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We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the…

Machine Learning · Computer Science 2019-02-28 Henry Chai , Roman Garnett

We consider the low-rank alternating directions implicit (ADI) iteration for approximately solving large-scale algebraic Sylvester equations. Inside every iteration step of this iterative process a pair of linear systems of equations has to…

Numerical Analysis · Mathematics 2023-12-06 Patrick Kürschner

The inverse of a large matrix can often be accurately approximated by a polynomial of degree significantly lower than the order of the matrix. The iteration polynomial generated by a run of the GMRES algorithm is a good candidate, and its…

Numerical Analysis · Mathematics 2025-02-26 Mark Embree , Joel A. Henningsen , Jordan Jackson , Ronald B. Morgan

We give a self-contained randomized algorithm based on shifted inverse iteration which provably computes the eigenvalues of an arbitrary matrix $M\in\mathbb{C}^{n\times n}$ up to backward error $\delta\|M\|$ in…

Numerical Analysis · Mathematics 2022-05-16 Jess Banks , Jorge Garza-Vargas , Nikhil Srivastava

The QR-algorithm is one of the most important algorithms in linear algebra. Its several variants make feasible the computation of the eigenvalues and eigenvectors of a numerical real or complex matrix, even when the dimensions of the matrix…

Numerical Analysis · Mathematics 2020-09-02 Avinash Kulkarni , Tristan Vaccon

For solving linear ill-posed problems regularization methods are required when the right hand side is with some noise. In the present paper regularized solutions are obtained by implicit iteration methods in Hilbert scales. % By exploiting…

Numerical Analysis · Mathematics 2015-05-20 Qinian Jin , Ulrich Tautenhahn

We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…

Statistics Theory · Mathematics 2025-09-09 Rishabh Dudeja , Songbin Liu , Junjie Ma

Often in applications ranging from medical imaging and sensor networks to error correction and data science (and beyond), one needs to solve large-scale linear systems in which a fraction of the measurements have been corrupted. We consider…

Numerical Analysis · Mathematics 2021-07-09 Jamie Haddock , Deanna Needell , Elizaveta Rebrova , William Swartworth

We use a unified framework to summarize sixteen randomized iterative methods including Kaczmarz method, coordinate descent method, etc. Some new iterative schemes are given as well. Some relationships with \textsc{mg} and \textsc{ddm} are…

Numerical Analysis · Mathematics 2017-09-01 Hua Xiang , Lin Zhang

In constraining iterative processes, the algorithmic operator of the iterative process is pre-multiplied by a constraining operator at each iterative step. This enables the constrained algorithm, besides solving the original problem, also…

Optimization and Control · Mathematics 2013-07-09 Yair Censor , Ioana Pantelimon , Constantin Popa

We introduce a new paradigm for finite precision iterative decoding on low-density parity-check codes over the Binary Symmetric channel. The messages take values from a finite alphabet, and unlike traditional quantized decoders which are…

Information Theory · Computer Science 2012-07-23 Shiva Kumar Planjery , David Declercq , Ludovic Danjean , Bane Vasic

In recent years twisted bi-layers of 2D materials became very popular in the field due to the possibility to totally change their electronic properties by simple rotation. At the same time, in the wide field of photonic crystals, this idea…

We consider the problem of approximating all real roots of a square-free polynomial $f$. Given isolating intervals, our algorithm refines each of them to a width of $2^{-L}$ or less, that is, each of the roots is approximated to $L$ bits…

Symbolic Computation · Computer Science 2015-03-19 Michael Kerber , Michael Sagraloff

Iterative Refinement (IR) is a classical computing technique for obtaining highly precise solutions to linear systems of equations, as well as linear optimization problems. In this paper, motivated by the limited precision of quantum…

Optimization and Control · Mathematics 2023-12-19 Mohammadhossein Mohammadisiahroudi , Brandon Augustino , Pouya Sampourmahani , Tamás Terlaky

When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…

Numerical Analysis · Mathematics 2025-01-23 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

Fourier extension is an approximation method that alleviates the periodicity requirements of Fourier series and avoids the Gibbs phenomenon when approximating functions. We describe a similar extension approach using regular wavelet bases…

Numerical Analysis · Mathematics 2020-04-08 Vincent Coppé , Daan Huybrechs

A fundamental problem in program verification concerns the termination of simple linear loops of the form x := u ; while Bx >= b do {x := Ax + a} where x is a vector of variables, u, a, and c are integer vectors, and A and B are integer…

Computational Complexity · Computer Science 2014-10-14 Joël Ouaknine , João Sousa Pinto , James Worrell

This paper establishes the first theoretical framework for analyzing the rounding-error effects on multigrid methods using mixed-precision iterative-refinement solvers. While motivated by the sparse symmetric positive definite (SPD) matrix…

Numerical Analysis · Mathematics 2020-07-15 Stephen F. McCormick , Joseph Benzaken , Rasmus Tamstorf

Inverse scattering is a fundamental challenge in many imaging applications, ranging from microscopy to remote sensing. Solving this problem often requires jointly estimating two unknowns -- the image and the scattering field inside the…

Image and Video Processing · Electrical Eng. & Systems 2025-05-21 Yuan Gao , Wenhan Guo , Yu Sun

In this paper, we propose a scalable Bayesian method for sparse covariance matrix estimation by incorporating a continuous shrinkage prior with a screening procedure. In the first step of the procedure, the off-diagonal elements with small…

Methodology · Statistics 2023-11-22 Kyoungjae Lee , Seongil Jo , Kyeongwon Lee , Jaeyong Lee
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