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Memory-efficient optimization methods have recently gained increasing attention for scaling full-parameter training of large language models under the GPU-memory bottleneck. Existing approaches either lack clear convergence guarantees, or…

Machine Learning · Computer Science 2026-03-11 Hui Yang , Tao Ren , Jinyang Jiang , Wan Tian , Yijie Peng

An algorithm for numerically computing the exponential of a matrix is presented. We have derived a polynomial expansion of $e^x$ by computing it as an initial value problem using a symbolic programming language. This algorithm is shown to…

Numerical Analysis · Mathematics 2016-06-28 Daniel Gebremedhin , Charles Weatherford

Efficient methods for computing with matrices over finite fields often involve randomised algorithms, where matrices with a certain property are sought via repeated random selection. Complexity analyses for these algorithms require…

Group Theory · Mathematics 2019-02-20 Brian P. Corr , Tomasz Popiel , Cheryl E. Praeger

Optimizing smooth convex functions in stochastic settings, where only noisy estimates of gradients and Hessians are available, is a fundamental problem in optimization. While first-order methods possess a low per-iteration cost, their…

Statistics Theory · Mathematics 2026-02-06 Antoine Godichon-Baggioni , Bruno Portier , Guillaume Sallé

In this work, we present a new way to compute the Taylor polynomial of the matrix exponential which reduces the number of matrix multiplications in comparison with the de-facto standard Patterson-Stockmeyer method. This reduction is…

Numerical Analysis · Mathematics 2017-10-31 Philipp Bader , Sergio Blanes , Fernando Casas

In this work we discuss the possibility to reduce the computational complexity of modal methods, i.e. methods based on eigenmodes expansion, from the third power to the second power of the number of eigenmodes. The proposed approach is…

Computational Physics · Physics 2016-05-04 Igor Semenikhin , Mauro Zanuccoli

This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Pad\'e methods shown to be…

Numerical Analysis · Mathematics 2024-04-22 Sergio Blanes , Nikita Kopylov , Muaz Seydaoğlu

We present a new numerical method for solving the elliptic homogenization problem. The main idea is that the missing effective matrix is reconstructed by solving the local least-squares in an offline stage, which shall be served as the…

Numerical Analysis · Mathematics 2021-03-26 Yufang Huang , Pingbing Ming , Siqi Song

The numerical computation of the exponentiation of a real matrix has been intensively studied. The main objective of a good numerical method is to deal with round-off errors and computational cost. The situation is more complicated when…

Numerical Analysis · Computer Science 2009-08-28 Alexandre Goldsztejn

Opportunity cost matrices are interesting in the context of scenario reduction. We provide new algorithms, based on ideas from algebraic geometry, to efficiently compute the opportunity cost matrix using computational algebraic geometry. We…

Optimization and Control · Mathematics 2023-03-14 Yuchen Ge , Janosch Ortmann , Walter Rei

A new method of numerical solution for partial differential equations is proposed. The method is based on a fast matrix multiplication algorithm. Two-dimensional Poison equation is used for comparison of the proposed method with…

Numerical Analysis · Mathematics 2016-06-02 Pavel Dourbal , Mikhail Pekker

We present a practical algorithm to approximate the exponential of skew-Hermitian matrices up to round-off error based on an efficient computation of Chebyshev polynomials of matrices and the corresponding error analysis. It is based on…

Numerical Analysis · Mathematics 2021-12-08 Philipp Bader , Sergio Blanes , Fernando Casas , Muaz Seydaoğlu

In the paper, we introduce a matrix method to constructively determine spaces of polynomial solutions (in general, multiplied by exponentials) to a system of constant coefficient linear PDE's with polynomial (multiplied by exponentials)…

Classical Analysis and ODEs · Mathematics 2021-11-16 Victor G. Zakharov

A theory of random-matrix bases is presented, including expressions for orthogonality, completeness and the random-matrix synthesis of arbitrary matrices. This is applied to ghost imaging as the realization of a random-basis reconstruction,…

Image and Video Processing · Electrical Eng. & Systems 2018-06-27 David Ceddia , David M. Paganin

In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient of these methods is some form of randomized dimension…

Machine Learning · Statistics 2019-04-05 Miles E. Lopes , Shusen Wang , Michael W. Mahoney

This work presents a novel matrix-based method for constructing an approximation Hessian using only function evaluations. The method requires less computational power than interpolation-based methods and is easy to implement in matrix-based…

Numerical Analysis · Mathematics 2023-04-07 W. Hare , G. Jarry-Bolduc , C. Planiden

We introduce a technique to estimate error-mitigated expectation values on noisy quantum computers. Our technique performs shadow tomography on a logical state to produce a memory-efficient classical reconstruction of the noisy density…

Quantum Physics · Physics 2022-03-15 Hong-Ye Hu , Ryan LaRose , Yi-Zhuang You , Eleanor Rieffel , Zhihui Wang

We propose splitting methods for the computation of the exponential of perturbed matrices which can be written as the sum $A=D+\varepsilon B$ of a sparse and efficiently exponentiable matrix $D$ with sparse exponential $e^D$ and a dense…

Numerical Analysis · Mathematics 2015-12-09 Philipp Bader , Sergio Blanes , Muaz Seydaoğlu

We present a new algorithm to rapidly and optimally compute power spectra. This new algorithm is based on a generalization of iterative multigrid, and has computational cost O(N log N), compared to the standard brute force approach which…

Astrophysics · Physics 2009-11-07 Ue-Li Pen

In this work, we consider the imaginary time evolution of matrix product states. We present a novel quantum-inspired classical method that, when combined with time evolving block decimation (TEBD), is able to potentially speed-up the…

Quantum Physics · Physics 2024-05-09 Benjamin C. B. Symons , Dilhan Manawadu , David Galvin , Stefano Mensa
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