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Given a large real symmetric, positive semidefinite m-by-m matrix, the goal of this paper is to show how a numerical approximation of the entropy, given by the sum of the entropies of the individual eigenvalues, can be computed in an…

Numerical Analysis · Mathematics 2014-06-13 Thomas P. Wihler , Bänz Bessire , André Stefanov

Fast matrix multiplication algorithms may be useful, provided that their running time is good in practice. Particularly, the leading coefficient of their arithmetic complexity needs to be small. Many sub-cubic algorithms have large leading…

Data Structures and Algorithms · Computer Science 2020-08-11 Gal Beniamini , Nathan Cheng , Olga Holtz , Elaye Karstadt , Oded Schwartz

This paper establishes a new comparison principle for the minimum eigenvalue of a sum of independent random positive-semidefinite matrices. The principle states that the minimum eigenvalue of the matrix sum is controlled by the minimum…

Probability · Mathematics 2025-01-29 Joel A. Tropp

Matrix multiplication is a fundamental building block for large scale computations arising in various applications, including machine learning. There has been significant recent interest in using coding to speed up distributed matrix…

Information Theory · Computer Science 2019-05-17 Wei-Ting Chang , Ravi Tandon

Dual quaternion matrices have various applications in robotic research and its spectral theory has been extensively studied in recent years. In this paper, we extend Jacobi method to compute all eigenpairs of dual quaternion Hermitian…

Numerical Analysis · Mathematics 2024-06-26 Yongjun Chen , Liping Zhang

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…

Data Structures and Algorithms · Computer Science 2014-08-22 Michael B. Cohen , Yin Tat Lee , Cameron Musco , Christopher Musco , Richard Peng , Aaron Sidford

The problem of iterated partial summations is solved for some discrete distributions defined on discrete supports. The power method, usually used as a computational approach to finding matrix eigenvalues and eigenvectors, is in some cases…

Probability · Mathematics 2019-01-28 Michaela Koscova , Radoslav Harman , Jan Macutek

There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…

Data Structures and Algorithms · Computer Science 2013-04-05 Mu Li , Gary L. Miller , Richard Peng

We present methods that can provide an exponential savings in the resources required to perform dynamic parameter estimation using quantum systems. The key idea is to merge classical compressive sensing techniques with quantum control…

Quantum Physics · Physics 2015-06-16 Easwar Magesan , Alexandre Cooper , Paola Cappellaro

This note gives a simple analysis of a randomized approximation scheme for matrix multiplication proposed by Sarlos (2006) based on a random rotation followed by uniform column sampling. The result follows from a matrix version of…

Data Structures and Algorithms · Computer Science 2012-11-26 Daniel Hsu , Sham M. Kakade , Tong Zhang

In this paper, we propose a decomposition approach for eigenvalue problems with spatial symmetries, including the formulation, discretization as well as implementation. This approach can handle eigenvalue problems with either Abelian or…

Numerical Analysis · Mathematics 2012-11-16 Jun Fang , Xingyu Gao , Aihui Zhou

Graph sparsification is a well-established technique for accelerating graph-based learning algorithms, which uses edge sampling to approximate dense graphs with sparse ones. Because the sparsification error is random and unknown, users must…

Machine Learning · Computer Science 2025-03-12 Siyao Wang , Miles E. Lopes

Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…

Numerical Analysis · Mathematics 2021-10-05 Joel A. Tropp

A real square matrix is Perron-like if it has a real eigenvalue $s$, called the principal eigenvalue of the matrix, and $\mbox{Re}\,\mu<s$ for any other eigenvalue $\mu$. Nonnegative matrices and symmetric ones are typical examples of this…

Numerical Analysis · Mathematics 2020-08-18 Desheng Li , Ruijing Wang

In this work, we present a method to exponentiate non-sparse indefinite low-rank matrices on a quantum computer. Given an operation for accessing the elements of the matrix, our method allows singular values and associated singular vectors…

Quantum Physics · Physics 2018-01-31 Patrick Rebentrost , Adrian Steffens , Seth Lloyd

The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…

Machine Learning · Statistics 2016-11-03 Konstantinos Benidis , Ying Sun , Prabhu Babu , Daniel P. Palomar

In recent years, the fervent demand for computational power across various domains has prompted hardware manufacturers to introduce specialized computing hardware aimed at enhancing computational capabilities. Particularly, the utilization…

Numerical Analysis · Mathematics 2024-03-12 Hongyaoxing Gu

We present efficient numerical techniques for calculation of eigenvalue distributions of random matrices in the beta-ensembles. We compute histograms using direct simulations on very large matrices, by using tridiagonal matrices with…

Mathematical Physics · Physics 2007-05-23 Alan Edelman , Per-Olof Persson

A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…

Numerical Analysis · Mathematics 2022-06-22 Nicola Guglielmi , Christian Lubich , Stefano Sicilia

Eigenvectors of matrices on a network have been used for understanding spectral clustering and influence of a vertex. For matrices with small geodesic-width, we propose a distributed iterative algorithm in this letter to find eigenvectors…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-24 Nazar Emirov , Cheng Cheng , Qiyu Sun , Zhihua Qu
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