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In this paper, we develop efficient and accurate algorithms for evaluating $\varphi(A)$ and $\varphi(A)b$, where $A$ is an $N\times N$ matrix, $b$ is an $N$ dimensional vector and $\varphi$ is the function defined by…

Numerical Analysis · Mathematics 2021-01-26 Siyu Yang , Dongping Li

We present two analytical formulae for estimating the sensitivity -- namely, the gradient or Jacobian -- at given realizations of an arbitrary-dimensional random vector with respect to its distributional parameters. The first formula…

Machine Learning · Statistics 2025-08-14 Pi-Yueh Chuang , Ahmed Attia , Emil Constantinescu

Gradients of neural networks can be computed efficiently for any architecture, but some applications require differential operators with higher time complexity. We describe a family of restricted neural network architectures that allow…

Machine Learning · Computer Science 2019-12-10 Ricky T. Q. Chen , David Duvenaud

The efficient computation of Jacobians represents a fundamental challenge in computational science and engineering. Large-scale modular numerical simulation programs can be regarded as sequences of evaluations of in our case differentiable…

Machine Learning · Computer Science 2024-06-19 Uwe Naumann

Most nonlinear partial differential equation (PDE) solvers require the Jacobian matrix associated to the differential operator. In PETSc, this is typically achieved by either an analytic derivation or numerical approximation method such as…

Mathematical Software · Computer Science 2019-09-09 J. G. Wallwork , P. Hovland , H. Zhang , O. Marin

We develop numerical algorithms for the efficient evaluation of quantities associated with generalized matrix functions [J. B. Hawkins and A. Ben-Israel, Linear and Multilinear Algebra 1(2), 1973, pp. 163-171]. Our algorithms are based on…

Numerical Analysis · Mathematics 2015-12-10 Francesca Arrigo , Michele Benzi , Caterina Fenu

Automatic differentiation is everywhere, but there exists only minimal documentation of how it works in complex arithmetic beyond stating "derivatives in $\mathbb{C}^d$" $\cong$ "derivatives in $\mathbb{R}^{2d}$" and, at best, shallow…

Mathematical Software · Computer Science 2024-12-11 Nicholas Krämer

We present a method for the numerical calculation of derivatives of functions of general complex matrices. The method can be used in combination with any algorithm that evaluates or approximates the desired matrix function, in particular…

High Energy Physics - Lattice · Physics 2016-10-13 M. Puhr , P. V. Buividovich

We review existing methods for implementing smooth functions f(A) of a sparse Hermitian matrix A on a quantum computer, and analyse a further combination of these techniques which has some advantages of simplicity and resource consumption…

Quantum Physics · Physics 2019-08-23 Sathyawageeswar Subramanian , Steve Brierley , Richard Jozsa

Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…

High Energy Physics - Phenomenology · Physics 2010-05-28 Mathias Wagner , Andrea Walther , Bernd-Jochen Schaefer

We present a new computation method for simulating reflection high-energy electron diffraction and the total-reflection high-energy positron diffraction experiments. The two experiments are used commonly for the structural analysis of…

Numerical Analysis · Mathematics 2023-06-02 Shuhei Kudo , Yusaku Yamamoto , Takeo Hoshi

A procedure to obtain differentiation matrices is extended straightforwardly to yield new differentiation matrices useful to obtain derivatives of complex rational functions. Such matrices can be used to obtain numerical solutions of some…

Numerical Analysis · Mathematics 2007-05-23 Rafael G. Campos , Claudio Meneses

Approximate computing has shown to provide new ways to improve performance and power consumption of error-resilient applications. While many of these applications can be found in image processing, data classification or machine learning, we…

Numerical Analysis · Computer Science 2017-03-08 Michael Lass , Thomas D. Kühne , Christian Plessl

Ab initio simulations are capable of providing detailed information of material behavior at the nanoscale. Simulating experimentally relevant situations is, however, often computationally intense. Using hybrid approaches between ab initio…

Computational Physics · Physics 2019-03-26 Michael Sluydts , Michiel Larmuseau , Johan Lauwaert , Stefaan Cottenier

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

A recently developed numerical method for the calculation of derivatives of functions of general complex matrices, which can also be combined with implicit matrix function approximations such as Krylov-Ritz type algorithms, is presented. An…

High Energy Physics - Lattice · Physics 2016-11-02 M. Puhr , P. V. Buividovich

Fractional calculus with respect to function $\psi$, also named as $\psi$-fractional calculus, generalizes the Hadamard and the Riemann-Liouville fractional calculi, which causes challenge in numerical treatment. In this paper we study…

Numerical Analysis · Mathematics 2023-12-29 Tinggang Zhao , Zhenyu Zhao , Changpin Li , Dongxia Li

Cartesian differential categories come equipped with a differential combinator that formalizes the directional derivative from multivariable calculus. Cartesian differential categories provide a categorical semantics of the differential…

Logic in Computer Science · Computer Science 2022-11-04 Jean-Simon Pacaud Lemay

We derive algorithms for higher order derivative computation of the rectangular $QR$ and eigenvalue decomposition of symmetric matrices with distinct eigenvalues in the forward and reverse mode of algorithmic differentiation (AD) using…

Data Structures and Algorithms · Computer Science 2010-02-19 S. F. Walter , L. Lehmann

A survey on algorithms for computing discrete logarithms in Jacobians of curves over finite fields.

Cryptography and Security · Computer Science 2007-12-27 Andreas Enge