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Solving linear systems of equations is a fundamental problem in mathematics. When the linear system is so large that it cannot be loaded into memory at once, iterative methods such as the randomized Kaczmarz method excel. Here, we extend…

Numerical Analysis · Mathematics 2020-06-03 Anna Ma , Denali Molitor

This paper presents a new method for computing all eigenvalues and eigenvectors of quadratic matrix pencil. It is an upgrade of the quadeig algorithm by Hammarling, Munro and Tisseur, which attempts to reveal and remove by deflation certain…

Numerical Analysis · Mathematics 2019-04-12 Zlatko Drmač , Ivana Šain Glibić

We describe an asynchronous parallel variant of the randomized Kaczmarz (RK) algorithm for solving the linear system $Ax=b$. The analysis shows linear convergence and indicates that nearly linear speedup can be expected if the number of…

Numerical Analysis · Mathematics 2014-06-10 Ji Liu , Stephen J. Wright , Srikrishna Sridhar

In this paper, we study quantum algorithms of matrix multiplication from the viewpoint of inputting quantum/classical data to outputting quantum/classical data. The main target is trying to overcome the input and output problem, which are…

Quantum Physics · Physics 2018-07-31 Changpeng Shao

The QR-algorithm is one of the most important algorithms in linear algebra. Its several variants make feasible the computation of the eigenvalues and eigenvectors of a numerical real or complex matrix, even when the dimensions of the matrix…

Numerical Analysis · Mathematics 2020-09-02 Avinash Kulkarni , Tristan Vaccon

In \emph{Wang et al., A Shifted Laplace Rational Filter for Large-Scale Eigenvalue Problems}, the SLRF method was proposed to compute all eigenvalues of a symmetric definite generalized eigenvalue problem lying in an interval on the real…

Numerical Analysis · Mathematics 2025-10-21 Biyi Wang , Karl Meerbergen , Raf Vandebril , Hengbin An , Zeyao Mo

Quantum annealers of D-Wave Systems, Inc., offer an efficient way to compute high quality solutions of NP-hard problems. This is done by mapping a problem onto the physical qubits of the quantum chip, from which a solution is obtained after…

Quantum Physics · Physics 2022-11-30 Elijah Pelofske , Georg Hahn , Hristo N. Djidjev

This paper presents a hybrid variational quantum algorithm that finds a random eigenvector of a unitary matrix with a known quantum circuit. The algorithm is based on the SWAP test on trial states generated by a parametrized quantum…

Quantum Physics · Physics 2025-01-14 Juan Carlos Garcia-Escartin

Interpolative and CUR decompositions involve "natural bases" of row and column subsets, or skeletons, of a given matrix that approximately span its row and column spaces. These low-rank decompositions preserve properties such as sparsity or…

Numerical Analysis · Mathematics 2023-10-17 Katherine J. Pearce , Chao Chen , Yijun Dong , Per-Gunnar Martinsson

The block Kaczmarz method and its variants are designed for solving the over-determined linear system. They involve iteratively projecting the current point onto the solution space of a subset of constraints. In this work, by alternately…

Numerical Analysis · Mathematics 2023-11-02 Nian-Ci Wu , Yang Zhou , Zhaolu Tian

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

A numerical matrix methodology is applied to quantum problems with periodic potentials. The procedure consists essentially in replacing the true potential by an alternative one, restricted by an infinite square well, and in expressing the…

Quantum Physics · Physics 2016-06-02 Felipe Le Vot , Juan J. Meléndez , Santos Bravo Yuste

This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…

Data Structures and Algorithms · Computer Science 2015-02-11 David P. Woodruff

Factorizing large matrices by QR with column pivoting (QRCP) is substantially more expensive than QR without pivoting, owing to communication costs required for pivoting decisions. In contrast, randomized QRCP (RQRCP) algorithms have proven…

Numerical Analysis · Mathematics 2018-04-17 Jianwei Xiao , Ming Gu , Julien Langou

We present parallel and sequential dense QR factorization algorithms for tall and skinny matrices and general rectangular matrices that both minimize communication, and are as stable as Householder QR. The sequential and parallel algorithms…

Numerical Analysis · Mathematics 2008-09-16 James Demmel , Laura Grigori , Mark Hoemmen , Julien Langou

We consider linear systems $Ax = b$ where $A \in \mathbb{R}^{m \times n}$ consists of normalized rows, $\|a_i\|_{\ell^2} = 1$, and where up to $\beta m$ entries of $b$ have been corrupted (possibly by arbitrarily large numbers). Haddock,…

Numerical Analysis · Mathematics 2021-07-13 Stefan Steinerberger

We introduce an algorithm for the least squares solution of a rectangular linear system $Ax=b$, in which $A$ may be arbitrarily ill-conditioned. We assume that a complementary matrix $Z$ is known such that $A - AZ^*A$ is numerically low…

Numerical Analysis · Mathematics 2019-12-10 Vincent Coppe , Daan Huybrechs , Roel Matthysen , Marcus Webb

In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-03 Lev Kazakovtsev

We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…

Optimization and Control · Mathematics 2024-08-06 João Sousa-Pinto , Dominique Orban

Standard multiparameter eigenvalue problems (MEPs) are systems of $k\ge 2$ linear $k$-parameter square matrix pencils. Recently, a new form of multiparameter eigenvalue problems has emerged: a rectangular MEP (RMEP) with only one…

Numerical Analysis · Mathematics 2023-12-19 Michiel E. Hochstenbach , Tomaž Košir , Bor Plestenjak
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