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We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and…

Data Structures and Algorithms · Computer Science 2016-08-23 Sushant Sachdeva , Nisheeth K. Vishnoi

Efficient gradient computation of the Jacobian determinant term is a core problem in many machine learning settings, and especially so in the normalizing flow framework. Most proposed flow models therefore either restrict to a function…

Machine Learning · Computer Science 2021-06-10 T. Anderson Keller , Jorn W. T. Peters , Priyank Jaini , Emiel Hoogeboom , Patrick Forré , Max Welling

A non-zero constant Jacobian polynomial map $F=(P,Q):\mathbb{C}^2 \longrightarrow \mathbb{C}^2$ has a polynomial inverse if the component $P$ is a simple polynomial, i.e. if, when $P$ extended to a morphism $p:X\longrightarrow \mathbb{P}^1$…

Algebraic Geometry · Mathematics 2017-09-13 Nguyen Van Chau

The recursive Neville algorithm allows one to calculate interpolating functions recursively. Upon a judicious choice of the abscissas used for the interpolation (and extrapolation), this algorithm leads to a method for convergence…

Numerical Analysis · Mathematics 2024-07-11 U. D. Jentschura , L. T. Giorgini

Gradient-based inverse design in photonics has already achieved remarkable results in designing small-footprint, high-performance optical devices. The adjoint variable method, which allows for the efficient computation of gradients, has…

A modification of Newton's method for solving systems of $n$ nonlinear equations is presented. The new matrix-free method relies on a given decomposition of the invertible Jacobian of the residual into invertible sparse local Jacobians…

Numerical Analysis · Mathematics 2023-05-08 Uwe Naumann

The aim of hybrid inverse problems such as Acousto-Electric Tomography or Current Density Imaging is the reconstruction of the electrical conductivity in a domain that can only be accessed from its exterior. In the inversion procedure, the…

Functional Analysis · Mathematics 2023-10-12 Mikko Salo , Hjørdis Schlüter

We consider the inverse dynamical problem for the dynamical system with discrete time associated with the semi-infinite Jacobi matrix. We solve the inverse problem for such a system and answer a question on the characterization of the…

Spectral Theory · Mathematics 2019-12-19 A. S. Mikhaylov , V. S. Mikhaylov

We propose a gradient-based Jacobi algorithm for a class of maximization problems on the unitary group, with a focus on approximate diagonalization of complex matrices and tensors by unitary transformations. We provide weak convergence…

Optimization and Control · Mathematics 2020-07-13 Konstantin Usevich , Jianze Li , Pierre Comon

In this note we derive the backward (automatic) differentiation (adjoint [automatic] differentiation) for an algorithm containing a conditional expectation operator. As an example we consider the backward algorithm as it is used in Bermudan…

Computational Finance · Quantitative Finance 2017-07-18 Christian P. Fries

We consider an inverse elastic scattering problem of simultaneously reconstructing a rigid obstacle and the excitation sources using near-field measurements. A two-phase numerical method is proposed to achieve the co-inversion of multiple…

Numerical Analysis · Mathematics 2023-07-19 Yan Chang , Yukun Guo , Hongyu Liu , Deyue Zhang

Learning expressive probabilistic models correctly describing the data is a ubiquitous problem in machine learning. A popular approach for solving it is mapping the observations into a representation space with a simple joint distribution,…

Machine Learning · Statistics 2020-10-28 Luigi Gresele , Giancarlo Fissore , Adrián Javaloy , Bernhard Schölkopf , Aapo Hyvärinen

We discuss the close connection between eigenvalue computation and optimization using the Newton method and subspace methods. From the connection we derive a new class of Newton updates. The new update formulation is similar to the…

Numerical Analysis · Mathematics 2025-10-20 Yunkai Zhou

We describe a suite of fast algorithms for evaluating Jacobi polynomials, applying the corresponding discrete Sturm-Liouville eigentransforms and calculating Gauss-Jacobi quadrature rules. Our approach is based on the well-known fact that…

Numerical Analysis · Mathematics 2018-03-13 James Bremer , Haizhao Yang

We look for differential equations satisfied by the generalized Jacobi polynomials which are orthogonal on the interval [-1,1] with respect to a weight function consisting of the classical Jacobi weight function together with point masses…

Classical Analysis and ODEs · Mathematics 2007-05-23 J. Koekoek , R. Koekoek

We look for spectral type differential equations satisfied by the generalized Jacobi polynomials which are orthogonal on the interval [-1,1] with respect to a weight function consisting of the classical Jacobi weight function together with…

Classical Analysis and ODEs · Mathematics 2007-05-23 J. Koekoek , R. Koekoek

We present two improvements to arithmetic in the Jacobian of global function fields based on the approach of Hess. The first reduces the number of expensive reduction steps by optimizing for typical inputs rather than worst-case behavior,…

Number Theory · Mathematics 2026-05-18 Vincent Macri , Michael Jacobson , Renate Scheidler

The present author recently proposed and proved a relationship theorem between nonlinear polynomial equations and the corresponding Jacobian matrix. By using this theorem, this paper derives a Newton iterative formula without requiring the…

Computational Engineering, Finance, and Science · Computer Science 2024-09-21 W. Chen

We propose a Forward-Backward Truncated-Newton method (FBTN) for minimizing the sum of two convex functions, one of which smooth. Unlike other proximal Newton methods, our approach does not involve the employment of variable metrics, but is…

Optimization and Control · Mathematics 2019-11-11 Andreas Themelis , Masoud Ahookhosh , Panagiotis Patrinos

For any integer $d \geq 1$, we verify the Jacobian Conjecture for a $d$-linear map in two variables. We prove that almost all the coefficients of the formal inverse are in the ideal specified by the Jacobian condition. We find expressions…

Commutative Algebra · Mathematics 2021-11-23 Mario DeFranco
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