Related papers: Efficient inverse $Z$-transform and Wiener-Hopf fa…
This paper develops a correspondence relating convex hulls of fractional functions with those of polynomial functions over the same domain. Using this result, we develop a number of new reformulations and relaxations for fractional…
This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for this problem. We propose a novel approach, called Sparse…
The results on the inversion of convolution operators as well as Toeplitz (and block Toeplitz) matrices in the $1$-D (one-dimensional) case are classical and have numerous applications. Last year, we considered the $2$-D case of…
Despite the ubiquity of multiway data across scientific domains, there are few user-friendly tools that fit tailored nonnegative tensor factorizations. Researchers may use gradient-based automatic differentiation (which often struggles in…
This paper develops the numerical inverse scattering transform (NIST) framework for the coupled modified Korteweg-de Vries (mKdV) equation based on its associated Riemann-Hilbert problem. The coupled system gives rise to a $3\times3$…
We develop a completely new and straightforward method for simulating the joint law of the position and running maximum at a fixed time of a general L\'{e}vy process with a view to application in insurance and financial mathematics.…
A new O(N) algorithm based on a recursion method, in which the computational effort is proportional to the number of atoms N, is presented for calculating the inverse of an overlap matrix which is needed in electronic structure calculations…
In this paper, we discuss numerical methods for the eigenvalue decomposition of real symmetric matrices. While many existing methods can compute approximate eigenpairs with sufficiently small backward errors, the magnitude of the resulting…
For high dimensional problems, such as approximation and integration, one cannot afford to sample on a grid because of the curse of dimensionality. An attractive alternative is to sample on a low discrepancy set, such as an integration…
In this paper, we consider a method for fast numerical computation of the Fourier transform of a slowly decaying function with given accuracy in given ranges of the frequency. In these decades, some useful formulas for the Fourier transform…
Volker Strassen first suggested an algorithm to multiply matrices with worst case running time less than the conventional $\mathcal{O}(n^3)$ operations in 1969. He also presented a recursive algorithm with which to invert matrices, and…
We present algorithms to compute the Smith Normal Form of matrices over two families of local rings. The algorithms use the \emph{black-box} model which is suitable for sparse and structured matrices. The algorithms depend on a number of…
Analytical methods are fundamental in studying acoustics problems. One of the important tools is the Wiener-Hopf method, which can be used to solve many canonical problems with sharp transitions in boundary conditions on a plane/plate.…
In this article, we design fast algorithms for the computation of approximant bases in shifted Popov normal form. We first recall the algorithm known as PM-Basis, which will be our second fundamental engine after polynomial matrix…
Recently we developed a new sampling methodology based on incomplete cosine expansion of the sinc function and applied it in numerical integration in order to obtain a rational approximation for the complex error function $w\left(z \right)…
Convolution is the core operation for many deep neural networks. The Winograd convolution algorithms have been shown to accelerate the widely-used small convolution sizes. Quantized neural networks can effectively reduce model sizes and…
Schur's transforms of a polynomial are used to count its roots in the unit disk. These are generalized them by introducing the sequence of symmetric sub-resultants of two polynomials. Although they do have a determinantal definition, we…
The Z Transform is a mathematical operation in signal processing, which gives a tractable way to solve linear, constant-coefficient difference equations. Based on the classical Z transform and inspired by the thought of sliding DFT, a new…
We introduce two efficient algorithms for computing the partial Fourier transforms in one and two dimensions. Our study is motivated by the wave extrapolation procedure in reflection seismology. In both algorithms, the main idea is to…
This work introduces a general numerical technique to invert one dimensional analytic or tabulated nonlinear functions in assigned ranges of interest. The proposed approach is based on an optimal version of the k-vector range searching, an…