Related papers: Robust level-3 BLAS Inverse Iteration from the Hes…
We propose a new method for computing the eigenvalue decomposition of a dense real normal matrix $A$ through the decomposition of its skew-symmetric part. The method relies on algorithms that are known to be efficiently implemented, such as…
Rapid convergence of the shifted QR algorithm on symmetric matrices was shown more than fifty years ago. Since then, despite significant interest and its practical relevance, an understanding of the dynamics and convergence properties of…
The hierarchical matrix framework partitions matrices into subblocks that are either small or of low numerical rank, enabling linear storage complexity and efficient matrix-vector multiplication. This work focuses on the $H^2$-matrix format…
We evaluate the accuracy of the quantum inverse (Q-Inv) algorithm in which the multiplication of $\hat{H}^{-k}$ to the reference wavefunction is replaced by the Fourier Transformed multiplication of $e^{-i\lambda \hat{H}}$, as a function of…
Nonlinear least-squares problems are a special class of unconstrained optimization problems in which their gradient and Hessian have special structures. In this paper, we exploit these structures and proposed a matrix-free algorithm with a…
We present a rational filter for computing all eigenvalues of a symmetric definite eigenvalue problem lying in an interval on the real axis. The linear systems arising from the filter embedded in the subspace iteration framework, are solved…
The Schur decomposition of a square matrix $A$ is an important intermediate step of state-of-the-art numerical algorithms for addressing eigenvalue problems, matrix functions, and matrix equations. This work is concerned with the following…
Pole-swapping algorithms, generalizations of bulge-chasing algorithms, have been shown to be a viable alternative to the bulge-chasing QZ algorithm for solving the generalized eigenvalue problem for a matrix pencil A - {\lambda}B. It is…
A novel orthogonalization-free method together with two specific algorithms are proposed to solve extreme eigenvalue problems. On top of gradient-based algorithms, the proposed algorithms modify the multi-column gradient such that earlier…
We propose a rational QZ method for the solution of the dense, unsymmetric generalized eigenvalue problem. This generalization of the classical QZ method operates implicitly on a Hessenberg, Hessenberg pencil instead of on a Hessenberg,…
This paper presents new approaches for finding the determinant and inverse of a matrix. The choice of pivot selection is kept arbitrary and can be made according to the users need. So the ill conditioned matrices can be handled easily. The…
The focus of this work is on an alternative implementation of the iterative ensemble smoother (iES). We show that iteration formulae similar to those used in \cite{chen2013-levenberg,emerick2012ensemble} can be derived by adopting a…
We propose a hyperpower iteration for numerical computation of the outer generalized inverse of a matrix which achieves the 18th order of convergence by using only seven matrix multiplication per iteration loop. This is the record high…
We consider a quadrature-based eigensolver to find eigenpairs of Hermitian matrices arising in lattice quantum chromodynamics. To reduce the computational cost for finding eigenpairs of such Hermitian matrices, we propose a new technique…
We study integrable models solvable by the nested algebraic Bethe ansatz and possessing GL(3)-invariant R-matrix. We obtain determinant representations for form factors of off-diagonal entries of the monodromy matrix. These representations…
We propose a framework for the joint inference of network topology, multi-type interaction kernels, and latent type assignments in heterogeneous interacting particle systems from multi-trajectory data. This learning task is a challenging…
An algorithm of the tensor renormalization group is proposed based on a randomized algorithm for singular value decomposition. Our algorithm is applicable to a broad range of two-dimensional classical models. In the case of a square…
In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…
Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…
We propose an iterative algorithm for low-rank matrix completion that can be interpreted as both an iteratively reweighted least squares (IRLS) algorithm and a saddle-escaping smoothing Newton method applied to a non-convex rank surrogate…