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Sum of squares (SOS) optimization is a powerful technique for solving problems where the positivity of a polynomials must be enforced. The common approach to solve an SOS problem is by relaxation to a Semidefinite Program (SDP). The main…

Optimization and Control · Mathematics 2024-10-29 Daniel Keren , Margarita Osadchy , Roi Poranne

In this paper, we propose a scalable algorithm for spectral embedding. The latter is a standard tool for graph clustering. However, its computational bottleneck is the eigendecomposition of the graph Laplacian matrix, which prevents its…

Machine Learning · Computer Science 2019-04-12 Mireille El Gheche , Giovanni Chierchia , Pascal Frossard

We investigate the sparse spikes deconvolution problem onto spaces of algebraic polynomials. Our framework encompasses the measure reconstruction problem from a combination of noiseless and noisy moment measurements. We study a TV-norm…

Statistics Theory · Mathematics 2015-05-28 Yohann De Castro , Guillaume Mijoule

We propose a high-precision numerical quadrature framework based on local Fourier extension (LFE) approximations. The method constructs, on each subinterval, a truncated-SVD stabilized local Fourier continuation of the integrand on an…

Numerical Analysis · Mathematics 2026-03-17 Xinran Liu , Zhenyu Zhao , Benxue Gong

Chebyshev pseudospectral (PS) methods are reported to provide highly accurate solution using polynomial approximation. Use of polynomial basis functions in PS algorithms limits the formulation to univariate systems constraining it to tensor…

Computational Physics · Physics 2015-12-01 Pankaj K Mishra , Sankar K Nath

We study Chebyshev filter diagonalization as a tool for the computation of many interior eigenvalues of very large sparse symmetric matrices. In this technique the subspace projection onto the target space of wanted eigenvectors is…

Exponential divided differences arise in numerical linear algebra, matrix-function evaluation, and quantum Monte Carlo simulations, where they serve as kernel weights for time evolution and observable estimation. Efficient and numerically…

Computational Physics · Physics 2025-12-30 Itay Hen

This paper studies first order methods for solving smooth minimax optimization problems $\min_x \max_y g(x,y)$ where $g(\cdot,\cdot)$ is smooth and $g(x,\cdot)$ is concave for each $x$. In terms of $g(\cdot,y)$, we consider two settings --…

Optimization and Control · Mathematics 2019-07-03 Kiran Koshy Thekumparampil , Prateek Jain , Praneeth Netrapalli , Sewoong Oh

This paper introduces a new method for discretizing and solving integral equation formulations of Maxwell's equations which achieves spectral accuracy for smooth surfaces. The approach is based on a hybrid Nystr\"om-collocation method using…

Computational Physics · Physics 2021-09-15 Jin Hu , Emmanuel Garza , Constantine Sideris

The solution to the Poisson equation arising from the spectral element discretization of the incompressible Navier-Stokes equation requires robust preconditioning strategies. One such strategy is multigrid. To realize the potential of…

Numerical Analysis · Mathematics 2023-02-27 Malachi Phillips , Paul Fischer

Via a generalization of the pseudospectral method for numerical solution of differential equations, a family of nonlinear algebraic identities satisfied by the zeros of a wide class of orthogonal polynomials is derived. The generalization…

Classical Analysis and ODEs · Mathematics 2018-06-19 Oksana Bihun , Clark Mourning

We develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive application of linear…

Optimization and Control · Mathematics 2015-03-25 Yossi Arjevani , Shai Shalev-Shwartz , Ohad Shamir

Analysis of x-ray absorption spectroscopy (XAS) data often involves the removal of artifacts or glitches from the acquired signal, a process commonly known as deglitching. Glitches result either from specific orientations of monochromator…

Data Analysis, Statistics and Probability · Physics 2020-12-01 Samuel M. Wallace , Marco A. Alsina , Jean-François Gaillard

The paper addresses parametric inequality systems described by polynomial functions in finite dimensions, where state-dependent infinite parameter sets are given by finitely many polynomial inequalities and equalities. Such systems can be…

Optimization and Control · Mathematics 2015-09-15 G. Li , B. S. Mordukhovich , T. T. A. Nghia , T. S. Pham

Orthogonal systems in $\mathrm{L}_2(\mathbb{R})$, once implemented in spectral methods, enjoy a number of important advantages if their differentiation matrix is skew-symmetric and highly structured. Such systems, where the differentiation…

Numerical Analysis · Mathematics 2019-11-14 Arieh Iserles , Marcus Webb

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

The smoothing technique of Savitzky and Golay is extended to data defined on multidimensional meshes. A smoothness-increasing accuracy-conserving (SIAC) filter is defined that is suitable for use with finite-element computation.

Numerical Analysis · Mathematics 2020-12-29 Teodoro Collin , Gordon Kindlmann , L. Ridgway Scott

We analyze Su-Schrieffer-Heeger (SSH) models using the doubling method for orthogonal polynomial sequences. This approach yields the analytical spectrum and exact eigenstates of the models. We demonstrate that the standard SSH model is…

Mathematical Physics · Physics 2026-05-06 Nicolas Crampé , Quentin Labriet , Lucia Morey , Gilles Parez , Luc Vinet

Matrix diagonalization is almost always involved in computing the density matrix needed in quantum chemistry calculations. In the case of modest matrix sizes ($\lesssim$ 5000), performance of traditional dense diagonalization algorithms on…

Chemical Physics · Physics 2023-06-23 Joshua Finkelstein , Christian F. A. Negre , Jean-Luc Fattebert

This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex…

Machine Learning · Statistics 2014-12-22 Yang Cao , Yao Xie