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We describe randomized algorithms for computing the dominant eigenmodes of the Generalized Hermitian Eigenvalue Problem (GHEP) $Ax=\lambda Bx$, with $A$ Hermitian and $B$ Hermitian and positive definite. The algorithms we describe only…

Numerical Analysis · Mathematics 2015-05-13 Arvind K. Saibaba , Jonghyun Lee , Peter K. Kitanidis

We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…

Data Structures and Algorithms · Computer Science 2017-04-10 Zeyuan Allen-Zhu , Yuanzhi Li , Rafael Oliveira , Avi Wigderson

We study the problem of maximizing a monotone submodular function subject to a matroid constraint, and present for it a deterministic non-oblivious local search algorithm that has an approximation guarantee of $1 - 1/e - \varepsilon$ (for…

Data Structures and Algorithms · Computer Science 2025-09-18 Niv Buchbinder , Moran Feldman

We consider the computation of an approximately stationary point for a Lipschitz and semialgebraic function $f$ with a local oracle. If $f$ is smooth, simple deterministic methods have dimension-free finite oracle complexities. For the…

Optimization and Control · Mathematics 2022-10-14 Lai Tian , Anthony Man-Cho So

We study the bit complexity of two related fundamental computational problems in linear algebra and control theory. Our results are: (1) An $\tilde{O}(n^{\omega+3}a+n^4a^2+n^\omega\log(1/\epsilon))$ time algorithm for finding an…

Data Structures and Algorithms · Computer Science 2022-11-29 Papri Dey , Ravi Kannan , Nick Ryder , Nikhil Srivastava

Given a square, nonsingular matrix of univariate polynomials $\mathbf{F}\in\mathbb{K}[x]^{n\times n}$ over a field $\mathbb{K}$, we give a deterministic algorithm for finding the determinant of $\mathbf{F}$. The complexity of the algorithm…

Symbolic Computation · Computer Science 2014-09-22 Wei Zhou , George Labahn

In an earlier paper, we showed that a large class of fast recursive matrix multiplication algorithms is stable in a normwise sense, and that in fact if multiplication of $n$-by-$n$ matrices can be done by any algorithm in $O(n^{\omega +…

Numerical Analysis · Mathematics 2011-11-09 James Demmel , Ioana Dumitriu , Olga Holtz

Non-Hermitian operators naturally arise in the description of open quantum systems, which exhibit features such as resonances and decay processes, where the associated eigenvalues are complex. Standard quantum algorithms, including the…

Quantum Physics · Physics 2026-04-01 Durgesh Pandey , Ankit Kumar Das , P. Arumugam

An entirely quantum mechanical approach to diagonalize hermitean matrices has been presented recently. Here, the genuinely quantum mechanical approach is considered in detail for (2x2) matrices. The method is based on the measurement of…

Quantum Physics · Physics 2015-06-26 Stefan Weigert

In this work, we consider a rational approximation of the exponential function to design an algorithm for computing matrix exponential in the Hermitian case. Using partial fraction decomposition, we obtain a parallelizable method, where the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-30 Frédéric Hecht , Sidi-Mahmoud Kaber , Lucas Perrin , Alain Plagne , Julien Salomon

We present randomized algorithms for estimating the trace and deter- minant of Hermitian positive semi-definite matrices. The algorithms are based on subspace iteration, and access the matrix only through matrix vector products. We analyse…

Numerical Analysis · Mathematics 2017-02-17 Arvind K. Saibaba , Alen Alexanderian , Ilse C. F. Ipsen

This paper presents a fast, randomized divide-and-conquer algorithm for the definite generalized eigenvalue problem, which corresponds to pencils $(A,B)$ in which $A$ and $B$ are Hermitian and the Crawford number $\gamma(A,B) =…

Numerical Analysis · Mathematics 2025-05-29 James Demmel , Ioana Dumitriu , Ryan Schneider

We consider the problem of triangulating a polygon with $n$ vertices and $h$ holes, or relatedly the problem of computing the trapezoidal decomposition of a collection of $h$ disjoint simple polygonal chains with $n$ vertices total.…

Computational Geometry · Computer Science 2026-03-24 Timothy M. Chan

Quantum computers have the potential to efficiently solve a system of nonlinear ordinary differential equations (ODEs), which play a crucial role in various industries and scientific fields. However, it remains unclear which system of…

Quantum Physics · Physics 2025-04-07 Yu Tanaka , Keisuke Fujii

We deal with the problem, initiated in [8], of finding randomized and quantum complexity of initial-value problems. We showed in [8] that a speed-up in both settings over the worst-case deterministic complexity is possible. In the present…

Quantum Physics · Physics 2007-05-23 Boleslaw Kacewicz

We present subquadratic algorithms in the algebraic decision-tree model for several \textsc{3Sum}-hard geometric problems, all of which can be reduced to the following question: Given two sets $A$, $B$, each consisting of $n$ pairwise…

Computational Geometry · Computer Science 2021-09-17 Boris Aronov , Mark de Berg , Jean Cardinal , Esther Ezra , John Iacono , Micha Sharir

In the Density Matrix Renormalization Group (DMRG) algorithm, Hamiltonian symmetries play an important role. Using symmetries, the matrix representation of the Hamiltonian can be blocked. Diagonalizing each matrix block is more efficient…

Strongly Correlated Electrons · Physics 2012-06-29 G. Alvarez

Quantum subspace diagonalization methods are an exciting new class of algorithms for solving large\rev{-}scale eigenvalue problems using quantum computers. Unfortunately, these methods require the solution of an ill-conditioned generalized…

Quantum Physics · Physics 2023-06-16 Ethan N. Epperly , Lin Lin , Yuji Nakatsukasa

Joint diagonalization of a set of positive (semi)-definite matrices has a wide range of analytical applications, such as estimation of common principal components, estimation of multiple variance components, and blind signal separation.…

Numerical Analysis · Mathematics 2021-10-08 Ronald de Vlaming , Eric A. W. Slob

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