 Kunbo Wang , Yanxun Xu

A method based on separated integration to estimate anharmonic corrections to energy and vibration of molecules in a second-order diagrammatic vibrational many-body Green's function formalism has already been presented. A severe bottleneck…

Chemical Physics · Physics 2019-09-17 Prashant Rai , Khachik Sargsyan , Habib Najm , So Hirata

Tucker decomposition is one of the most popular models for analyzing and compressing large-scale tensorial data. Existing Tucker decomposition algorithms usually rely on a single solver to compute the factor matrices and core tensor, and…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-21 Min Li , Chuanfu Xiao , Chao Yang

Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…

Numerical Analysis · Mathematics 2022-09-30 Andrei Chertkov , Gleb Ryzhakov , Georgii Novikov , Ivan Oseledets

We consider the problem of approximating a truncated Gaussian kernel using Fourier (trigonometric) functions. The computation-intensive bilateral filter can be expressed using fast convolutions by applying such an approximation to its range…

Image and Video Processing · Electrical Eng. & Systems 2018-11-07 Sanjay Ghosh , Pravin Nair , Kunal N. Chaudhury

The aim of this article is to study the role of piecewise implementation of Pad\'e-Chebyshev type approximation in minimising Gibbs phenomena in approximating piecewise smooth functions. A piecewise Pad\'e-Chebyshev type (PiPCT) algorithm…

Numerical Analysis · Mathematics 2019-10-24 S. Akansha , S. Baskar

A collection of algorithms in object-oriented MATLAB is described for numerically computing with smooth functions defined on the unit ball in the Chebfun software. Functions are numerically and adaptively resolved to essentially machine…

Numerical Analysis · Mathematics 2020-09-29 Nicolas Boullé , Alex Townsend

The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…

Computational Finance · Quantitative Finance 2025-07-15 Domagoj Demeterfi , Kathrin Glau , Linus Wunderlich

This paper gives an exposition of well known results on vector partition functions. The exposition is based on works of M. Brion, A. Szenes and M. Vergne and is geared toward explicit computer realizations. In particular, the paper presents…

Representation Theory · Mathematics 2010-11-25 Todor Milev

Most currently used tensor regression models for high-dimensional data are based on Tucker decomposition, which has good properties but loses its efficiency in compressing tensors very quickly as the order of tensors increases, say greater…

Methodology · Statistics 2024-03-20 Yuefeng Si , Yingying Zhang , Yuxi Cai , Chunling Liu , Guodong Li

Existing methods of vector autoregressive model for multivariate time series analysis make use of low-rank matrix approximation or Tucker decomposition to reduce the dimension of the over-parameterization issue. In this paper, we propose a…

Statistics Theory · Mathematics 2026-01-05 Sijia Xia , Michael K. Ng , Xiongjun Zhang
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