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We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Numerical Analysis · Mathematics 2025-04-28 Jonathan Weare , Robert J. Webber

We consider the structured-output prediction problem through probabilistic approaches and generalize the "perturb-and-MAP" framework to more challenging weighted Hamming losses, which are crucial in applications. While in principle our…

Machine Learning · Statistics 2018-11-22 Tatiana Shpakova , Francis Bach , Anton Osokin

A method is presented for fast diagonalization of a 2x2 or 3x3 real symmetric matrix, that is determination of its eigenvalues and eigenvectors. The Euler angles of the eigenvectors are computed. A small computer algebra program is used to…

Numerical Analysis · Mathematics 2015-02-17 M. J. Kronenburg

Given a possibly singular matrix polynomial $P(z)$, we study how the eigenvalues, eigenvectors, root polynomials, minimal indices, and minimal bases of the pencils in the vector space $\mathbb{DL}(P)$ introduced in Mackey, Mackey, Mehl, and…

Numerical Analysis · Mathematics 2022-12-20 Froilán Dopico , Vanni Noferini

We present a new algorithm that computes eigenvalues and eigenvectors of a Hermitian positive definite matrix while solving a linear system of equations with Conjugate Gradient (CG). Traditionally, all the CG iteration vectors could be…

High Energy Physics - Lattice · Physics 2011-10-12 Andreas Stathopoulos , Kostas Orginos

Diagonalizing a matrix $A$, that is finding two matrices $P$ and $D$ such that $A = PDP^{-1}$ with $D$ being a diagonal matrix needs two steps: first find the eigenvalues and then find the corresponding eigenvectors. We show that we do not…

History and Overview · Mathematics 2020-02-18 Udita N. Katugampola

Randomized algorithms can be used to speed up the analysis of large datasets. In this paper, we develop a unified methodology for statistical inference via randomized sketching or projections in two of the most fundamental problems in…

Statistics Theory · Mathematics 2024-04-02 Leda Wang , Zhixiang Zhang , Edgar Dobriban

Boundary problem for linear partial differential algebraic equations system with multiple characteristic curves is considered. It is supposed that matrix-functions pencil of the system under consideration is smoothly equivalent to special…

Numerical Analysis · Mathematics 2013-03-27 Svetlana Gaidomak

The stated paper is dedicated to one of the inverse problems of spectral theory. It is necessary to define matrix (constant) coefficients of some quadratic pencil, if the eigenvalues of this pencil are known. Furthermore, it is known that…

Spectral Theory · Mathematics 2015-12-02 N. A. Aliyev , Y. Y. Mustafayeva , R. F. Efendiyev

In this paper we study para-Hermitian rational matrices and the associated structured rational eigenvalue problem (REP). Para-Hermitian rational matrices are square rational matrices that are Hermitian for all $z$ on the unit circle that…

Numerical Analysis · Mathematics 2024-07-19 Froilán Dopico , Vanni Noferini , María C. Quintana , Paul Van Dooren

In this paper we introduce the algorithm and the fixed point hardware to calculate the normalized singular value decomposition of a non-symmetric matrices using Givens fast (approximate) rotations. This algorithm only uses the basic…

Numerical Analysis · Computer Science 2017-07-18 Ehsan Rohani , Gwan Choi , Mi Lu

Accurate detection and segmentation of anatomical structures from ultrasound images are crucial for clinical diagnosis and biometric measurements. Although ultrasound imaging has been widely used with superiorities such as low cost and…

Computer Vision and Pattern Recognition · Computer Science 2016-07-08 Hao Chen , Yefeng Zheng , Jin-Hyeong Park , Pheng-Ann Heng , S. Kevin Zhou

We introduce a simple, general, and convergent scheme to compute generalized eigenfunctions of self-adjoint operators with continuous spectra on rigged Hilbert spaces. Our approach does not require prior knowledge about the eigenfunctions,…

Numerical Analysis · Mathematics 2024-10-14 Matthew J. Colbrook , Andrew Horning , Tianyiwa Xie

We consider the uniform approximation of the smallest eigenvalue of a large parameter-dependent Hermitian matrix by that of a smaller counterpart obtained through projections. The projection subspaces are constructed iteratively by means of…

Numerical Analysis · Mathematics 2026-01-16 Mattia Manucci , Emre Mengi , Nicola Guglielmi

In order to determine the 3D structure of a thick sample, researchers have recently combined ptychography (for high resolution) and tomography (for 3D imaging) in a single experiment. 2-step methods are usually adopted for reconstruction,…

Image and Video Processing · Electrical Eng. & Systems 2020-07-21 Huibin Chang , Pablo Enfedaque , Stefano Marchesini

We introduce a new class of structured matrix polynomials, namely, the class of M_A-structured matrix polynomials, to provide a common framework for many classes of structured matrix polynomials that are important in applications: the…

Numerical Analysis · Mathematics 2016-12-22 Froilán M. Dopico , Javier Pérez , Paul Van Dooren

Randomized iterative algorithms have attracted much attention in recent years because they can approximately solve large-scale linear systems of equations without accessing the entire coefficient matrix. In this paper, we propose two novel…

Numerical Analysis · Mathematics 2021-10-22 Kui Du , Xiao-Hui Sun

The eigenvalues and eigenvectors of nonnormal matrices can be unstable under perturbations of their entries. This renders an obstacle to the analysis of numerical algorithms for non-Hermitian eigenvalue problems. A recent technique to…

Probability · Mathematics 2026-04-14 Rikhav Shah , Nikhil Srivastava , Edward Zeng

In order to find the outcome probabilities of quantum mechanical systems like the optical networks underlying Boson sampling, it is necessary to be able to compute the permanents of unitary matrices, a computationally hard task. Here we…

Quantum Physics · Physics 2022-02-10 P. H. Lundow , K. Markström
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