Related papers: A Block-Shifted Cyclic Reduction Algorithm for Sol…
We consider the task of computing solutions of linear systems that only differ by a shift with the identity matrix as well as linear systems with several different right hand sides. In the past Krylov subspace methods have been developed…
Iteration method is commonly used in solving linear systems of equations. We present quantum algorithms for the relaxed row and column iteration methods by constructing unitary matrices in the iterative processes, which generalize row and…
A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…
In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…
The cyclically equivariant neural decoder was recently proposed in [Chen-Ye, International Conference on Machine Learning, 2021] to decode cyclic codes. In the same paper, a list decoding procedure was also introduced for two widely used…
Inverse iteration is known to be an effective method for computing eigenvectors corresponding to simple and well-separated eigenvalues. In the non-symmetric case, the solution of shifted Hessenberg systems is a central step. Existing…
In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of the SURE theory, a key step is to compute the (weak)…
We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…
In this paper, we study a variant of the quadratic penalty method for linearly constrained convex problems, which has already been widely used but actually lacks theoretical justification. Namely, the penalty parameter steadily increases…
In the literature, there exist several studies on symbol-based multigrid methods for the solution of linear systems having structured coefficient matrices. In particular, the convergence analysis for such methods has been obtained in an…
Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to…
This paper introduces the Runge-Kutta Chebyshev descent method (RKCD) for strongly convex optimisation problems. This new algorithm is based on explicit stabilised integrators for stiff differential equations, a powerful class of numerical…
Block encoding is a key ingredient in the recently developed quantum singular value transformation (QSVT) framework, which provides a unifying description for many quantum algorithms. Initially introduced to simplify and optimize resource…
Recent work in the field of signal processing has shown that the singular value decomposition of a matrix with entries in certain real algebras can be a powerful tool. In this article we show how to generalise the QR decomposition and SVD…
A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
This paper focuses on recovering a low-rank tensor from its incomplete measurements. We propose a novel algorithm termed the Single Mode Quasi Riemannian Gradient Descent (SM-QRGD). By exploiting the benefits of both fixed-rank matrix…
Two methods to decompose block matrices analogous to Singular Matrix Decomposition are proposed, one yielding the so called economy decomposition, and other yielding the full decomposition. This method is devised to avoid handling matrices…
In this work, we consider two types of large-scale quadratic matrix equations: Continuous-time algebraic Riccati equations, which play a central role in optimal and robust control, and unilateral quadratic matrix equations, which arise from…
The so-called block-term decomposition (BTD) tensor model has been recently receiving increasing attention due to its enhanced ability of representing systems and signals that are composed of \emph{blocks} of rank higher than one, a…