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The approximate joint diagonalization of a set of matrices consists in finding a basis in which these matrices are as diagonal as possible. This problem naturally appears in several statistical learning tasks such as blind signal…

Numerical Analysis · Computer Science 2018-12-03 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

This paper presents a Jacobi-type iteration for computing a given specified eigenpair of a symmetric matrix. For a certain class of diagonally dominant matrices, the procedure is shown to converge at a linear rate depending on how the…

Numerical Analysis · Mathematics 2026-05-26 Luca Gemignani

This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

It is well known that the Newton method may not converge when the initial guess does not belong to a specific quadratic convergence region. We propose a family of new variants of the Newton method with the potential advantage of having a…

Numerical Analysis · Mathematics 2021-03-30 Regina S. Burachik , Bethany I. Caldwell , C. Yalçın Kaya

Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…

Numerical Analysis · Mathematics 2020-04-09 Ankush Aggarwal , Sanjay Pant

Computing the regularized solution of Bayesian linear inverse problems as well as the corresponding regularization parameter is highly desirable in many applications. This paper proposes a novel iterative method, termed the Projected Newton…

Numerical Analysis · Mathematics 2025-04-08 Haibo Li

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

A Newton-type active set algorithm for large-scale minimization subject to polyhedral constraints is proposed. The algorithm consists of a gradient projection step, a second-order Newton-type step in the null space of the constraint matrix,…

Optimization and Control · Mathematics 2021-01-12 William W. Hager , Davoud Ataee Tarzanagh

Neural networks functions are supposed to be able to encode the desired solution of an inverse problem very efficiently. In this paper, we consider the problem of solving linear inverse problems with neural network coders. First we…

Functional Analysis · Mathematics 2023-03-27 Otmar Scherzer , Bernd Hofmann , Zuhair Nashed

We survey recent progress on efficient algorithms for approximately diagonalizing a square complex matrix in the models of rational (variable precision) and finite (floating point) arithmetic. This question has been studied across several…

Symbolic Computation · Computer Science 2023-05-19 Nikhil Srivastava

Most existing work uses dual decomposition and subgradient methods to solve Network Utility Maximization (NUM) problems in a distributed manner, which suffer from slow rate of convergence properties. This work develops an alternative…

Optimization and Control · Mathematics 2015-03-17 Ermin Wei , Asuman Ozdaglar , Ali Jadbabaie

The multiplicative Newton-like method developed by the author et al. is extended to the situation where the dynamics is restricted to the orthogonal group. A general framework is constructed without specifying the cost function. Though the…

Machine Learning · Computer Science 2007-05-23 Toshinao Akuzawa

We study and exactly solve the two-photon and k-photon Jaynes-Cummings models by using a novelty algebraic method. This algebraic method is based on the Pauli matrices realization and the tilting transformation of the $SU(2)$ group and let…

Quantum Physics · Physics 2018-08-29 E. Choreño , D. Ojeda-Guillén , V. D. Granados

We propose a parallel stochastic Newton method (PSN) for minimizing unconstrained smooth convex functions. We analyze the method in the strongly convex case, and give conditions under which acceleration can be expected when compared to its…

Numerical Analysis · Mathematics 2017-05-19 Mojmír Mutný , Peter Richtárik

Newton method is one of the most powerful methods for finding solutions of nonlinear equations and for proving their existence. In its "pure" form it has fast convergence near the solution, but small convergence domain. On the other hand…

Optimization and Control · Mathematics 2019-08-27 Boris Polyak , Andrey Tremba

This paper concerns developing a numerical method of the Newton type to solve systems of nonlinear equations described by nonsmooth continuous functions. We propose and justify a new generalized Newton algorithm based on graphical…

Optimization and Control · Mathematics 2010-09-03 T. Hoheisel , C. Kanzow , B. S. Mordukhovich , H. Phan

In this paper, we propose a globally convergent Newton type method to solve $\ell_0$ regularized sparse optimization problem. In fact, a line search strategy is applied to the Newton method to obtain global convergence. The Jacobian matrix…

Optimization and Control · Mathematics 2025-11-26 Yuge Ye , Qingna Li

This paper addresses the problem of synchronizing orthogonal matrices over directed graphs. For synchronized transformations (or matrices), composite transformations over loops equal the identity. We formulate the synchronization problem as…

Optimization and Control · Mathematics 2017-04-10 Johan Thunberg , Florian Bernard , Jorge Goncalves

We present a novel Newton-type method for distributed optimization, which is particularly well suited for stochastic optimization and learning problems. For quadratic objectives, the method enjoys a linear rate of convergence which provably…

Machine Learning · Computer Science 2014-05-15 Ohad Shamir , Nathan Srebro , Tong Zhang

As quantum parallelism allows the effective co-representation of classical mutually exclusive states, the diagonalization method of classical recursion theory has to be modified. Quantum diagonalization involves unitary operators whose…

High Energy Physics - Theory · Physics 2010-04-14 Karl Svozil