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Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in…

Machine Learning · Statistics 2025-06-16 Siavash Ameli , Chris van der Heide , Liam Hodgkinson , Michael W. Mahoney

The real-time monitoring of the structural displacement of the Vacuum Vessel (VV) of thermonuclear fusion devices caused by electromagnetic (EM) loads is of great interest. In this paper, Model Order Reduction (MOR) is applied to the…

Numerical Analysis · Mathematics 2024-05-03 Francesco Lucchini , Alessandro Frescura , Riccardo Torchio , Piergiorgio Alotto , Paolo Bettini

In the study of micro-swimmers, both artificial and biological ones, many-query problems arise naturally. Even with the use of advanced high performance computing (HPC), it is not possible to solve this kind of problems in an acceptable…

Numerical Analysis · Mathematics 2020-08-04 Nicola Giuliani , Martin W. Hess , Antonio DeSimone , Gianluigi Rozza

Reduced basis methods are projection-based model order reduction techniques for reducing the computational complexity of solving parametrized partial differential equation problems. In this work we discuss the design of pyMOR, a freely…

Mathematical Software · Computer Science 2019-10-30 René Milk , Stephan Rave , Felix Schindler

Image super-resolution (SR) is an underdetermined inverse problem, where a large number of plausible high-resolution images can explain the same downsampled image. Most current single image SR methods use empirical risk minimisation, often…

Computer Vision and Pattern Recognition · Computer Science 2017-02-28 Casper Kaae Sønderby , Jose Caballero , Lucas Theis , Wenzhe Shi , Ferenc Huszár

In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…

Numerical Analysis · Mathematics 2026-04-13 Elise Bonnet-Weill , Virginie Ehrlacher , Luca Nenna

Optimization of convex functions subject to eigenvalue constraints is intriguing because of peculiar analytical properties of eigenvalues, and is of practical interest because of wide range of applications in fields such as structural…

Numerical Analysis · Mathematics 2013-10-08 Emre Mengi

We present a new numerical technique to solve large-scale eigenvalue problems. It is based on the projection technique, used in strongly correlated quantum many-body systems, where first an effective approximate model of smaller complexity…

Strongly Correlated Electrons · Physics 2015-05-19 Ralf Gamillscheg , Gundolf Haase , Wolfgang von der Linden

Projection-based model reduction is among the most widely adopted methods for constructing parametric Reduced-Order Models (ROM). Utilizing the snapshot data from solving full-order governing equations, the Proper Orthogonal Decomposition…

Machine Learning · Statistics 2025-09-16 Xiao Liu , Jingyi Feng , Xinchao Liu

Symmetric positive semi-definite (SPSD) matrix approximation methods have been extensively used to speed up large-scale eigenvalue computation and kernel learning methods. The standard sketch based method, which we call the prototype model,…

Machine Learning · Computer Science 2016-12-13 Shusen Wang , Zhihua Zhang , Tong Zhang

Projection-based Reduced Order Models minimize the discrete residual of a "full order model" (FOM) while constraining the unknowns to a reduced dimension space. For problems with symmetric positive definite (SPD) Jacobians, this is…

Computational Engineering, Finance, and Science · Computer Science 2023-09-29 S. Ares de Parga , J. R. Bravo , J. A. Hernandez , R. Zorrilla , R. Rossi

Reliable and efficient computation of the pseudospectral abscissa in the large-scale setting is still not settled. Unlike the small-scale setting where there are globally convergent criss-cross algorithms, all algorithms in the large-scale…

Numerical Analysis · Mathematics 2025-06-09 Waqar Ahmed , Emre Mengi

Model order reduction (MOR) is often applied to spatially-discretized partial differential equations to reduce their order and hence decrease computational complexity. A reduced system can be obtained, e.g., by time-limited balanced…

Optimization and Control · Mathematics 2019-07-15 Martin Redmann

We consider a problem in eigenvalue optimization, in particular finding a local minimizer of the spectral abscissa - the value of a parameter that results in the smallest value of the largest real part of the spectrum of a matrix system.…

Optimization and Control · Mathematics 2014-11-11 Vyacheslav Kungurtsev , Wim Michiels , Moritz Diehl

In recent years, there has been a growing interest in understanding complex microstructures and their effect on macroscopic properties. In general, it is difficult to derive an effective constitutive law for such microstructures with…

Computational Engineering, Finance, and Science · Computer Science 2023-10-18 Theron Guo , Ondřej Rokoš , Karen Veroy

Dynamical systems are pervasive in almost all engineering and scientific applications. Simulating such systems is computationally very intensive. Hence, Model Order Reduction (MOR) is used to reduce them to a lower dimension. Most of the…

Numerical Analysis · Mathematics 2020-03-31 Navneet Pratap Singh , Kapil Ahuja

This paper presents a parametric Model Order Reduction (MOR) method for weakly coupled thermo-mechanical Finite Element (FE) models of machine tools and other similar mechatronic systems. This work proposes a reduction method, Krylov Modal…

Numerical Analysis · Mathematics 2020-09-30 Pablo Hernández-Becerro , Daniel Spescha , Konrad Wegener

The paper deals with the problem of penalized empirical risk minimization over a convex set of linear functionals on the space of Hermitian matrices with convex loss and nuclear norm penalty. Such penalization is often used in low rank…

Statistics Theory · Mathematics 2012-10-11 Vladimir Koltchinskii

We derive error bounds for CUR matrix approximation using determinant-based methods that relate local projection errors to global approximation quality. For general matrices, we establish determinant identities for bordered Gramian matrices…

Numerical Analysis · Mathematics 2026-03-05 Frank de Hoog , Markus Hegland

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

Statistics Theory · Mathematics 2025-07-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli
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