Related papers: Accurate complex Jacobi rotations
In this paper, we consider a family of Jacobi-type algorithms for simultaneous orthogonal diagonalization problem of symmetric tensors. For the Jacobi-based algorithm of [SIAM J. Matrix Anal. Appl., 2(34):651--672, 2013], we prove its…
In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…
The reciprocal square root is an important computation for which many sophisticated algorithms exist (see for example \cite{Moroz,863046,863031} and the references therein). A common theme is the use of Newton's method to refine the…
In this paper a recursive algorithm is presented for evaluating multivariate Pad\'e approximants (of the rectangular type described in the work of Lutterodt) which is analogous to the Jacobi formula for univariate Pad\'e approximants. This…
We develop a new method for equality constrained optimization problems based on a sequential cubic programming framework. Each iteration utilizes a step decomposition based on the Jacobian of the constraints into a normal and a tangential…
The paper describes several efficient parallel implementations of the one-sided hyperbolic Jacobi-type algorithm for computing eigenvalues and eigenvectors of Hermitian matrices. By appropriate blocking of the algorithms an almost ideal…
Jacobi-type algorithms for simultaneous approximate diagonalization of real (or complex) symmetric tensors have been widely used in independent component analysis (ICA) because of their good performance. One natural way of choosing the…
The applicability of advanced classical mechanics (viz., the Lagrangian and/or Hamiltonian approaches) to real-world problems may not always seem straightforward, despite the mathematical rigor and elegance of this field. Here, we present a…
This paper deals with a hybrid joint diagonalization (JD) problem considering both Hermitian and transpose congruences. Such problem can be encountered in certain non-circular signal analysis applications including blind source separation.…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
We introduce a certain differential (heat) operator on the space of Hermitian Jacobi forms of degree 1, show it's commutation with certain Hecke operators and use it to construct a lift of elliptic cusp forms to Hermitian Jacobi cusp forms.…
We study spaces of reflectionless Jacobi matrices. The main theme is the following type of question: Given a reflectionless Jacobi matrix, is it possible to approximate it by other reflectionless and, typically, simpler Jacobi matrices of a…
The hierarchical interpolative factorization for elliptic partial differential equations is a fast algorithm for approximate sparse matrix inversion in linear or quasilinear time. Its accuracy can degrade, however, when applied to strongly…
This paper presents a method for the accurate and efficient computations on scalar, vector and tensor fields in three-dimensional spherical polar coordinates. The methods uses spin-weighted spherical harmonics in the angular directions and…
Compact formulas for trapped-particle and passing-particle guiding-center orbits in axisymmetric tokamak geometry are given in terms of the Jacobi elliptic functions and complete elliptic integrals. These formulas can find applications in…
Landen formulas, which connect Jacobi elliptic functions with different modulus parameters, were first obtained over two hundred years ago by making a suitable quadratic transformation of variables in elliptic integrals. We obtain and…
We present a relative forward error analysis of a mixed-precision preconditioned one-sided Jacobi algorithm, analogous to a two-sided version introduced in [N. J. Higham, F. Tisseur, M. Webb and Z. Zhou, SIAM J. Matrix Anal. Appl. 46…
Iterative methods with certified convergence for the computation of Gauss--Jacobi quadratures are described. The methods do not require a priori estimations of the nodes to guarantee its fourth-order convergence. They are shown to be…
This paper develops matrix-multiplication-based iterative refinement for diagonalizable non-Hermitian eigendecompositions. The main theory concerns simple eigenvalues and distinguishes two input regimes. In the right-only regime, where only…
A discrete rotation algorithm can be apprehended as a parametric application $f\_\alpha$ from $\ZZ[i]$ to $\ZZ[i]$, whose resulting permutation ``looks like'' the map induced by an Euclidean rotation. For this kind of algorithm, to be…