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In this paper, an inexact Newton method for solving real-valued nonlinear eigenvalue problems with eigenvector dependency (NEPv) is introduced that is able to solve the problem on a matrix level. Our main contribution is to derive a variant…

Numerical Analysis · Mathematics 2024-09-04 Tom Werner

We study a class of monotone inclusions called "self-concordant inclusion" which covers three fundamental convex optimization formulations as special cases. We develop a new generalized Newton-type framework to solve this inclusion. Our…

Optimization and Control · Mathematics 2017-07-25 Quoc Tran-Dinh , Tianxiao Sun , Shu Lu

A new approach which generalizes the Selective Modal Analyis (SMA) and algorithms based upon it for solving the generalized eigenvalue problem is described. This approach allows for the systematic consideration of physical properties of the…

Rings and Algebras · Mathematics 2007-05-23 Julian Barquin

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

We propose a variational method for constructing the eigenvalues and generalized eigenvalues for an arbitrary $N\times N$ complex matrix. The quantum part of our algorithm is based on encoding the matrix elements into the pure state of a…

Quantum Physics · Physics 2026-05-08 Alexander I. Zenchuk , Junde Wu

The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…

Numerical Analysis · Mathematics 2022-02-25 Qichen Hong , Hehu Xie , Fei Xu

We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…

Numerical Analysis · Mathematics 2016-01-07 Robert M. Gower , Peter Richtárik

In this paper we introduce an algorithm based on a sparse grid adaptive refinement, for the approximation of the eigensolutions to parametric problems arising from elliptic partial differential equations. In particular, we are interested in…

Numerical Analysis · Mathematics 2022-10-20 Moataz M. Alghamdi , Daniele Boffi , Francesca Bonizzoni

We propose a quantum algorithm for finding eigenvalues of non-unitary matrices. We show how to construct, through interactions in a quantum system and projective measurements, a non-Hermitian or non-unitary matrix and obtain its eigenvalues…

Quantum Physics · Physics 2010-12-07 Hefeng Wang , Lian-Ao Wu , Yu-xi Liu , Franco Nori

We introduce a machine-learning framework to learn the hyperparameter sequence of first-order methods (e.g., the step sizes in gradient descent) to quickly solve parametric convex optimization problems. Our computational architecture…

Optimization and Control · Mathematics 2024-12-23 Rajiv Sambharya , Bartolomeo Stellato

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

Data Structures and Algorithms · Computer Science 2024-12-25 Marin Bougeret , Jérémy Omer , Michael Poss

Many eigenvalue problems arising in practice are often of the generalized form $A\x=\lambda B\x$. One particularly important case is symmetric, namely $A, B$ are Hermitian and $B$ is positive definite. The standard algorithm for solving…

Quantum Physics · Physics 2021-10-20 Changpeng Shao , Jin-Peng Liu

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

We investigate the use of Minimax distances to extract in a nonparametric way the features that capture the unknown underlying patterns and structures in the data. We develop a general-purpose and computationally efficient framework to…

Machine Learning · Computer Science 2023-01-02 Morteza Haghir Chehreghani

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor

We propose a general dual ascent framework for Lagrangean decomposition of combinatorial problems. Although methods of this type have shown their efficiency for a number of problems, so far there was no general algorithm applicable to…

Data Structures and Algorithms · Computer Science 2017-01-13 Paul Swoboda , Jan Kuske , Bogdan Savchynskyy

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

Methodology · Statistics 2020-06-09 M. Taavoni , M. Arashi

The feature frame is a key idea of feature matching problem between two images. However, most of the traditional matching methods only simply employ the spatial location information (the coordinates), which ignores the shape and orientation…

Computer Vision and Pattern Recognition · Computer Science 2019-10-29 Liang Shen , Jiahua Zhu , Chongyi Fan , Xiaotao Huang , Tian Jin

We present a greedy algorithm for computing selected eigenpairs of a large sparse matrix $H$ that can exploit localization features of the eigenvector. When the eigenvector to be computed is localized, meaning only a small number of its…

Computational Physics · Physics 2021-02-09 Taylor M. Hernandez , Roel Van Beeumen , Mark A. Caprio , Chao Yang

In tomographic reconstruction, the goal is to reconstruct an unknown object from a collection of line integrals. Given a complete sampling of such line integrals for various angles and directions, explicit inverse formulas exist to…

Numerical Analysis · Mathematics 2018-01-18 Tristan van Leeuwen , Simon Maretzke , K. Joost Batenburg