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We present a novel method for approximately equilibrating a matrix $A \in {\bf R}^{m \times n}$ using only multiplication by $A$ and $A^T$. Our method is based on convex optimization and projected stochastic gradient descent, using an…

Optimization and Control · Mathematics 2016-02-23 Steven Diamond , Stephen Boyd

Auxiliary matrix exponential method is used to derive simple and numerically efficient general expressions for the following, historically rather cumbersome and hard to compute, theoretical methods: (1) average Hamiltonian theory following…

Quantum Physics · Physics 2015-09-30 D. L. Goodwin , Ilya Kuprov

Solving non-linear least-squares problem for pose estimation (rotation and translation) is often a time consuming yet fundamental problem in several real-time computer vision applications. With an adequate rotation parametrization, the…

Computer Vision and Pattern Recognition · Computer Science 2026-04-17 Jana Vráblíková , Ezio Malis , Laurent Busé

A new method for solving systems of linear algebraic equations of a special type arising in solving problems of image reconstruction has been proposed. This method, due to a certain symmetry of the matrix and the choice of the voxel…

Numerical Analysis · Mathematics 2019-08-30 A. A. Alikhanov , A. M. Apekov , Z. A. Kokov , A. O. Belyaev , L. A. Khamukova

For a linear complementarity problem, we present a relaxaiton accelerated two-sweep matrix splitting iteration method. The convergence analysis illustrates that the proposed method converges to the exact solution of the linear…

Optimization and Control · Mathematics 2020-12-02 Dongkai Li , Li Wang , Yuying Liu

An existing solvability result for relaxed one-sided Lipschitz algebraic inclusions is substantially improved. This enhanced solvability result allows the design of a very robust numerical method for the approximation of a solution of the…

Optimization and Control · Mathematics 2013-08-19 Wolf-Jürgen Beyn , Janosch Rieger

Randomized algorithms in numerical linear algebra have proven to be effective in ameliorating issues of scalability when working with large matrices, efficiently producing accurate low-rank approximations. A key remaining challenge,…

Numerical Analysis · Mathematics 2026-01-19 Lorenzo Lazzarino , Katherine J. Pearce , Nathaniel Pritchard

This paper presents an accurate density computation approach for large dark matter simulations, based on a recently introduced phase-space tessellation technique and designed for massively parallel, heterogeneous cluster architectures. We…

Computational Physics · Physics 2017-08-28 Ralf Kaehler

The power method is one of the most fundamental tools for extracting top principal components from data through low-rank matrix approximation. Yet, when the target rank is large, the cost of matrix multiplication associated with this…

Numerical Analysis · Mathematics 2026-05-12 Shabarish Chenakkod , Michał Dereziński

The anisotropic diffusion equation is imperative in understanding cosmic ray diffusion across the Galaxy, the heliosphere, and its interplay with the ambient magnetic field. This diffusion term contributes to the highly stiff nature of the…

High Energy Astrophysical Phenomena · Physics 2022-12-14 Pranab J. Deka , Lukas Einkemmer , Ralf Kissmann

In this article we present an algorithm to efficiently evaluate the exchange matrix in periodic systems when Gaussian basis set with pseudopotentials are used. The usual algorithm for evaluating exchange matrix scales cubically with the…

Strongly Correlated Electrons · Physics 2022-11-11 Sandeep Sharma , Alec F. White , Gregory Beylkin

We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…

Numerical Analysis · Mathematics 2022-07-21 Jess Banks , Jorge Garza-Vargas , Archit Kulkarni , Nikhil Srivastava

Enumeration algorithms have been one of recent hot topics in theoretical computer science. Different from other problems, enumeration has many interesting aspects, such as the computation time can be shorter than the total output size, by…

Data Structures and Algorithms · Computer Science 2014-07-16 Takeaki Uno

It has become increasingly important to optimize backpropagation to reduce memory usage and computational overhead. Achieving this goal is highly challenging, as multiple objectives must be considered jointly while maintaining training…

Machine Learning · Computer Science 2025-03-28 Seonggon Kim , Juncheol Shin , Seung-taek Woo , Eunhyeok Park

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

The Strassen algorithm and Winograd's variant accelerate matrix multiplication by using fewer arithmetic operations than standard matrix multiplication. Although many papers have been published to accelerate single- as well as…

Numerical Analysis · Mathematics 2015-10-27 Tomonori Kouya

In this paper, we propose a new accelerated stochastic first-order method called clipped-SSTM for smooth convex stochastic optimization with heavy-tailed distributed noise in stochastic gradients and derive the first high-probability…

Optimization and Control · Mathematics 2020-10-26 Eduard Gorbunov , Marina Danilova , Alexander Gasnikov

In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…

Optimization and Control · Mathematics 2021-06-02 Yurii Nesterov , Mihai I. Florea

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

Machine Learning · Statistics 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

In this work we propose and analyze a weighted proper orthogonal decomposition method to solve elliptic partial differential equations depending on random input data, for stochastic problems that can be transformed into parametric systems.…

Numerical Analysis · Mathematics 2023-08-08 Luca Venturi , Francesco Ballarin , Gianluigi Rozza
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