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The problem of adaptive Kalman filtering for a discrete observable linear time-varying system with unknown noise covariance matrices is addressed in this paper. The measurement difference autocovariance method is used to formulate a linear…

Systems and Control · Electrical Eng. & Systems 2021-04-27 Rahul Moghe , Maruthi R. Akella , Renato Zanetti

The multi-step inertial randomized Kaczmarz (MIRK) method is an iterative method for solving large-scale linear systems. In this paper, we enhance the MIRK method by incorporating the greedy probability criterion, coupled with the…

Numerical Analysis · Mathematics 2024-10-10 Yansheng Su , Deren Han , Yun Zeng , Jiaxin Xie

Randomized iterative algorithms have recently been proposed to solve large-scale linear systems. In this paper, we present a simple randomized extended block Kaczmarz algorithm that exponentially converges in the mean square to the unique…

Numerical Analysis · Mathematics 2020-07-09 Kui Du , Wutao Si , Xiaohui Sun

The fine grained energy spectrum of quantum chaotic systems is widely believed to be described by random matrix statistics. A basic scale in such a system is the energy range over which this behavior persists. We define the corresponding…

High Energy Physics - Theory · Physics 2019-02-11 Hrant Gharibyan , Masanori Hanada , Stephen H. Shenker , Masaki Tezuka

The variational principle serves as a fundamental framework for describing equilibrium states of physical systems via the minimization or extremization of an energy-like functional. While quantum algorithms have demonstrated promising…

Quantum Physics · Physics 2025-08-26 Katsuhiro Endo , Kazuaki Z. Takahashi

The Kaczmarz algorithm is a simple iterative scheme for solving consistent linear systems. At each step, the method projects the current iterate onto the solution space of a single constraint. Hence, it requires very low cost per iteration…

Optimization and Control · Mathematics 2019-02-27 Ion Necoara

We present a variational algorithm for fault tolerant quantum computing to solve a system of linear equations which directly maximises the parameters of the target fidelity. This so-called measurement test algorithm can be applied to any…

Quantum Physics · Physics 2026-04-30 Alain Giresse Tene , Thomas Konrad

In view of the advantages of simplicity and effectiveness of the Kaczmarz method, which was originally employed to solve the large-scale system of linear equations $Ax=b$, we study the greedy randomized block Kaczmarz method (ME-GRBK) and…

Numerical Analysis · Mathematics 2026-02-05 Wenli Wang , Duo Liu , Gangrong Qu

A recently proposed variational quantum algorithm has expanded the horizon of variational quantum computing to nonlinear physics and fluid dynamics. In this work, we probe the ability of such approaches to capture the ground state of the…

Quantum Physics · Physics 2025-07-15 Muhammad Umer , Eleftherios Mastorakis , Sofia Evangelou , Dimitris G. Angelakis

We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…

Optimization and Control · Mathematics 2024-08-06 João Sousa-Pinto , Dominique Orban

Randomized quantum algorithms have been proposed in the context of quantum simulation and quantum linear algebra with the goal of constructing shallower circuits than methods based on block encodings. While the algorithmic complexities of…

Quantum Physics · Physics 2025-10-16 Siddharth Hariprakash , Roel Van Beeumen , Katherine Klymko , Daan Camps

In this paper, we consider a novel two-dimensional randomized Kaczmarz method and its improved version with simple random sampling, which chooses two active rows with probability proportional to the square of their cross-product-like…

Numerical Analysis · Mathematics 2025-06-27 Tao Li , Meng-Long Xiao , Xin-Fang Zhang

Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional settings. Compared to penalized least squares, scalable…

Methodology · Statistics 2022-05-06 Rebeka Man , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

This paper investigates the convergence of the randomized Kaczmarz algorithm for the problem of phase retrieval of complex-valued objects. While this algorithm has been studied for the real-valued case}, its generalization to the…

Information Theory · Computer Science 2020-10-14 Teng Zhang , Feng Yu

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

A multi-step extended maximum residual Kaczmarz method is presented for the solution of the large inconsistent linear system of equations by using the multi-step iterations technique. Theoretical analysis proves the proposed method is…

Numerical Analysis · Mathematics 2023-09-07 Aqin Xiao , Junfeng Yin , Ning Zheng

We introduce a novel framework for implementing error-correction in constrained systems. The main idea of our scheme, called Quantized-Constraint Concatenation (QCC), is to employ a process of embedding the codewords of an error-correcting…

Information Theory · Computer Science 2023-02-07 Dor Elimelech , Tom Meyerovitch , Moshe Schwartz

Quantum Error Mitigation (QEM) enables the extraction of high-quality results from the presently-available noisy quantum computers. In this approach, the effect of the noise on observables of interest can be mitigated using multiple…

Quantum Physics · Physics 2023-11-23 Ivan Henao , Jader P. Santos , Raam Uzdin

Reservoir computing is a machine learning framework that uses artificial or physical dissipative dynamics to predict time-series data using nonlinearity and memory properties of dynamical systems. Quantum systems are considered as promising…

Quantum computers theoretically promise computational advantage in many tasks, but it is much less clear how such advantage can be maintained when using existing and near-term hardware that has limitations in the number and quality of its…

Quantum Physics · Physics 2025-03-05 Stuart Ferguson , Petros Wallden