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The problems of matrix spectral factorization and J-spectral factorization appear to be important for practical use in many MIMO control systems. We propose a numerical algorithm for J-spectral factorization which extends Janashia-Lagvilava…

Numerical Analysis · Mathematics 2021-03-19 Lasha Ephremidze , Ilya Spitkovsky

Spectral factorization is a prominent tool with several important applications in various areas of applied science. Wiener and Masani proved the existence of matrix spectral factorization. Their theorem has been extended to the…

Complex Variables · Mathematics 2021-06-01 Lasha Ephremidze , Ilya M. Spitkovsky

Spectral factorization is a powerful mathematical tool with diverse applications in signal processing and beyond. The Janashia-Lagvilava method has emerged as a leading approach for matrix spectral factorization. In this paper, we extend a…

Complex Variables · Mathematics 2025-03-05 Ying Wang , Lasha Ephremidze , Ronaldo Garcıa Reyes , Pedro Valdes-Sosa

We consider three different ways of algorithmization of the Janashia-Lagvilava spectral factorization method. The first algorithm is faster than the second one, however, it is only suitable for matrices of low dimension. The second…

Numerical Analysis · Mathematics 2017-03-20 L. Ephremidze , F. Saied , I. Spitkovsky

In the present paper, we estimate the convergence rate in the Janashia-Lagvilava spectral factorization algorithm (see Studia Mathematica, 137, 1999, 93-100) under the restriction on a spectral density matrix that its inverse is integrable.

Complex Variables · Mathematics 2007-11-19 Lasha Ephremidze , Nobuhiko Fujii

A new method of matrix spectral factorization is proposed which reliably computes an approximate spectral factor of any matrix spectral density that admits spectral factorization

Complex Variables · Mathematics 2009-09-30 Gigla Janashia , Edem Lagvilava , Lasha Ephremidze

In this paper, we enhance a recent algorithm for approximate spectral factorization of matrix functions, extending its capabilities to precisely factorize rational matrices when an exact lower-upper triangular factorization is available.…

Complex Variables · Mathematics 2023-12-07 Lasha Ephremidze , Gennady Mishuris , Ilya Spitkovsky

A very simple and short proof of the polynomial matrix spectral factorization theorem (on the unit circle as well as on the real line) is presented, which relies on elementary complex analysis and linear algebra.

Complex Variables · Mathematics 2010-11-17 Lasha Ephremidze

A recently proposed linear-scaling scheme for density-functional pseudopotential calculations is described in detail. The method is based on a formulation of density functional theory in which the ground state energy is determined by…

mtrl-th · Physics 2009-10-28 E. Hernandez , C. M. Goringe , M. J. Gillan

We propose a fast and stable method for constructing matrix approximations to fractional integral operators applied to series in the Chebyshev fractional polynomials. This method utilizes a recurrence relation satisfied by the fractional…

Numerical Analysis · Mathematics 2025-10-31 Xiaolin Liu , Kuan Xu

Computation of the trace of a matrix function plays an important role in many scientific computing applications, including applications in machine learning, computational physics (e.g., lattice quantum chromodynamics), network analysis and…

Data Structures and Algorithms · Computer Science 2017-03-10 Insu Han , Dmitry Malioutov , Haim Avron , Jinwoo Shin

Multiresolution Matrix Factorization (MMF) was recently introduced as a method for finding multiscale structure and defining wavelets on graphs/matrices. In this paper we derive pMMF, a parallel algorithm for computing the MMF…

Numerical Analysis · Computer Science 2015-07-17 Risi Kondor , Nedelina Teneva , Pramod K. Mudrakarta

In a recent paper we have suggested that the finite temperature density matrix can be computed efficiently by a combination of polynomial expansion and iterative inversion techniques. We present here significant improvements over this…

Materials Science · Physics 2010-10-19 Michele Ceriotti , Thomas D. Kühne , Michele Parrinello

Spectral unmixing is an important tool in hyperspectral data analysis for estimating endmembers and abundance fractions in a mixed pixel. This paper examines the applicability of a recently developed algorithm called graph regularized…

Computer Vision and Pattern Recognition · Computer Science 2011-11-04 Roozbeh Rajabi , Mahdi Khodadadzadeh , Hassan Ghassemian

Matrix diagonalization is almost always involved in computing the density matrix needed in quantum chemistry calculations. In the case of modest matrix sizes ($\lesssim$ 5000), performance of traditional dense diagonalization algorithms on…

Chemical Physics · Physics 2023-06-23 Joshua Finkelstein , Christian F. A. Negre , Jean-Luc Fattebert

We demonstrate a method for general linear optical networks that allows one to factorize any SU($n$) matrix in terms of two SU($n-1)$ blocks coupled by an SU(2) entangling beam splitter. The process can be recursively continued in an…

Quantum Physics · Physics 2018-03-07 Hubert de Guise , Olivia Di Matteo , Luis L. Sanchez-Soto

This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation…

Machine Learning · Statistics 2015-09-08 Ömer Deniz Akyıldız

Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…

Disordered Systems and Neural Networks · Physics 2023-07-12 Francesco Camilli , Marc Mézard

Diffusing a graph signal at multiple scales requires computing the action of the exponential of several multiples of the Laplacian matrix. We tighten a bound on the approximation error of truncated Chebyshev polynomial approximations of the…

Signal Processing · Electrical Eng. & Systems 2021-05-03 Sibylle Marcotte , Amélie Barbe , Rémi Gribonval , Titouan Vayer , Marc Sebban , Pierre Borgnat , Paulo Gonçalves

Real time, density matrix based, time dependent density functional theory proceeds through the propagation of the density matrix, as opposed to the Kohn-Sham orbitals. It is possible to reduce the computational workload by imposing spatial…

Computational Physics · Physics 2015-05-20 Conn O'Rourke , David R. Bowler
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