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The algorithms in the current sequential numerical linear algebra libraries (e.g. LAPACK) do not parallelize well on multicore architectures. A new family of algorithms, the tile algorithms, has recently been introduced. Previous research…

Mathematical Software · Computer Science 2010-02-23 Emmanuel Agullo , Henricus Bouwmeester , Jack Dongarra , Jakub Kurzak , Julien Langou , Lee Rosenberg

We propose the application of iterative regularization for the development of ensemble methods for solving Bayesian inverse problems. In concrete, we construct (i) a variational iterative regularizing ensemble Levenberg-Marquardt method…

Numerical Analysis · Mathematics 2014-06-25 Marco A. Iglesias

We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…

Numerical Analysis · Mathematics 2021-02-25 Massimiliano Fasi , Leonardo Robol

We propose an efficient algorithm for computing a common eigenvector of a finite set of square matrices. As an immediate consequence we obtain an algorithm for determining whether the matrices admit a simultaneous triangulation, and, if so,…

Rings and Algebras · Mathematics 2023-09-27 Emanuel Malvetti

This work presents an approach to the inverse design of scattering systems by modifying the transmission matrix using reinforcement learning. We utilize Proximal Policy Optimization to navigate the highly non-convex landscape of the object…

Optics · Physics 2025-06-17 Yuhao Kang

Randomized sampling has recently been proven a highly efficient technique for computing approximate factorizations of matrices that have low numerical rank. This paper describes an extension of such techniques to a wider class of matrices…

Numerical Analysis · Mathematics 2015-03-25 Per-Gunnar Martinsson

A novel unsupervised learning method is proposed in this paper for biclustering large-dimensional matrix-valued time series based on an entirely new latent two-way factor structure. Each block cluster is characterized by its own row and…

Methodology · Statistics 2025-02-11 Yong He , Xiaoyang Ma , Xingheng Wang , Yalin Wang

We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be…

Optimization and Control · Mathematics 2021-11-29 Nick Dexter , Hoang Tran , Clayton Webster

In this paper we develop randomized Krylov subspace methods for efficiently computing regularized solutions to large-scale linear inverse problems. Building on the recently developed randomized Gram-Schmidt process, where sketched inner…

Numerical Analysis · Mathematics 2025-08-29 Julianne Chung , Silvia Gazzola

We present three methods for distributed memory parallel inverse factorization of block-sparse Hermitian positive definite matrices. The three methods are a recursive variant of the AINV inverse Cholesky algorithm, iterative refinement, and…

Numerical Analysis · Mathematics 2024-12-20 Anton G. Artemov , Elias Rudberg , Emanuel H. Rubensson

Applications related to artificial intelligence, machine learning, and system identification simulations essentially use eigenvectors. Calculating eigenvectors for very large matrices using conventional methods is compute-intensive and…

Performance · Computer Science 2020-06-17 Shrey Dabhi , Manojkumar Parmar

This work presents a novel approach to compute the eigenvalues of non-Hermitian matrices using an enhanced shifted QR algorithm. The existing QR algorithms fail to converge early in the case of non-hermitian matrices, and our approach shows…

Numerical Analysis · Mathematics 2025-10-16 Chahat Ahuja , Partha Chowdhury , Subhashree Mohapatra

Recently, triple decomposition has attracted increasing attention for decomposing third-order tensors into three factor tensors. However, this approach is limited to third-order tensors and enforces uniformity in the lower dimensions across…

Numerical Analysis · Mathematics 2025-11-14 Kunjing Yang , Libin Zheng , Minru Bai

In this work we are interested in general linear inverse problems where the corresponding forward problem is solved iteratively using fixed point methods. Then one-shot methods, which iterate at the same time on the forward problem solution…

Numerical Analysis · Mathematics 2024-05-15 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

This article introduces a new fast direct solver for linear systems arising out of wide range of applications, integral equations, multivariate statistics, radial basis interpolation, etc., to name a few. \emph{The highlight of this new…

Numerical Analysis · Mathematics 2014-07-08 Sivaram Ambikasaran , Eric Darve

Higher order tensor inversion is possible for even order. We have shown that a tensor group endowed with the Einstein (contracted) product is isomorphic to the general linear group of degree $n$. With the isomorphic group structures, we…

Numerical Analysis · Mathematics 2011-09-20 Michael Brazell , Na Li , Carmeliza Navasca , Christino Tamon

In this manuscript, we propose matrix- and tensor-oriented methods for the numerical solution of the multidimensional evolutionary space-fractional complex Ginzburg--Landau equation. After a suitable spatial semidiscretization, the…

Numerical Analysis · Mathematics 2025-10-27 Marco Caliari , Fabio Cassini

We study integrable models solvable by the nested algebraic Bethe ansatz and possessing the GL(3)-invariant R-matrix. We consider a composite model where the total monodromy matrix of the model is presented as a product of two partial…

Mathematical Physics · Physics 2015-08-03 Stanislav Pakuliak , Eric Ragoucy , Nikita A. Slavnov

We introduce LADDER (Learning through Autonomous Difficulty-Driven Example Recursion), a framework which enables Large Language Models to autonomously improve their problem-solving capabilities through self-guided learning by recursively…

Machine Learning · Computer Science 2025-03-06 Toby Simonds , Akira Yoshiyama

We introduce an eigenvalue-preserving transformation algorithm from the generalized eigenvalue problem by matrix pencil of the upper and the lower bidiagonal matrices into a standard eigenvalue problem while preserving sparsity, using the…

Numerical Analysis · Mathematics 2025-05-06 Katsuki Kobayashi , Kazuki Maeda , Satoshi Tsujimoto