English
Related papers

Related papers: A FEAST SVDsolver based on Chebyshev--Jackson seri…

200 papers

This paper proposes an efficient method for computing selected generalized eigenpairs of a sparse Hermitian definite matrix pencil $(A,B)$. Based on Zolotarev's best rational function approximations of the signum function and conformal…

Numerical Analysis · Mathematics 2021-01-01 Yingzhou Li , Haizhao Yang

The randomized SVD is a method to compute an inexpensive, yet accurate, low-rank approximation of a matrix. The algorithm assumes access to the matrix through matrix-vector products (matvecs). Therefore, when we would like to apply the…

Numerical Analysis · Mathematics 2025-12-01 David Persson , Tyler Chen , Christopher Musco

Solving the Kohn-Sham eigenvalue problem constitutes the most computationally expensive part in self-consistent density functional theory (DFT) calculations. In a previous paper, we have proposed a nonlinear Chebyshev-filtered subspace…

Materials Science · Physics 2009-11-13 Yunkai Zhou , Yousef Saad , Murilo L. Tiago , James R. Chelikowsky

This work extends our previous study from S. Shrestha et al. (2024) by introducing a new abstract framework for Variational Multiscale (VMS) methods at the discrete level. We introduce the concept of what we define as the optimal projector…

Numerical Analysis · Mathematics 2025-03-04 Suyash Shrestha , Marc Gerritsma , Gonzalo Rubio , Steven Hulshoff , Esteban Ferrer

We propose a novel approach for hyperspectral super-resolution, that is based on low-rank tensor approximation for a coupled low-rank multilinear (Tucker) model. We show that the correct recovery holds for a wide range of multilinear ranks.…

Signal Processing · Electrical Eng. & Systems 2020-01-22 Clémence Prévost , Konstantin Usevich , Pierre Comon , David Brie

The Singular Value Decomposition (SVD) of matrices is a widely used tool in scientific computing. In many applications of machine learning, data analysis, signal and image processing, the large datasets are structured into tensors, for…

Numerical Analysis · Mathematics 2023-11-07 Anas El Hachimi , Khalide Jbilou , Mustapha Hached , Ahmed Ratnani

The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD…

Numerical Analysis · Mathematics 2016-08-31 Ting-Li Chen , Dawei D. Chang , Su-Yun Huang , Hung Chen , Chienyao Lin , Weichung Wang

We present a new sublinear time algorithm for approximating the spectral density (eigenvalue distribution) of an $n\times n$ normalized graph adjacency or Laplacian matrix. The algorithm recovers the spectrum up to $\epsilon$ accuracy in…

Data Structures and Algorithms · Computer Science 2022-04-18 Vladimir Braverman , Aditya Krishnan , Christopher Musco

Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…

Methodology · Statistics 2016-05-10 Juhee Cho , Donggyu Kim , Karl Rohe

In this work, we present a randomized coreset construction for projective clustering, which involves computing a set of $k$ closest $j$-dimensional linear (affine) subspaces of a given set of $n$ vectors in $d$ dimensions. Let $A \in…

Computational Geometry · Computer Science 2018-07-17 Rameshwar Pratap , Sandeep Sen

In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach. However, a key practical difficulty of sketching an SVD is that the…

Machine Learning · Statistics 2020-03-12 Miles E. Lopes , N. Benjamin Erichson , Michael W. Mahoney

Singular values of a data in a matrix form provide insights on the structure of the data, the effective dimensionality, and the choice of hyper-parameters on higher-level data analysis tools. However, in many practical applications such as…

Machine Learning · Statistics 2017-03-21 Ashish Khetan , Sewoong Oh

This paper introduces a high-order-accurate strategy for integration of singular kernels and edge-singular integral densities that appear in the context of boundary integral equation formulations of the problem of acoustic scattering. In…

Numerical Analysis · Mathematics 2018-07-06 Oscar P. Bruno , Emmanuel Garza

In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…

Optimization and Control · Mathematics 2024-05-08 Spyridon Pougkakiotis , Jacek Gondzio , Dionysis Kalogerias

Chebyshev spectral methods are widely used in numerical computations. When the underlying function has a singularity, it has been observed by L. N. Trefethen in 2011 that its Chebyshev interpolants exhibit an error localization property,…

Numerical Analysis · Mathematics 2023-06-09 Haiyong Wang

In a recent article [1], the FEAST algorithm has been presented as a general purpose eigenvalue solver which is ideally suited for addressing the numerical challenges in electronic structure calculations. Here, FEAST is presented beyond the…

Materials Science · Physics 2015-05-28 Alan Levin , Deyin Zhang , Eric Polizzi

We propose new algorithms for singular value decomposition (SVD) of very large-scale matrices based on a low-rank tensor approximation technique called the tensor train (TT) format. The proposed algorithms can compute several dominant…

Numerical Analysis · Mathematics 2016-02-11 Namgil Lee , Andrzej Cichocki

We present a cost-reduced approach for the distinguishable cluster approximation to coupled cluster with singles, doubles and iterative triples (DC-CCSDT) based on a tensor decomposition of the triples amplitudes. The triples amplitudes and…

Chemical Physics · Physics 2025-03-07 Charlotte Rickert , Denis Usvyat , Daniel Kats

The Randomized Singular Value Decomposition (RSVD) is a widely used algorithm for efficiently computing low-rank approximations of large matrices, without the need to construct a full-blown SVD. Of interest, of course, is the approximation…

Numerical Analysis · Mathematics 2025-10-09 Danil Akhtiamov , Reza Ghane , Babak Hassibi

We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This…

Numerical Analysis · Mathematics 2016-12-12 Richard Mikael Slevinsky , Sheehan Olver