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The classical formalism of the Moment Problem has been combined with a cumulant approach and applied to the extensive many-body problem. This has yielded many new exact results for many-body systems in the thermodynamic limit - for the…

Statistical Mechanics · Physics 2007-05-23 N. S. Witte

The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…

Numerical Analysis · Mathematics 2018-08-21 Qiaochu Yuan , Ming Gu , Bo Li

We study the Lanczos algorithm where the initial vector is sampled uniformly from $\mathbb{S}^{n-1}$. Let $A$ be an $n \times n$ Hermitian matrix. We show that when run for few iterations, the output of Lanczos on $A$ is almost…

Numerical Analysis · Mathematics 2020-09-15 Jorge Garza-Vargas , Archit Kulkarni

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

Statistical Mechanics · Physics 2024-10-29 Jiewei Ding , Jiahao Su , Ho-Kin Tang , Wing Chi Yu

We report an attempt to calculate energy eigenvalues of large quantum systems by the diagonalization of an effectively truncated Hamiltonian matrix. For this purpose we employ a specific way to systematically make a set of orthogonal states…

Strongly Correlated Electrons · Physics 2009-10-31 T. Munehisa , Y. Munehisa

Lanczos-type algorithms are efficient and easy to implement. Unfortunately they breakdown frequently and well before convergence has been achieved. These algorithms are typically based on recurrence relations which involve formal orthogonal…

Numerical Analysis · Mathematics 2015-05-28 Muhammad Farooq , Abdellah Salhi

Models of quantum systems scale exponentially with the addition of single-particle states, which can present computationally intractable problems. Alternatively, quantum computers can store a many-body basis of $2^n$ dimensions on $n$…

Quantum Physics · Physics 2023-09-20 Amanda Bowman

This paper proposes a novel profile likelihood method for estimating the covariance parameters in exploratory factor analysis of high-dimensional Gaussian datasets with fewer observations than number of variables. An implicitly restarted…

Methodology · Statistics 2019-12-24 Fan Dai , Somak Dutta , Ranjan Maitra

We investigate the oblique Lanczos method recently put forward in arXiv:2406.20009 for analysing Euclidean correlators in lattice field theories and show that it is analytically equivalent to the well known Prony Generalised Eigenvalue…

High Energy Physics - Lattice · Physics 2025-03-03 Johann Ostmeyer , Aniket Sen , Carsten Urbach

Approximating the action of a matrix function $f(\mathbf{A})$ on a vector $\mathbf{b}$ is an increasingly important primitive in machine learning, data science, and statistics, with applications such as sampling high dimensional Gaussians,…

Numerical Analysis · Mathematics 2024-11-07 Noah Amsel , Tyler Chen , Anne Greenbaum , Cameron Musco , Chris Musco

The Lanczos algorithm is evaluated for solving the time-independent as well as the time-dependent Dirac equation with arbitrary electromagnetic fields. We demonstrate that the Lanczos algorithm can yield very precise eigenenergies and…

Computational Physics · Physics 2015-01-05 Randolf Beerwerth , Heiko Bauke

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 block Lanczos algorithm proposed by Peter Montgomery is an efficient means to tackle the sparse linear algebra problem which arises in the context of the number field sieve factoring algorithm and its predecessors. We present here a…

Cryptography and Security · Computer Science 2016-04-11 Emmanuel Thomé

Lattice quantum chromodynamics (LQCD) has the promise of constraining low-energy constants (LECs) of nuclear effective field theories (EFTs) from first-principles calculations that incorporate the dynamics of quarks and gluons. Given the…

High Energy Physics - Lattice · Physics 2022-05-25 Zohreh Davoudi , Saurabh V. Kadam

We reformulate the Lanczos algorithm for quantum wave function propagation in terms of variational principle. By including some basis states of previous time steps into the variational subspace, the resultant accuracy increases by several…

Quantum Physics · Physics 2009-11-13 Quanlin Jie , Dunhuan Liu

We propose a new concept of a relatively inexact stochastic subgradient and present novel first-order methods that can use such objects to approximately solve convex optimization problems in relative scale. An important example where…

Optimization and Control · Mathematics 2023-05-30 Yurii Nesterov , Anton Rodomanov

We suggest a method to compute approximations to temporal correlation functions of few-body observables in chaotic many-body systems in the thermodynamic limit based on the respective Lanczos coefficients. Given the knowledge of these…

Statistical Mechanics · Physics 2025-12-18 Merlin Füllgraf , Jiaozi Wang , Robin Steinigeweg , Jochen Gemmer

The runtime for Kernel Partial Least Squares (KPLS) to compute the fit is quadratic in the number of examples. However, the necessity of obtaining sensitivity measures as degrees of freedom for model selection or confidence intervals for…

Machine Learning · Statistics 2010-08-13 Nicole Kraemer , Masashi Sugiyama , Mikio Braun

For Hermitian positive definite linear systems and eigenvalue problems, the eigCG algorithm is a memory efficient algorithm that solves the linear system and simultaneously computes some of its eigenvalues. The algorithm is based on the…

High Energy Physics - Lattice · Physics 2010-02-19 Abdou Abdel-Rehim , Kostas Orginos , Andreas Stathopoulos

The theory of a novel bond-order potential, which is based on the block Lanczos algorithm, is presented within an orthogonal tight-binding representation. The block scheme handles automatically the very different character of sigma and pi…

Materials Science · Physics 2009-10-31 T. Ozaki , M. Aoki , D. G. Pettifor