Related papers: The RQR algorithm
In this paper we present a novel matrix method for polynomial rootfinding. By exploiting the properties of the QR eigenvalue algorithm applied to a suitable CMV-like form of a companion matrix we design a fast and computationally simple…
We propose a rational QZ method for the solution of the dense, unsymmetric generalized eigenvalue problem. This generalization of the classical QZ method operates implicitly on a Hessenberg, Hessenberg pencil instead of on a Hessenberg,…
We consider the classic problem of pole placement by state feedback. We offer an eigenstructure assignment algorithm to obtain a novel parametric form for the pole-placing feedback matrix that can deliver any set of desired closed-loop…
Solving linear systems of equations is a common problem that arises both on its own and as a subroutine in more complex problems: given a matrix A and a vector b, find a vector x such that Ax=b. We consider the case where one doesn't need…
Scalable QR factorization algorithms for solving least squares and eigenvalue problems are critical given the increasing parallelism within modern machines. We introduce a more general parallelization of the CholeskyQR2 algorithm and show…
In this work, we present a quantum neighborhood preserving embedding and a quantum local discriminant embedding for dimensionality reduction and classification. We demonstrate that these two algorithms have an exponential speedup over their…
We report a new analytical method for solution of a wide class of second-order differential equations with eigenvalues replaced by arbitrary functions. Such classes of problems occur frequently in Quantum Mechanics and Optics. This approach…
This work introduces a novel algorithm to solve large-scale eigenvalue problems and seek a small set of eigenpairs. The method, called randomized Krylov-Schur (rKS), has a simple implementation and benefits from fast and efficient…
The random reshuffling Kaczmarz (RRK) method enjoys the simplicity and efficiency in solving linear systems as a Kaczmarz-type method, whereas it also inherits the practical improvements of the stochastic gradient descent (SGD) with random…
This paper summarizes a quantum algorithm of [R.D. Somma, et.al., Phys. Rev. Lett. 101, 130504 (2008)] that simulates a classical annealing process for solving discrete optimization problems. The complexity of the quantum algorithm scales…
In this paper we develop a very special substitution method for solving a general linear programming problem (LPP). Of course the substitution is a kind of elimination of variable but this method must not be confused with the so-called…
In many applications, it makes sense to solve the least square problems with nonnegative constraints. In this article, we present a new multiplicative iteration that monotonically decreases the value of the nonnegative quadratic programming…
Quantum annealing has great promise in leveraging quantum mechanics to solve combinatorial optimisation problems. However, to realize this promise to it's fullest extent we must appropriately leverage the underlying physics. In this spirit,…
Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…
Randomized iterative algorithms have attracted much attention in recent years because they can approximately solve large-scale linear systems of equations without accessing the entire coefficient matrix. In this paper, we propose two novel…
This work presents a novel approach to compute the eigenvalues of non-Hermitian matrices using an enhanced shifted QR algorithm. The existing QR algorithms fail to converge early in the case of non-hermitian matrices, and our approach shows…
Single-input eigenvalue assignment problem (SEVAS) for dense (non-sparse) weakly controllable pairs A,B using Ackermann's formula is revisited. Factorizations are presented that are interpreted using quotient (factor) vector spaces.…
Some fast algorithms for computing the eigenvalues of a block companion matrix $A = U + XY^H$, where $U\in \mathbb C^{n\times n}$ is unitary block circulant and $X, Y \in\mathbb{C}^{n \times k}$, have recently appeared in the literature.…
We present a scheme for finding all roots of an analytic function in a square domain in the complex plane. The scheme can be viewed as a generalization of the classical approach to finding roots of a function on the real line, by first…
The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the…