Related papers: An Efficient Method to Verify the Inclusion of Ell…

Multi-dimensional distributions of discrete data that resemble ellipsoids arise in numerous areas of science, statistics, and computational geometry. We describe a complete algebraic algorithm to determine the quadratic form specifying the…

Two numerical algorithms are proposed for computing an interval matrix containing the matrix gamma function. In 2014, the author presented algorithms for enclosing all the eigenvalues and basis of invariant subspaces of $A \in \mathbb{C}^{n…

This paper presents a new algorithm based on interval methods for rigorously constructing inner estimates of feasible parameter regions together with enclosures of the solution set for parameter-dependent systems of nonlinear equations in…

Given an arbitrary convex symmetric n-dimensional body, we construct a natural and non-trivial continuous map which associates ellipsoids to ellipsoids, such that the Lowner-John ellipsoid of the body is its unique fixed point. A new…

Elliptical slice sampling, when adapted to linearly truncated multivariate normal distributions, is a rejection-free Markov chain Monte Carlo method. At its core, it requires analytically constructing an ellipse-polytope intersection. The…

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

The paper suggests a preconditioning type method for fast solving of elliptic equations with oscillating quasiperiodic coefficients $A_\epsilon$ specified by the small parameter $\epsilon>0$. We use an iteration method generated by an…

We introduce the concept of compressed convolution, a technique to convolve a given data set with a large number of non-orthogonal kernels. In typical applications our technique drastically reduces the effective number of computations. The…

The crosscap number of a knot is an invariant describing the non-orientable surface of smallest genus that the knot bounds. Unlike knot genus (its orientable counterpart), crosscap numbers are difficult to compute and no general algorithm…

The discrete acyclic convolution computes the 2n-1 sums sum_{i+j=k; (i,j) in [0,1,2,...,n-1]^2} (a_i b_j) in O(n log n) time. By using suitable offsets and setting some of the variables to zero, this method provides a tool to calculate all…

Let P be a set of n points in R^3. The 2-center problem for P is to find two congruent balls of minimum radius whose union covers P. We present two randomized algorithms for computing a 2-center of P. The first algorithm runs in O(n^3 log^5…

This note studies numerical methods for solving compositional optimization problems, where the inner function is smooth, and the outer function is Lipschitz continuous, non-smooth, and non-convex but exhibits one of two special structures…

This study presents a generalised least squares based method for fitting polygons and ellipses to data points. The method is based on a trigonometric fitness function that approximates a unit shape accurately, making it applicable to…

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…

An exact algorithm is presented for solving edge weighted graph partitioning problems. The algorithm is based on a branch and bound method applied to a continuous quadratic programming formulation of the problem. Lower bounds are obtained…

We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…

Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…

Estimation of the number of superimposed sinusoids in the presence of noise is an important model order selection (MOS) problem in statistical signal processing. In this paper, we propose a new approach to the design of MOS algorithms for…

Spanners have been shown to be a powerful tool in graph algorithms. Many spanner constructions use a certain type of clustering at their core, where each cluster has small diameter and there are relatively few spanner edges between…

The large sparse linear systems arising from the finite element or finite difference discretization of elliptic PDEs can be solved directly via, e.g., nested dissection or multifrontal methods. Such techniques reorder the nodes in the grid…