Related papers: Mirror subspace diagonalization: A quantum Krylov …
In this paper, we consider the finite-state approximation of a discrete-time constrained Markov decision process (MDP) under the discounted and average cost criteria. Using the linear programming formulation of the constrained discounted…
We propose a tridiagonalization approach for non-Hermitian random matrices and Hamiltonians using singular value decomposition (SVD). This technique leverages the real and non-negative nature of singular values, bypassing the complex…
The task of estimating the ground state of Hamiltonians is an important problem in physics with numerous applications ranging from solid-state physics to combinatorial optimization. We provide a hybrid quantum-classical algorithm for…
We present a new Krylov subspace recycling method for solving a linear system of equations, or a sequence of slowly changing linear systems. Our approach is to reduce the computational overhead of recycling techniques while still benefiting…
In this paper, we propose a novel reduced-rank adaptive filtering algorithm by blending the idea of the Krylov subspace methods with the set-theoretic adaptive filtering framework. Unlike the existing Krylov-subspace-based reduced-rank…
Mixed-effects models are widely used to model data with hierarchical grouping structures and high-cardinality categorical predictor variables. However, for high-dimensional crossed random effects, current standard computations relying on…
We study the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the…
We consider the problem of high-dimensional filtering of state-space models (SSMs) at discrete times. This problem is particularly challenging as analytical solutions are typically not available and many numerical approximation methods can…
Determining low-energy eigenstates in electronic many-body quantum systems is a key challenge in computational chemistry and condensed-matter physics. Hybrid quantum-classical approaches, such as the Variational Quantum Eigensolver and…
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…
Krylov subspace methods are widely known as efficient algebraic methods for solving large scale linear systems. However, on massively parallel hardware the performance of these methods is typically limited by communication latency rather…
The randomized SVD is a method to compute an inexpensive, yet accurate, low-rank approximation of a matrix. The algorithm assumes access to the matrix through matrix-vector products (matvecs). Therefore, when we would like to apply the…
Randomized sketching is currently introduced into every area of numerical linear algebra. In Krylov subspace methods, it allows runtime savings at the cost of small accuracy reductions. This work offers a different view on sketching in…
We present a computationally efficient approach to solve the time-dependent Kohn-Sham equations in real-time using higher-order finite-element spatial discretization, applicable to both pseudopotential and all-electron calculations. To this…
Krylov subspace methods are a powerful tool for efficiently solving high-dimensional linear algebra problems. In this work, we study the approximation quality that a Krylov subspace provides for estimating the numerical range of a matrix.…
The Krylov subspace projection approach is a well-established tool for the reduced order modeling of dynamical systems in the time domain. In this paper, we address the main issues obstructing the application of this powerful approach to…
In nonlinear imaging problems whose forward model is described by a partial differential equation (PDE), the main computational bottleneck in solving the inverse problem is the need to solve many large-scale discretized PDEs at each step of…
The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…
Sampling from log-concave distributions is a well researched problem that has many applications in statistics and machine learning. We study the distributions of the form $p^{*}\propto\exp(-f(x))$, where…
Semidefinite programming (SDP) is a powerful tool for tackling a wide range of computationally hard problems such as clustering. Despite the high accuracy, semidefinite programs are often too slow in practice with poor scalability on large…