Related papers: Rank-structured QR for Chebyshev rootfinding
Often, polynomials or rational functions, orthogonal for a particular inner product are desired. In practical numerical algorithms these polynomials are not constructed, but instead the associated recurrence relations are computed.…
We obtain upper bounds for the estimation error of Kernel Ridge Regression (KRR) for all non-negative regularization parameters, offering a geometric perspective on various phenomena in KRR. As applications: 1. We address the multiple…
We propose a new Iteratively Reweighted Least Squares (IRLS) algorithm for the problem of completing or denoising low-rank matrices that are structured, e.g., that possess a Hankel, Toeplitz or block-Hankel/Toeplitz structure. The algorithm…
The selection of most informative and discriminative features from high-dimensional data has been noticed as an important topic in machine learning and data engineering. Using matrix factorization-based techniques such as nonnegative matrix…
The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…
This paper examines the nonconvex quadratically constrained quadratic programming (QCQP) problems using an iterative method. One of the existing approaches for solving nonconvex QCQP problems relaxes the rank one constraint on the unknown…
Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional settings. Compared to penalized least squares, scalable…
The study of iterations of functions over a finite field and the corresponding functional graphs is a growing area of research with connections to cryptography. The behaviour of such iterations is frequently approximated by what is know as…
The Householder's method is a root-find algorithm which is a natural extension of the methods of Newton and Halley. The current paper mostly focuses on approximating the square root of a positive real number based on these methods. The…
The Khovanov-Rozansky (KR) link polynomial is a certain $t$-deformation of Wilson loops in 3-dimensional $SU(N)$ Chern--Simons topological field theory, believed to be an observable in the refined Chern-Simons theory, probably described in…
Harmonic Balance is one of the most popular methods for computing periodic solutions of nonlinear dynamical systems. In this work, we address two of its major shortcomings: First, we investigate to what extent the computational burden of…
We propose and analyze a sequential quadratic programming algorithm for minimizing a noisy nonlinear smooth function subject to noisy nonlinear smooth equality constraints. The algorithm uses a step decomposition strategy and, as a result,…
An observed $K$-dimensional series $\left\{ y_{n}\right\} _{n=1}^{N}$ is expressed in terms of a lower $p$-dimensional latent series called factors $f_{n}$ and random noise $\varepsilon_{n}$. The equation, $y_{n}=Qf_{n}+\varepsilon_{n}$ is…
We report an ongoing work on clustering algorithms for complex roots of a univariate polynomial $p$ of degree $d$ with real or complex coefficients. As in their previous best subdivision algorithms our root-finders are robust even for…
This paper is devoted to proposing a general weighted low-rank recovery model and designing a fast SVD-free computational scheme to solve it. First, our generic weighted low-rank recovery model unifies several existing approaches in the…
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…
It is common in stability analysis to linearize a system and investigate the spectrum of the Jacobian matrix. This approach faces the challenge of determining the matrix spectrum when the coefficients depend on parameters or when the…
In this paper we develop a new method which is a generalization of the Obreshkoff -Ehrlich method for the cases of algebraic, trigonometric and exponential polynomials. This method has a cubic rate of convergence. It is efficient from the…
We've been able to show recently that Permutable Chebyshev polynomials (T polynomials) defined over the field of real numbers can be used to create a Diffie-Hellman-like key exchange algorithm and certificates. The cryptosystem was…
Rooted bifurcating trees are mathematical objects used to model evolutionary relationships and arise naturally in both coalescent theory and phylogenetics. Recent numerical representations of tree topologies, known as F-matrices, allow for…