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This paper revisits the error analysis of the Stochastic Lanczos Quadrature (SLQ) method for approximating the trace of matrix functions, with a specific focus on asymmetric Lanczos quadrature rules. We reexplain an existing theoretical…

Numerical Analysis · Mathematics 2026-05-14 Wenhao Li , Yixuan Huang , Shengxin Zhu

The term Tensor Network States (TNS) refers to a number of families of states that represent different ans\"atze for the efficient description of the state of a quantum many-body system. Matrix Product States (MPS) are one particular case…

High Energy Physics - Lattice · Physics 2014-02-04 Mari Carmen Bañuls , Krzysztof Cichy , J. Ignacio Cirac , Karl Jansen , Hana Saito

The Lanczos process constructs a sequence of orthonormal vectors v_m spanning a nested sequence of Krylov subspaces generated by a hermitian matrix A and some starting vector b. In this paper we show how to cheaply recover a secondary…

High Energy Physics - Lattice · Physics 2015-04-22 A. Frommer , K. Kahl , Th. Lippert , H. Rittich

We investigate the solution of low-rank matrix approximation problems using the truncated SVD. For this purpose, we develop and optimize GPU implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-12 Andres E. Tomas , Enrique S. Quintana-Orti , Hartwig Anzt

The block Lanczos algorithm proposed by Peter Montgomery is an efficient means to tackle the sparse linear algebra problem which arises in the context of the number field sieve factoring algorithm and its predecessors. We present here a…

Cryptography and Security · Computer Science 2016-04-11 Emmanuel Thomé

Learning the closest matrix product state (MPS) representation of a quantum state enables useful tools for quantum machine learning and analysis of complex quantum systems. In this work, we study the problem of learning MPS in the following…

Quantum Physics · Physics 2026-05-21 Chia-Ying Lin , Nai-Hui Chia , Shih-Han Hung

Low-rank approximations of original samples are playing more and more an important role in many recently proposed mathematical models from data science. A natural and initial requirement is that these representations inherit original…

Numerical Analysis · Mathematics 2020-05-05 Zhigang Jia , Xuan Liu , Mei-Xiang Zhao

We introduce a new algorithm for finding the eigenvalues and eigenvectors of Hermitian matrices within a specified region, based upon the LANSO algorithm of Parlett and Scott. It uses selective reorthogonalization to avoid the duplication…

High Energy Physics - Lattice · Physics 2015-06-12 Chris Johnson , A. D. Kennedy

We introduce an efficient method to calculate the ground state of one-dimensional lattice models with periodic boundary conditions. The method works in the representation of Matrix Product States (MPS), related to the Density Matrix…

Strongly Correlated Electrons · Physics 2010-02-16 Peter Pippan , Steven R. White , Hans Gerd Evertz

A common approach to approximating quadratic forms of matrix functions is to use a quadrature rule derived from the Lanczos process, known as a Lanczos quadrature. Although symmetric quadrature rules are computationally favorable, it has…

Numerical Analysis · Mathematics 2026-01-30 Wenhao Li , Shengxin Zhu

This work presents a low-rank tensor model for multi-dimensional Markov chains. A common approach to simplify the dynamical behavior of a Markov chain is to impose low-rankness on the transition probability matrix. Inspired by the success…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Madeline Navarro , Sergio Rozada , Antonio G. Marques , Santiago Segarra

Efficient matrix trace estimation is essential for scalable computation of log-determinants, matrix norms, and distributional divergences. In many large-scale applications, the matrices involved are too large to store or access in full,…

Numerical Analysis · Mathematics 2025-12-22 Kingsley Yeon , Promit Ghosal , Mihai Anitescu

Recent work has shown that the (block) Lanczos algorithm can be used to extract approximate energy spectra and matrix elements from (matrices of) correlation functions in quantum field theory, and identified exact coincidences between…

High Energy Physics - Lattice · Physics 2025-03-24 Ryan Abbott , Daniel C. Hackett , George T. Fleming , Dimitra A. Pefkou , Michael L. Wagman

A key property of many-body localization, the localization of quantum particles in systems with both quenched disorder and interactions, is the area law entanglement of even highly excited eigenstates of many-body localized Hamiltonians.…

Strongly Correlated Electrons · Physics 2017-01-11 Xiongjie Yu , David Pekker , Bryan K. Clark

The Lanczos method is one of the standard approaches for computing a few eigenpairs of a large, sparse, symmetric matrix. It is typically used with restarting to avoid unbounded growth of memory and computational requirements. Thick-restart…

Numerical Analysis · Mathematics 2019-11-12 Lingfei Wu , Fei Xue , Andreas Stathopoulos

Tensor network operators, such as the matrix product operator (MPO) and the projected entangled-pair operator (PEPO), can provide efficient representation of certain linear operators in high dimensional spaces. This paper focuses on the…

Computational Physics · Physics 2019-09-06 Lin Lin , Yu Tong

We develop a block minimum residual (MINRES) algorithm for symmetric indefinite matrices. This version is built upon the band Lanczos method that generates one basis vector of the block Krylov subspace per iteration rather than a whole…

Numerical Analysis · Mathematics 2014-10-01 Kirk M. Soodhalter

Using the matrix product state (MPS) representation of the recently proposed tensor ring decompositions, in this paper we propose a tensor completion algorithm, which is an alternating minimization algorithm that alternates over the factors…

Machine Learning · Computer Science 2017-07-27 Wenqi Wang , Vaneet Aggarwal , Shuchin Aeron

In [Van Beeumen, et. al, HPC Asia 2020, https://www.doi.org/10.1145/3368474.3368497] a scalable and matrix-free eigensolver was proposed for studying the many-body localization (MBL) transition of two-level quantum spin chain models with…

Disordered Systems and Neural Networks · Physics 2020-12-02 Roel Van Beeumen , Khaled Z. Ibrahim , Gregory D. Kahanamoku-Meyer , Norman Y. Yao , Chao Yang

In this work we introduce a memory-efficient method for computing the action of a Hermitian matrix function on a vector. Our method consists of a rational Lanczos algorithm combined with a basis compression procedure based on rational…

Numerical Analysis · Mathematics 2024-03-08 Angelo A. Casulli , Igor Simunec