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In this work, we propose a new method, termed as R-CORK, for the numerical solution of large-scale rational eigenvalue problems, which is based on a linearization and on a compact decomposition of the rational Krylov subspaces corresponding…

Numerical Analysis · Mathematics 2017-05-22 Froilán M. Dopico , Javier González-Pizarro

This paper presents two new augmented flexible (AF)-Krylov subspace methods, AF-GMRES and AF-LSQR, to compute solutions of large-scale linear discrete ill-posed problems that can be modeled as the sum of two independent random variables,…

Numerical Analysis · Mathematics 2023-10-10 Malena Sabate Landman , Jiahua Jiang , Jianru Zhang , Wuwei Ren

Reconstructing high-quality images with sharp edges requires the use of edge-preserving constraints in the regularized form of the inverse problem. The use of the $\ell_q$-norm on the gradient of the image is a common such constraint. For…

Numerical Analysis · Mathematics 2023-09-28 Mirjeta Pasha , Eric de Sturler , Misha E. Kilmer

The paper is concerned with methods for computing the best low multilinear rank approximation of large and sparse tensors. Krylov-type methods have been used for this problem; here block versions are introduced. For the computation of…

Numerical Analysis · Mathematics 2020-12-17 L. Eldén , M. Dehghan

We present two algorithms for constructing orthonormal bases of rational function vectors with respect to a discrete inner product, and discuss how to use them for a rational approximation problem. Building on the pencil-based formulation…

Numerical Analysis · Mathematics 2026-01-21 Robbe Vermeiren

This work provides a nonasymptotic error analysis of quantum Krylov algorithms based on real-time evolutions, subject to generic errors in the outputs of the quantum circuits. We prove upper and lower bounds on the resulting ground state…

Quantum Physics · Physics 2024-09-04 William Kirby

We present an iterative generalisation of the quantum subspace expansion algorithm used with a Krylov basis. The iterative construction connects a sequence of subspaces via their lowest energy states. Diagonalising a Hamiltonian in a given…

Quantum Physics · Physics 2025-05-07 Tom O'Leary , Lewis W. Anderson , Dieter Jaksch , Martin Kiffner

In this paper we extend the Residual Arnoldi method for calculating an extreme eigenvalue (e.g. largest real part, dominant,...) to the case where the matrices depend on parameters. The difference between this Arnoldi method and the…

Numerical Analysis · Mathematics 2020-12-18 Koen Ruymbeek , Karl Meerbergen , Wim Michiels

The present paper gives a review of our recent progress and latest results for novel linear-algebraic algorithms and its application to large-scale quantum material simulations or electronic structure calculations. The algorithms are…

In this work, we propose a method for speeding up linear regression distributively, while ensuring security. We leverage randomized sketching techniques, and improve straggler resilience in asynchronous systems. Specifically, we apply a…

Information Theory · Computer Science 2022-02-23 Neophytos Charalambides , Hessam Mahdavifar , Mert Pilanci , Alfred O. Hero

Approximating the ground state of many-body systems is a key computational bottleneck underlying important applications in physics and chemistry. The most widely known quantum algorithm for ground state approximation, quantum phase…

The SOAR method for computing an orthonormal basis of a second-order Krylov subspace can be numerically unstable (see Lu et al. (2016)). In the Two-level orthogonal Arnoldi(TOAR) procedure, an alternative to SOAR, the problem of instability…

Numerical Analysis · Mathematics 2019-02-13 Mashetti Ravibabu

We propose a fast algorithm for computing the entire ridge regression regularization path in nearly linear time. Our method constructs a basis on which the solution of ridge regression can be computed instantly for any value of the…

Optimization and Control · Mathematics 2022-10-25 Yifei Wang , Mert Pilanci

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…

Numerical Analysis · Computer Science 2018-08-22 Siegfried Cools

We present randomized algorithms based on block Krylov space method for estimating the trace and log-determinant of Hermitian positive semi-definite matrices. Using the properties of Chebyshev polynomial and Gaussian random matrix, we…

Numerical Analysis · Mathematics 2020-03-03 Hanyu Li , Yuanyang Zhu

For large-scale discrete ill-posed problems, LSQR, a Lanczos bidiagonalization process based Krylov method, is most often used. It is well known that LSQR has natural regularizing properties, where the number of iterations plays the role of…

Numerical Analysis · Mathematics 2015-01-27 Yi Huang , Zhongxiao Jia

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes

We introduce a multireference selected quantum Krylov (MRSQK) algorithm suitable for quantum simulation of many-body problems. MRSQK is a low-cost alternative to the quantum phase estimation algorithm that generates a target state as a…

Chemical Physics · Physics 2019-11-14 Nicholas H. Stair , Renke Huang , Francesco A. Evangelista

The increasing size of neural networks has led to a growing demand for methods of efficient fine-tuning. Recently, an orthogonal fine-tuning paradigm was introduced that uses orthogonal matrices for adapting the weights of a pretrained…

Machine Learning · Computer Science 2024-06-17 Mikhail Gorbunov , Nikolay Yudin , Vera Soboleva , Aibek Alanov , Alexey Naumov , Maxim Rakhuba

In this paper I describe a new optimal Krylov subspace solver for shifted unitary matrices called the Shifted Unitary Orthogonal Method (SUOM). This algorithm is used as a benchmark against any improvement like the two-grid algorithm. I use…

High Energy Physics - Lattice · Physics 2009-11-10 Artan Borici
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