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We investigate an interpolation/extrapolation method that, given scattered observations of the Fourier transform, approximates its inverse. The interpolation algorithm takes advantage of modelling the available data via a shape-driven…

Numerical Analysis · Mathematics 2021-09-22 Emma Perracchione , Anna Maria Massone , Michele Piana

Despite their many appealing properties, kernel methods are heavily affected by the curse of dimensionality. For instance, in the case of inner product kernels in $\mathbb{R}^d$, the Reproducing Kernel Hilbert Space (RKHS) norm is often…

Machine Learning · Computer Science 2021-11-09 Michael Celentano , Theodor Misiakiewicz , Andrea Montanari

In this paper the problem of recovering a regularized solution of the Fredholm integral equations of the first kind with Hermitian and square-integrable kernels, and with data corrupted by additive noise, is considered. Instead of using a…

Classical Analysis and ODEs · Mathematics 2007-05-23 Enrico De Micheli , Nicodemo Magnoli , Giovanni Alberto Viano

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

Data-driven spectral analysis of Koopman operators is a powerful tool for understanding numerous real-world dynamical systems, from neuronal activity to variations in sea surface temperature. The Koopman operator acts on a function space…

Numerical Analysis · Mathematics 2025-06-23 Nicolas Boullé , Matthew J. Colbrook , Gustav Conradie

In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…

Numerical Analysis · Mathematics 2025-09-16 Cristian Rusu

By means of a suitable degree theory, we prove persistence of eigenvalues and eigenvectors for set-valued perturbations of a Fredholm linear operator. As a consequence, we prove existence of a bifurcation point for a non-linear inclusion…

Analysis of PDEs · Mathematics 2018-12-05 Pierluigi Benevieri , Antonio Iannizzotto

We first consider the problem of approximating a few eigenvalues of a rational matrix-valued function closest to a prescribed target. It is assumed that the proper rational part of the rational matrix-valued function is expressed in the…

Numerical Analysis · Mathematics 2022-01-10 Rifqi Aziz , Emre Mengi , Matthias Voigt

We consider the eigenvalue problem associated with the Dunkl-type differential operator (in which the reflection operator R is involved) L = dx R + v(x), (v(-x) = -v(x)), in the context of supersymmetric quantum mechanical models. By…

Mathematical Physics · Physics 2020-02-19 Yu Luo , Satoshi Tsujimoto , Luc Vinet , Alexei Zhedanov

The Fredholm integral equations of the first kind are a classical example of ill-posed problem in the sense of Hadamard. If the integral operator is self-adjoint and admits a set of eigenfunctions, then a formal solution can be written in…

Numerical Analysis · Mathematics 2016-02-23 Enrico De Micheli , Giovanni Alberto Viano

Given an quantum dynamical semigroup expressed as an exponential superoperator acting on a space of N-dimensional density operators, eigenvalue methods are presented by which canonical Kraus and Lindblad operator sum representations can be…

Quantum Physics · Physics 2015-06-26 Timothy F. Havel

Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop…

Machine Learning · Computer Science 2019-10-31 Gregory W. Benton , Wesley J. Maddox , Jayson P. Salkey , Julio Albinati , Andrew Gordon Wilson

In this work, the fast-convolving reproducing kernel particle method (FC-RKPM) is introduced. This method is hundreds to millions of times faster than the traditional RKPM for 3D meshfree simulations. In this approach, the meshfree…

Numerical Analysis · Mathematics 2024-04-01 Siavash Jafarzadeh , Michael Hillman

This paper presents two novel algorithms for approximately projecting symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). Classical PSD projection methods rely on full-rank…

Optimization and Control · Mathematics 2024-10-28 Morgan Jones , James Anderson

We present a fast, adaptive multiresolution algorithm for applying integral operators with a wide class of radially symmetric kernels in dimensions one, two and three. This algorithm is made efficient by the use of separated representations…

Numerical Analysis · Mathematics 2007-08-14 Gregory Beylkin , Vani Cheruvu , Fernando Pérez

Positive definite kernels and their associated Reproducing Kernel Hilbert Spaces provide a mathematically compelling and practically competitive framework for learning from data. In this paper we take the approximation theory point of view…

Machine Learning · Computer Science 2018-08-06 Mikhail Belkin

We establish efficient approximate counting algorithms for several natural problems in local lemma regimes. In particular, we consider the probability of intersection of events and the dimension of intersection of subspaces. Our approach is…

Data Structures and Algorithms · Computer Science 2025-12-12 Ryan L. Mann , Gabriel Waite

For continuous-time dynamical systems with reversible trajectories, the nowhere-vanishing eigenfunctions of the Koopman operator of the system form a multiplicative group. Here, we exploit this property to accelerate the systematic…

Dynamical Systems · Mathematics 2026-04-24 Zahra Monfared , Saksham Malhotra , Sekiya Hajime , Ioannis Kevrekidis , Felix Dietrich

We study the spectral convergence of compact, self-adjoint operators on a separable Hilbert space under operator norm perturbations, and derive asymptotic expansions for their eigenvalues and eigenprojections. Our analysis focuses on…

Statistics Theory · Mathematics 2026-02-10 Eunseong Bae , Wolfgang Polonik

This work presents a collocation method for solving linear Fredholm integral equations of the second kind defined on a closed contour in the complex plane. The right-hand side of the equation is a piecewise continuous function that may have…

Numerical Analysis · Mathematics 2025-11-11 Maria Capcelea , Titu Capcelea