Related papers: Fast Principal Minor Algorithms for Quantum Many B…
We show how rational function approximations to the logarithm, such as $\log z \approx (z^2 - 1)/(z^2 + 6z + 1)$, can be turned into fast algorithms for approximating the determinant of a very large matrix. We empirically demonstrate that…
We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…
This paper introduces a fast algorithm for simultaneous inversion and determinant computation of small sized matrices in the context of fully Polarimetric Synthetic Aperture Radar (PolSAR) image processing and analysis. The proposed fast…
We present two diagrammatic Monte Carlo methods for quantum systems coupled with harmonic baths, whose dynamics are described by integro-differential equations. The first approach can be considered as a reformulation of Dyson series, and…
We present a continuous-variable photonic quantum algorithm for the Monte Carlo evaluation of multi-dimensional integrals. Our algorithm encodes n-dimensional integration into n+3 modes and can provide a quadratic speedup in runtime…
Affine quantization, which is a parallel procedure with canonical quantization, needs to use its principal quantum operators, most simply $D=(PQ+QP)/2$ and $Q\neq0$, to represent appropriate kinetic factors, normally $P^2$, which involve…
We survey old and new results about optimal algorithms for summation of finite sequences and for integration of functions from Hoelder or Sobolev spaces. First we discuss optimal deterministic and randomized algorithms. Then we add a new…
We consider the problem of constructing roadmaps of real algebraic sets. The problem was introduced by Canny to answer connectivity questions and solve motion planning problems. Given $s$ polynomial equations with rational coefficients, of…
Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…
In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently…
An algorithm is presented for the efficient and accurate computation of the coefficients of the characteristic polynomial of a general square matrix. The algorithm is especially suited for the evaluation of canonical traces in determinant…
We present a deterministic algorithm for solving a wide range of dynamic programming problems in trees in $O(\log D)$ rounds in the massively parallel computation model (MPC), with $O(n^\delta)$ words of local memory per machine, for any…
Symmetric submodular maximization is an important class of combinatorial optimization problems, including MAX-CUT on graphs and hyper-graphs. The state-of-the-art algorithm for the problem over general constraints has an approximation ratio…
We exhibit an explicit, deterministic algorithm for finding a canonical form for a positive definite matrix under unimodular integral transformations. We use characteristic sets of short vectors and partition-backtracking graph software.…
We present a deterministic incremental algorithm for \textit{exactly} maintaining the size of a minimum cut with $\widetilde{O}(1)$ amortized time per edge insertion and $O(1)$ query time. This result partially answers an open question…
Simulating long-range interacting systems is a challenging task due to its computational complexity that the computational effort for each local update is of order $\cal{O}$$(N)$, where $N$ is the size of system. Recently, a technique,…
In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…
We present an algorithm which allows to solve analytically linear systems of differential equations which factorize to first order. The solution is given in terms of iterated integrals over an alphabet where its structure is implied by the…
Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…
The permanent of a square matrix is defined in a way similar to the determinant, but without using signs. The exact computation of the permanent is hard, but there are Monte-Carlo algorithms that can estimate general permanents. Given a…