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The classic method for computing the spectral decomposition of a real symmetric matrix, the Jacobi algorithm, can be accelerated by using mixed precision arithmetic. The Jacobi algorithm is aiming to reduce the off-diagonal entries…

Numerical Analysis · Mathematics 2025-09-03 Zhengbo Zhou

We show how to exploit symmetries of a graph to efficiently compute the fastest mixing Markov chain on the graph (i.e., find the transition probabilities on the edges to minimize the second-largest eigenvalue modulus of the transition…

Probability · Mathematics 2009-06-17 Stephen Boyd , Persi Diaconis , Pablo A. Parrilo , Lin Xiao

We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have been proposed, none of the existing approaches are scalable…

Numerical Analysis · Mathematics 2024-11-07 Wenzhi Gao , Zhaonan Qu , Madeleine Udell , Yinyu Ye

Discrete normalizing flows are promising generative models with advantages such as analytical log-likelihood computation and end-to-end training. However, the architectural constraints to ensure invertibility and tractable Jacobian…

Machine Learning · Computer Science 2026-05-06 Jiaru Zhang , Juanwu Lu , Xiaoyu Wu , Ziran Wang , Ruqi Zhang

In this paper we present computational experiments with the Markov Chain Monte Carlo Matrix Inversion ($(\text{MC})^2\text{MI}$) on several accelerator architectures and investigate their impact on performance and scalability of the method.…

Numerical Analysis · Mathematics 2024-09-06 Anton Lebedev , Vassil Alexandrov

We describe a graph-based neural acceleration technique for nonnegative matrix factorization that builds upon a connection between matrices and bipartite graphs that is well-known in certain fields, e.g., sparse linear algebra, but has not…

Machine Learning · Computer Science 2022-02-02 Jens Sjölund , Maria Bånkestad

The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…

Optimization and Control · Mathematics 2018-06-13 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

Jacobi-type iterative algorithms for the eigenvalue decomposition, singular value decomposition, and Takagi factorization of complex matrices are presented. They are implemented as compact Fortran 77 subroutines in a freely available…

Computational Physics · Physics 2007-10-23 T. Hahn

This paper presents a novel Jacobi-style iteration algorithm for solving the problem of distributed submodular maximization, in which each agent determines its own strategy from a finite set so that the global submodular objective function…

Systems and Control · Electrical Eng. & Systems 2020-10-28 Bin Du , Kun Qian , Christian Claudel , Dengfeng Sun

These notes develop aspects of perturbation theory of matrices related to so-called diagonalisation schemes. Primary focus is on constructive tools to derive asymptotic expansions for small/large parameters of eigenvalues and…

Analysis of PDEs · Mathematics 2010-12-23 Kay Jachmann , Jens Wirth

This paper proposes a new distributed algorithm for solving linear systems associated with a sparse graph under a generalised diagonal dominance assumption. The algorithm runs iteratively on each node of the graph, with low complexities on…

Signal Processing · Electrical Eng. & Systems 2019-04-30 Qianqian Cai , Zhaorong Zhang , Minyue Fu

Nonnegative matrix factorization is a powerful technique to realize dimension reduction and pattern recognition through single-layer data representation learning. Deep learning, however, with its carefully designed hierarchical structure,…

Computer Vision and Pattern Recognition · Computer Science 2017-07-31 Zhenxing Guo , Shihua Zhang

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

In this work, a novel digital channelizer design is developed through the use of a compact, system-level modeling approach. The model efficiently captures key properties of a digital channelizer system and its time-varying operation. The…

Signal Processing · Electrical Eng. & Systems 2017-12-25 A. Sapio , L. Li , J. Wu , M. Wolf , S. S. Bhattacharyya

Prior to the parallel solution of a large linear system, it is required to perform a partitioning of its equations/unknowns. Standard partitioning algorithms are designed using the considerations of the efficiency of the parallel…

Numerical Analysis · Mathematics 2013-11-19 Eugene Vecharynski , Yousef Saad , Masha Sosonkina

Simultaneous matrix diagonalization is used as a subroutine in many machine learning problems, including blind source separation and paramater estimation in latent variable models. Here, we extend algorithms for performing joint…

Numerical Analysis · Computer Science 2015-05-12 Volodymyr Kuleshov , Arun Tesjavi Chaganty , Percy Liang

We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods,…

Data Structures and Algorithms · Computer Science 2024-09-23 Nicolas L. Guidotti , Juan A. Acebrón , José Monteiro

We present an iterative method to diagonalise large matrices. The basic idea is the same as the conjugated gradient (CG) method, i.e, minimizing the Rayleigh quotient via its gradient and avoiding reintroduce errors to the directions of…

Computational Physics · Physics 2009-11-10 Quanlin Jie , Dunhuan Liu

The matrix formation associated to high-order discretizations is known to be numerically demanding. Based on the existing procedure of interpolation and lookup, we design a multiscale assembly procedure to reduce the exorbitant assembly…

Numerical Analysis · Mathematics 2021-07-21 Thibaut Hirschler , Pablo Antolin , Annalisa Buffa

This paper presents a Jacobi-type iteration for computing a given specified eigenpair of a symmetric matrix. For a certain class of diagonally dominant matrices, the procedure is shown to converge at a linear rate depending on how the…

Numerical Analysis · Mathematics 2026-05-26 Luca Gemignani