Related papers: Efficient inverse $Z$-transform and Wiener-Hopf fa…
We consider random matrices that have invariance properties under the action of unitary groups (either a left-right invariance, or a conjugacy invariance), and we give formulas for moments in terms of functions of eigenvalues. Our main tool…
The Wiener-Hopf equations are a Toeplitz system of linear equations that naturally arise in several applications in time series. These include the update and prediction step of the stationary Kalman filter equations and the prediction of…
For random variables produced through the inverse transform method, approximate random variables are introduced, which are produced by approximations to a distribution's inverse cumulative distribution function. These approximations are…
We consider a novel way of discretizing wave scattering problems using the general formalism of convolution quadrature, but instead of reducing the timestep size ($h$-method), we achieve accuracy by increasing the order of the method…
The inverse Langevin function is a fundamental part of the statistical chain models used to describe the behavior of polymeric-like materials, appearing also in other fields such as magnetism, molecular dynamics and even biomechanics. In…
In this paper, we introduce novel fast matrix inversion algorithms that leverage triangular decomposition and recurrent formalism, incorporating Strassen's fast matrix multiplication. Our research places particular emphasis on triangular…
We develop a Frank-Wolfe algorithm with corrective steps, generalizing previous algorithms including blended conditional gradients, blended pairwise conditional gradients, and fully-corrective Frank-Wolfe. For this, we prove tight…
An exact, one-to-one transform is presented that not only allows digital circular convolutions, but is free from multiplications and quantisation errors for transform lengths of arbitrary powers of two. The transform is analogous to the…
The aim of this study is to clarify the consequences of recent theoretical results for the numerical computation of expectation by the shift method, and in particular to yield sufficient criteria for the existence of speed of convergence of…
We present an efficient multi-accuracy algorithm for the computations of a set of special functions of a complex argument, z=x+iy. These functions include the complex probability function w(z), and closely related functions such as the…
Inverse scattering involving microwave and ultrasound waves require numerical solution of nonlinear optimization problem. To alleviate the computational burden of a full three-dimensional (3-D) inverse problem, it is a common practice to…
An algorithm is given to factor an integer with $N$ digits in $\ln^m N$ steps, with $m$ approximately 4 or 5. Textbook quadratic sieve methods are exponentially slower. An improvement with the aid of an a particular function would provide a…
We present a fast variational Bayesian algorithm for performing non-negative matrix factorisation and tri-factorisation. We show that our approach achieves faster convergence per iteration and timestep (wall-clock) than Gibbs sampling and…
Numerically obtaining the inverse of a function is a common task for many scientific problems, often solved using a Newton iteration method. Here we describe an alternative scheme, based on switching variables followed by spline…
The Picard-Lefschetz theory has been attracting much attention as a tool to evaluate a multi-variable integral with a complex weight, which appears in various important problems in theoretical physics. The idea is to deform the integration…
Diffusion models have emerged as powerful generative techniques for solving inverse problems. Despite their success in a variety of inverse problems in imaging, these models require many steps to converge, leading to slow inference time.…
In this paper, we first present an explicit expression for the inverse\emph{} of a type of matrices. As special applications, the inverse of some matrices arising from implicit time integration techniques, such as the well-known implicit…
Some Wiener--Hopf determinants on [0,s] are calculated explicitly for all s>0. Their symbols are zero on an interval and they are related to the determinant with the sine-kernel appearing in the random matrix theory. The determinants are…
We give an algorithm for reversion of formal power series, based on an efficient way to implement the Lagrange inversion formula. Our algorithm requires $O(n^{1/2}(M(n) + MM(n^{1/2})))$ operations where $M(n)$ and $MM(n)$ are the costs of…
We investigate possibilities to speed up iterative algorithms for non-blind image deconvolution. We focus on algorithms in which convolution with the point-spread function to be deconvolved is used in each iteration, and aim at accelerating…