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This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…

Optimization and Control · Mathematics 2026-02-17 Patrick L. Combettes , Javier I. Madariaga

An algorithmic method to exploit a general class of infinitesimal symmetries for reducing stochastic differential equations is presented and a natural definition of reconstruction, inspired by the classical reconstruction by quadratures, is…

Probability · Mathematics 2020-08-04 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

In this work, we investigate the possibility of improving multireference-driven coupled cluster (CC) approaches with an algorithm that iteratively combines complete active space (CAS) calculations with tailored CC and externally corrected…

Chemical Physics · Physics 2025-03-06 Robin Feldmann , Max Mörchen , Jakub Lang , Michał Lesiuk , Markus Reiher

Subspace clustering (SC) is a popular method for dimensionality reduction of high-dimensional data, where it generalizes Principal Component Analysis (PCA). Recently, several methods have been proposed to enhance the robustness of PCA and…

Data Structures and Algorithms · Computer Science 2015-06-09 Sanghyuk Chun , Yung-Kyun Noh , Jinwoo Shin

In \emph{Wang et al., A Shifted Laplace Rational Filter for Large-Scale Eigenvalue Problems}, the SLRF method was proposed to compute all eigenvalues of a symmetric definite generalized eigenvalue problem lying in an interval on the real…

Numerical Analysis · Mathematics 2025-10-21 Biyi Wang , Karl Meerbergen , Raf Vandebril , Hengbin An , Zeyao Mo

We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…

Numerical Analysis · Mathematics 2017-08-08 Robert O'Connor

The computation of excited states within the Complete Active Space Self-Consistent Field (CASSCF) framework remains a significant challenge in quantum chemistry, both theoretically and algorithmically. In this work, we extend the K\"ahler…

Chemical Physics · Physics 2026-04-16 Laura Grazioli , Yukuan Hu , Tommaso Nottoli , Filippo Lipparini , Eric Cancès

We introduce a new technique for solving uni-parametric versions of linear programs, convex quadratic programs, and linear complementarity problems in which a single parameter is permitted to be present in any of the input data. We…

Optimization and Control · Mathematics 2022-03-25 Nathan Adelgren

High-dimensional fractional reaction-diffusion equations have numerous applications in the fields of biology, chemistry, and physics, and exhibit a range of rich phenomena. While classical algorithms have an exponential complexity in the…

Quantum Physics · Physics 2026-01-21 Dong An , Konstantina Trivisa

A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…

Optimization and Control · Mathematics 2026-03-17 Haoming Shen , Yang Zeng , Baoyu Zhou

We propose a novel adaptive damping algorithm for the self-consistent field (SCF) iterations of Kohn-Sham density-functional theory, using a backtracking line search to automatically adjust the damping in each SCF step. This line search is…

Materials Science · Physics 2022-03-14 Michael F. Herbst , Antoine Levitt

In many scientific applications the solution of non-linear differential equations are obtained through the set-up and solution of a number of successive eigenproblems. These eigenproblems can be regarded as a sequence whenever the solution…

Mathematical Software · Computer Science 2014-07-08 Mario Berljafa , Daniel Wortmann , Edoardo Di Napoli

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…

Optimization and Control · Mathematics 2014-11-19 Ion Necoara , Dragos Clipici

This paper addresses the problem of solving nonlinear systems in the context of symmetric quantum signal processing (QSP), a powerful technique for implementing matrix functions on quantum computers. Symmetric QSP focuses on representing…

Quantum Physics · Physics 2023-07-25 Yulong Dong , Lin Lin , Hongkang Ni , Jiasu Wang

We consider the quantum implementations of the two classical iterative solvers for a system of linear equations, including the Kaczmarz method which uses a row of coefficient matrix in each iteration step, and the coordinate descent method…

Quantum Physics · Physics 2020-02-26 Changpeng Shao , Hua Xiang

A scalable algorithm for solving compact banded linear systems on distributed memory architectures is presented. The proposed method factorizes the original system into two levels of memory hierarchies, and solves it using parallel cyclic…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-05 Hang Song , Kristen V. Matsuno , Jacob R. West , Akshay Subramaniam , Aditya S. Ghate , Sanjiva K. Lele

We study a version of the randomized Kaczmarz algorithm for solving systems of linear equations where the iterates are confined to the solution space of a selected subsystem. We show that the subspace constraint leads to an accelerated…

Numerical Analysis · Mathematics 2024-06-11 Jackie Lok , Elizaveta Rebrova

In this paper we describe a parallel Gaussian elimination algorithm for matrices with entries in a finite field. Unlike previous approaches, our algorithm subdivides a very large input matrix into smaller submatrices by subdividing both…

Rings and Algebras · Mathematics 2018-06-13 Stephen Linton , Gabriele Nebe , Alice Niemeyer , Richard Parker , Jon Thackray

In this paper we present an efficient computational and symbolic algorithms for solving a backward pentadiagonal linear systems. The implementation of the algorithms using Computer Algebra Systems (CAS) such as MAPLE, MACSYMA, MATHEMATICA,…

Symbolic Computation · Computer Science 2008-03-18 A. A. Karawia