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In this paper, we propose, analyze and demonstrate a dynamic momentum method to accelerate power and inverse power iterations with minimal computational overhead. The method can be applied to real diagonalizable matrices, is provably…

Numerical Analysis · Mathematics 2024-07-08 Christian Austin , Sara Pollock , Yunrong Zhu

We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…

General Physics · Physics 2009-11-07 F. Andreozzi , A. Porrino , N. Lo Iudice

This paper introduces a simple variant of the power method. It is shown analytically and numerically to accelerate convergence to the dominant eigenvalue/eigenvector pair; and, it is particularly effective for problems featuring a small…

Numerical Analysis · Mathematics 2020-09-01 Nilima Nigam , Sara Pollock

An efficient algorithm for computing eigenvectors of a matrix of integers by exact computation is proposed. The components of calculated eigenvectors are expressed as polynomials in the eigenvalue to which the eigenvector is associated, as…

Numerical Analysis · Mathematics 2019-02-19 Shinichi Tajima , Katsuyoshi Ohara , Akira Terui

The power method (or iteration) is a well-known classical technique that can be used to find the dominant eigenpair of a matrix. Here, we present a variational quantum circuit method for the power iteration, which can be used to find the…

Quantum Physics · Physics 2021-10-08 Ammar Daskin

Partially observable Markov decision processes (POMDPs) have recently become popular among many AI researchers because they serve as a natural model for planning under uncertainty. Value iteration is a well-known algorithm for finding…

Artificial Intelligence · Computer Science 2011-06-02 N. L. Zhang , W. Zhang

The inverse power method is a numerical algorithm to obtain the eigenvectors of a matrix. In this work, we develop an iteration algorithm, based on the inverse power method, to numerically solve the Schr\"odinger equation that couples an…

Computational Physics · Physics 2024-03-06 Jiaxing Zhao , Shuzhe Shi

We prove the method of power iteration for matrices with at most finite entries from the Levi-Civita field $\mathcal C$ under the assumption that there exists an eigenvalue with the strictly largest in absolute value complex part. In this…

Numerical Analysis · Mathematics 2023-11-14 Ragon Ebker , Anna Muranova , Max Schmidt

Spectral clustering is one of the most important algorithms in data mining and machine intelligence; however, its computational complexity limits its application to truly large scale data analysis. The computational bottleneck in spectral…

Machine Learning · Computer Science 2015-05-13 Christos Boutsidis , Alex Gittens , Prabhanjan Kambadur

This paper introduces an efficient algorithm for finding the dominant generalized eigenvectors of a pair of symmetric matrices. Combining tools from approximation theory and convex optimization, we develop a simple scalable algorithm with…

Optimization and Control · Mathematics 2019-06-26 Vien V. Mai , Mikael Johansson

We present a stochastic variance-reduced heavy ball power iteration algorithm for solving PCA and provide a convergence analysis for it. The algorithm is an extension of heavy ball power iteration, incorporating a step size so that progress…

Optimization and Control · Mathematics 2019-01-25 Cheolmin Kim , Diego Klabjan

We examine some numerical iterative methods for computing the eigenvalues and eigenvectors of real matrices. The five methods examined here range from the simple power iteration method to the more complicated QR iteration method. The…

Numerical Analysis · Mathematics 2011-05-09 Maysum Panju

The quantum mechanical expression relating two commuting operators is reformulated such that the power method (also called method of moments) for iteratively calculating eigenvalues and eigenvectors becomes applicable. The new iterative…

Quantum Physics · Physics 2015-07-22 Wolfgang A. Berger

In the iterative algorithm recently proposed by Waxman for solving eigenvalue problems, we point out that the convergence rate may be improved. For many non-singular symmetric potentials which vanish asymptotically, a simple analytical…

Quantum Physics · Physics 2009-11-13 W. A. Berger , H. G. Miller

The power method is a basic method for computing the dominant eigenpair of a matrix. In this paper, we propose a structure-preserving power-like method for computing the dominant conjugate pair of purely imaginary eigenvalues and the…

Numerical Analysis · Mathematics 2024-09-10 Qingqing Zheng

An important method for search engine result ranking works by finding the principal eigenvector of the "Google matrix." Recently, a quantum algorithm for preparing this eigenvector and evidence of an exponential speedup for some scale-free…

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

In this work we discuss the possibility to reduce the computational complexity of modal methods, i.e. methods based on eigenmodes expansion, from the third power to the second power of the number of eigenmodes. The proposed approach is…

Computational Physics · Physics 2016-05-04 Igor Semenikhin , Mauro Zanuccoli

The power method is one of the most fundamental tools for extracting top principal components from data through low-rank matrix approximation. Yet, when the target rank is large, the cost of matrix multiplication associated with this…

Numerical Analysis · Mathematics 2026-05-12 Shabarish Chenakkod , Michał Dereziński

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…

Numerical Analysis · Mathematics 2022-08-11 Andrew V. Terekhov
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