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In this paper, we study a posteriori error estimators which aid multilevel iterative solvers for linear systems with graph Laplacians. In earlier works such estimates were computed by solving global optimization problems, which could be…

Numerical Analysis · Mathematics 2021-06-22 Xiaozhe Hu , Kaiyi Wu , Ludmil T. Zikatanov

In recent years, a new kind of accelerated hardware has gained popularity in the Artificial Intelligence (AI) and Machine Learning (ML) communities which enables extremely high-performance tensor contractions in reduced precision for deep…

Computational Physics · Physics 2024-05-01 Adela Habib , Joshua Finkelstein , Anders M. N. Niklasson

Computation of the large sparse matrix exponential has been an important topic in many fields, such as network and finite-element analysis. The existing scaling and squaring algorithm (SSA) is not suitable for the computation of the large…

Numerical Analysis · Mathematics 2021-10-12 Feng Wu , Kailing Zhang , Li Zhu , Jiayao Hu

For compact self-adjoint operators in Hilbert spaces, two algorithms are proposed to provide fully computable a posteriori error estimate for eigenfunction approximation. Both algorithms apply well to the case of tight clusters and multiple…

Numerical Analysis · Mathematics 2022-07-19 Xuefeng Liu , Tomáš Vejchodský

We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…

Numerical Analysis · Mathematics 2019-05-02 Robert M. Gower , Peter Richtárik

This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Pad\'e methods shown to be…

Numerical Analysis · Mathematics 2024-04-22 Sergio Blanes , Nikita Kopylov , Muaz Seydaoğlu

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner $M$ for an ill-conditioned linear system $Ax=b$, we show that, if the inverse of the…

Numerical Analysis · Mathematics 2017-05-15 Qiang Ye

Iterative multiscale methods for electronic structure calculations offer several advantages for large-scale problems. Here we examine a nonlinear full approximation scheme (FAS) multigrid method for solving fixed potential and…

Materials Science · Physics 2007-05-23 Nimal Wijesekera , Guogang Feng , Thomas L. Beck

Motivated by applications such as sparse PCA, in this paper we present provably-accurate one-pass algorithms for the sparse approximation of the top eigenvectors of extremely massive matrices based on a single compact linear sketch. The…

Information Theory · Computer Science 2026-05-06 Edem Boahen , Simone Brugiapaglia , Hung-Hsu Chou , Mark Iwen , Felix Krahmer

We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…

Information Theory · Computer Science 2020-02-28 Ralf R. Müller , Bernhard Gäde , Ali Bereyhi

In this paper, the author present a reliable symbolic computational algorithm for inverting a general comrade matrix by using parallel computing along with recursion. The computational cost of our algorithm is O(n^2). The algorithm is…

Symbolic Computation · Computer Science 2012-10-18 A. A. Karawia

This paper proposes an efficient method for computing partial eigenvalues of large sparse matrices what can be called the inexact inverse power method (IIPM). It is similar to the inexact Rayleigh quotient method and inexact Jacobi-Davidson…

Numerical Analysis · Mathematics 2017-01-12 Yuquan Sun , Fanghui Gong , Igor V. Ovchinnikov , Kang L. Wang

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

In this paper, a new type of multi-level correction scheme is proposed for solving eigenvalue problems by finite element method. With this new scheme, the accuracy of eigenpair approximations can be improved after each correction step which…

Numerical Analysis · Mathematics 2011-07-04 Qun Lin , Hehu Xie

Renewed interest in mixed-precision algorithms has emerged due to growing data capacity and bandwidth concerns, as well as the advancement of GPUs, which enable significant speedup for low precision arithmetic. In light of this, we propose…

Numerical Analysis · Mathematics 2020-12-14 Alec Michael Dunton , Alyson Fox

In this paper, we propose a decomposition approach for eigenvalue problems with spatial symmetries, including the formulation, discretization as well as implementation. This approach can handle eigenvalue problems with either Abelian or…

Numerical Analysis · Mathematics 2012-11-16 Jun Fang , Xingyu Gao , Aihui Zhou

Matrix operations such as matrix inversion, eigenvalue decomposition, singular value decomposition are ubiquitous in real-world applications. Unfortunately, many of these matrix operations so time and memory expensive that they are…

Mathematical Software · Computer Science 2015-11-04 Shusen Wang

In this paper, we first establish the convergence criteria of the residual iteration method for solving quadratic eigenvalue problem- s. We analyze the impact of shift point and the subspace expansion on the convergence of this method. In…

Numerical Analysis · Mathematics 2017-01-12 Liu Yang , Yuquan Sun , Fanghui Gong

Covariance matrix estimates are an essential part of many signal processing algorithms, and are often used to determine a low-dimensional principal subspace via their spectral decomposition. However, exact eigenanalysis is computationally…

Applications · Statistics 2011-12-01 Nicholas Arcolano , Patrick J. Wolfe
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