Related papers: Simple exponential acceleration of the power itera…
As was initially shown by Brent, exponentials of truncated power series can be computed using a constant number of polynomial multiplications. This note gives a relatively simple algorithm with a low constant factor.
We present a systematic study on the linear convergence rates of the powers of (real or complex) matrices. We derive a characterization when the optimal convergence rate is attained. This characterization is given in terms of…
Iterative phase retrieval algorithms typically employ projections onto constraint subspaces to recover the unknown phases in the Fourier transform of an image, or, in the case of x-ray crystallography, the electron density of a molecule.…
Many algorithms use data structures that maintain properties of matrices undergoing some changes. The applications are wide-ranging and include for example matchings, shortest paths, linear programming, semi-definite programming, convex…
Many problems in physics, chemistry and other fields are perturbative in nature, i.e. differ only slightly from related problems with known solutions. Prominent among these is the eigenvalue perturbation problem, wherein one seeks the…
In prioritization schemes, based on pairwise comparisons, such as the Analytical Hierarchy Process, it is necessary to extract a cardinal ranking vector from a reciprocal matrix that is unlikely to be consistent. It is natural to choose…
In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…
In this paper, we first establish the convergence criteria of the residual iteration method for solving quadratic eigenvalue problem- s. We analyze the impact of shift point and the subspace expansion on the convergence of this method. In…
The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured $n\times n$ matrix it can be computed in $\mathcal{O}(n^3)$ operations. An interesting problem arises if the input…
We present the asymptotically fastest known algorithms for some basic problems on univariate polynomial matrices: rank, nullspace, determinant, generic inverse, reduced form. We show that they essentially can be reduced to two computer…
Power iteration can improve the accuracy of randomized SVD, but requires multiple data passes, making it impractical in streaming or memory-constrained settings. We introduce a lightweight yet effective sketch-power iteration, allowing…
In this paper, we introduce novel fast matrix inversion algorithms that leverage triangular decomposition and recurrent formalism, incorporating Strassen's fast matrix multiplication. Our research places particular emphasis on triangular…
Obtaining the inverse of a large symmetric positive definite matrix $\mathcal{A}\in\mathbb{R}^{p\times p}$ is a continual challenge across many mathematical disciplines. The computational complexity associated with direct methods can be…
We present an algorithm for computing a spectral decomposition of an interval matrix as an enclosure of spectral decompositions of particular realizations of interval matrices. The algorithm relies on tight outer estimations of eigenvalues…
The eigenvalue of a Hamiltonian, $\mathcal{H}$, can be estimated through the phase estimation algorithm given the matrix exponential of the Hamiltonian, $exp(-i\mathcal{H})$. The difficulty of this exponentiation impedes the applications of…
In this paper we present an efficient algorithm to compute the eigen decomposition of a matrix that is a weighted sum of the self outer products of vectors such as a covariance matrix of data. A well known algorithm to compute the eigen…
We propose a new way of visualising the dynamics of iterative eigenvalue algorithms such as the QR algorithm, over the important special case of PSD (positive semi-definite) matrices. Many subtle and important properties of such algorithms…
The eigenvalue problem for an irreducible non negative matrix $A=[a_{ij}]$ in the max-algebra is the form $A \otimes x = \lambda x$ where $(A \otimes x)_i = \max (a_{ij}x_j), x=(x_1,x_2, \dots, x_n)^t $ and $\lambda $ refers to maximum…
We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and…
We provide a new robust convergence analysis of the well-known power method for computing the dominant singular vectors of a matrix that we call the noisy power method. Our result characterizes the convergence behavior of the algorithm when…