Related papers: Ghost-OSD Method on Numerical Max-Plus Algebra
A new fast algebraic method for obtaining an $\mathcal{H}^2$-approximation of a matrix from its entries is presented. The main idea behind the method is based on the nested representation and the maximum-volume principle to select…
The Hadamard matrix with orthogonality is a more important modulation matrix for computational ghost imaging (CGI), especially its optimized Hadamard matrix. However, as far as we know, little mention has been paid to efficient and…
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…
We study quantum algorithms for approximating Lasserre's hierarchy values for polynomial optimization. Let $f,g_1,\ldots,g_m$ be real polynomials in $n$ variables and $f^\star$ the infimum of $f$ over the semialgebraic set $S(g)=\{x:…
We propose an algebraic method that finds a sequence of functions that exponentially approach the solution of any second-order ordinary differential equation (ODE) with any boundary conditions. We define an extended ODE (eODE) composed of a…
Eigentrust is a simple and widely used algorithm, which quantifies trust based on the repeated application of an update matrix to a vector of initial trust values. In some cases, however, this procedure is rendered uninformative. Here, we…
Applications of reduced basis method emulators are increasing in low-energy nuclear physics because they enable fast and accurate sampling of high-fidelity calculations, enabling robust uncertainty quantification. In this paper, we develop,…
Max-plus algebra is a semiring with addition $a\oplus b = \max(a,b)$ and multiplication $a\otimes b = a+b$. It is applied in cases, such as combinatorial optimization and discrete event systems. We consider the power of max-plus square…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
Although reliable long precision floating-point arithmetic libraries such as QD and MPFR/GMP are necessary to solve ill-conditioned problems in numerical simulation, long precision BLAS-level computation such as matrix multiplication has…
We propose and implement an algorithm to calculate the norm and reduced density matrices of the antisymmetrized geminal power (AGP) of any rank with polynomial cost. Our method scales quadratically per element of the reduced density…
This is the first in a series of papers which deal with the development of novel methods for solving a system of linear algebraic equations with a time complexity lower than existing algorithms. The NxN system of linear equations, Ax = b,…
Have you ever wanted to multiply an $n \times d$ matrix $X$, with $n \gg d$, on the left by an $m \times n$ matrix $\tilde G$ of i.i.d. Gaussian random variables, but could not afford to do it because it was too slow? In this work we…
We present RXTX, a new algorithm for computing the product of matrix by its transpose $XX^{t}$ for $X\in \mathbb{R}^{n\times m}$. RXTX uses $5\%$ fewer multiplications and $5\%$ fewer operations (additions and multiplications) than…
Efficient multiple precision linear numerical computation libraries such as MPLAPACK are critical in dealing with ill-conditioned problems. Specifically, there are optimization methods for matrix multiplication, such as the Strassen…
In this paper, we derive a randomized version of the Mirror-Prox method for solving some structured matrix saddle-point problems, such as the maximal eigenvalue minimization problem. Deterministic first-order schemes, such as Nesterov's…
In this work we propose a new algorithm for solving high-dimensional backward stochastic differential equations (BSDEs). Based on the general theta-discretization for the time-integrands, we show how to efficiently use eXtreme Gradient…
This study focuses on the numerical discretization methods for the continuous-time discounted linear-quadratic optimal control problem (LQ-OCP) with time delays. By assuming piecewise constant inputs, we formulate the discrete system…
We implement an Augmented Lagrangian method to minimize a constrained least-squares cost function designed to find polyadic decompositions of the matrix multiplication tensor. We use this method to obtain new discrete decompositions and…
We present a matrix-free approach for implementing ghost penalty stabilization in Cut Finite Element Methods (CutFEM). While matrix-free methods for CutFEM have been developed, the efficient evaluation of high-order, face-based ghost…