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In this paper, we describe a new algorithm to build a few sparse principal components from a given data matrix. Our approach does not explicitly create the covariance matrix of the data and can be viewed as an extension of the Kogbetliantz…

Machine Learning · Computer Science 2022-02-09 Cristian Rusu

We study Sigma-Delta quantization methods coupled with appropriate reconstruction algorithms for digitizing randomly sampled low-rank matrices. We show that the reconstruction error associated with our methods decays polynomially with the…

Information Theory · Computer Science 2018-04-18 Eric Lybrand , Rayan Saab

In this paper, we first establish the convergence criteria of the residual iteration method for solving quadratic eigenvalue problem- s. We analyze the impact of shift point and the subspace expansion on the convergence of this method. In…

Numerical Analysis · Mathematics 2017-01-12 Liu Yang , Yuquan Sun , Fanghui Gong

We develop a framework for proving rapid convergence of shifted QR algorithms which use Ritz values as shifts, in finite arithmetic. Our key contribution is a dichotomy result which addresses the known forward-instability issues surrounding…

Numerical Analysis · Mathematics 2022-05-16 Jess Banks , Jorge Garza-Vargas , Nikhil Srivastava

We present a general approach to rounding semidefinite programming relaxations obtained by the Sum-of-Squares method (Lasserre hierarchy). Our approach is based on using the connection between these relaxations and the Sum-of-Squares proof…

Data Structures and Algorithms · Computer Science 2013-12-24 Boaz Barak , Jonathan Kelner , David Steurer

In this paper we propose a perturbative method for the reconstruction of the covariance matrix of a multinormal distribution, under the assumption that the only available information amounts to the covariance matrix of a spherically…

Statistics Theory · Mathematics 2019-07-19 Filippo Palombi , Simona Toti

In this paper we extend the Residual Arnoldi method for calculating an extreme eigenvalue (e.g. largest real part, dominant,...) to the case where the matrices depend on parameters. The difference between this Arnoldi method and the…

Numerical Analysis · Mathematics 2020-12-18 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

We examine some numerical iterative methods for computing the eigenvalues and eigenvectors of real matrices. The five methods examined here range from the simple power iteration method to the more complicated QR iteration method. The…

Numerical Analysis · Mathematics 2011-05-09 Maysum Panju

It is well known that the repeated square and multiply algorithm is an efficient way of modular exponentiation. The obvious question to ask is if this algorithm has an inverse which would calculate the discrete logarithm efficiently. The…

Number Theory · Mathematics 2009-07-02 H. Gopalkrishna Gadiyar , K M Sangeeta Maini , R. Padma , Mario Romsy

The eigenvalue density of a matrix plays an important role in various types of scientific computing such as electronic-structure calculations. In this paper, we propose a quantum algorithm for computing the eigenvalue density in a given…

Quantum Physics · Physics 2021-12-13 Yasunori Futamura , Xiucai Ye , Tetsuya Sakurai

Quantization Error Reconstruction (QER) reduces accuracy loss in Post-Training Quantization (PTQ) by approximating weights as $\mathbf{W} \approx \mathbf{Q} + \mathbf{L}\mathbf{R}$, using a rank-$r$ correction to reconstruct quantization…

Machine Learning · Computer Science 2026-05-14 Yoonjun Cho , Dongjae Jeon , Soeun Kim , Moongyu Jeon , Albert No

This paper proposes Inverse Gram Matrix (IGM) methods to prioritize the Pairwise Reciprocal Matrix (PRM) in the Analytic Hierarchy Process. The IGM methods include Pseudo-IGM, Normalized-IGM, and Lagrange-IGM. Interestingly, the proposed…

Optimization and Control · Mathematics 2024-01-03 Kevin Kam Fung Yuen

An implicit neural representation (INR) is a neural network that approximates a spatiotemporal function. Many memory-intensive visualization tasks, including modern 4D CT scanning methods, represent data natively as INRs. While INRs are…

Machine Learning · Computer Science 2025-12-03 Jennifer Zvonek , Andrew Gillette

We consider solution of multiply shifted systems of nonsymmetric linear equations, possibly also with multiple right-hand sides. First, for a single right-hand side, the matrix is shifted by several multiples of the identity. Such problems…

Mathematical Physics · Physics 2008-11-26 Dean Darnell , Ronald B. Morgan , Walter Wilcox

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…

Mathematical Physics · Physics 2007-05-23 Ronald B. Morgan , Walter Wilcox

This paper revisits the error analysis of the Stochastic Lanczos Quadrature (SLQ) method for approximating the trace of matrix functions, with a specific focus on asymmetric Lanczos quadrature rules. We reexplain an existing theoretical…

Numerical Analysis · Mathematics 2026-05-14 Wenhao Li , Yixuan Huang , Shengxin Zhu

The need for large-scale electronic structure calculations arises recently in the field of material physics and efficient and accurate algebraic methods for large simultaneous linear equations become greatly important. We investigate the…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 H. Teng , T. Fujiwara , T. Hoshi , T. Sogabe , S. -L. Zhang , S. Yamamoto

The Schur decomposition of a square matrix $A$ is an important intermediate step of state-of-the-art numerical algorithms for addressing eigenvalue problems, matrix functions, and matrix equations. This work is concerned with the following…

Numerical Analysis · Mathematics 2022-03-22 Zvonimir Bujanović , Daniel Kressner , Christian Schröder

We give a quantum logspace algorithm for powering contraction matrices, that is, matrices with spectral norm at most~1. The algorithm gets as an input an arbitrary $n\times n$ contraction matrix $A$, and a parameter $T \leq…

Computational Complexity · Computer Science 2021-05-10 Uma Girish , Ran Raz , Wei Zhan

Computing the eigenvectors and eigenvalues of a perturbed matrix can be remarkably difficult when the unperturbed matrix has repeated eigenvalues. In this work we show how the limiting eigenvectors and eigenvalues of a symmetric matrix…

Numerical Analysis · Mathematics 2025-07-08 Konstantin Usevich , Simon Barthelme