Related papers: A Contour Integral-Based Algorithm for Computing G…
We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…
The FEAST eigensolver is extended to the computation of the singular triplets of a large matrix $A$ with the singular values in a given interval. The resulting FEAST SVDsolver is subspace iteration applied to an approximate spectral…
We propose new iterative methods for computing nontrivial extremal generalized singular values and vectors. The first method is a generalized Davidson-type algorithm and the second method employs a multidirectional subspace expansion…
In this paper a two-sided, parallel Kogbetliantz-type algorithm for the hyperbolic singular value decomposition (HSVD) of real and complex square matrices is developed, with a single assumption that the input matrix, of order $n$, admits…
The singular value decomposition (SVD) of a matrix is a powerful tool for many matrix computation problems. In this paper, we consider generalizing the standard SVD to analyze and compute the regularized solution of linear ill-posed…
Higher order data is modeled using matrices whose entries are numerical arrays of a fixed size. These arrays, called t-scalars, form a commutative ring under the convolution product. Matrices with elements in the ring of t-scalars are…
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…
The generalized eigenvalue (GE) problems are of particular importance in various areas of science engineering and machine learning. We present a variational quantum algorithm for finding the desired generalized eigenvalue of the GE problem,…
Quantum signal processing (QSP) and generalized quantum signal processing (GQSP) are essential tools for implementing the block encoding of matrix functions. The achievable polynomials of QSP have restrictions on parity, while GQSP…
P. Van Dooren (1979) constructed an algorithm for computing all singular summands of Kronecker's canonical form of a matrix pencil. His algorithm uses only unitary transformations, which improves its numerical stability. We extend Van…
We propose a numerical method for computing all eigenvalues (and the corresponding eigenvectors) of a nonlinear holomorphic eigenvalue problem that lie within a given contour in the complex plane. The method uses complex integrals of the…
Contour integration techniques have become a popular choice for solving the linear and non-linear eigenvalue problems. They principally include the Sakurai-Sugiura methods, the Beyn's algorithm, the FEAST/NLFEAST algorithms and other…
We consider a new algorithm in light of the min-max Collatz-Wielandt formalism to compute the principal eigenvalue and the eigenvector (eigen-function) for a class of positive Perron-Frobenius-like operators. Such operators are natural…
We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…
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…
We describe an algorithm to compute the extremal eigenvalues and corresponding eigenvectors of a symmetric matrix by solving a sequence of Quadratic Binary Optimization problems. This algorithm is robust across many different classes of…
A new robust algorithm for the numerical computation of biarcs, i.e. $G^1$ curves composed of two arcs of circle, is presented. Many algorithms exist but are based on geometric constructions, which must consider many geometrical…
We present a class of algorithms based on rational Krylov methods to compute the action of a generalized matrix function on a vector. These algorithms incorporate existing methods based on the Golub-Kahan bidiagonalization as a special…
It is well known that the affine matrix rank minimization problem is NP-hard and all known algorithms for exactly solving it are doubly exponential in theory and in practice due to the combinational nature of the rank function. In this…
Investigating the stability of nonlinear waves often leads to linear or nonlinear eigenvalue problems for differential operators on unbounded domains. In this paper we propose to detect and approximate the point spectra of such operators…