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The subspace identification method (SIM) has become a widely adopted approach for the identification of discrete-time linear time-invariant (LTI) systems. In this paper, we derive finite sample high-probability error bounds for the system…

Systems and Control · Electrical Eng. & Systems 2025-07-03 Shuai Sun , Weikang Hu , Xu Wang

Characteristic mode (CM) analysis poses challenges in computational electromagnetics (CEM) as it calls for efficient solutions of dense generalized eigenvalue problems (GEP). Multilevel fast multipole algorithm (MLFMA) can greatly reduce…

Numerical Analysis · Mathematics 2014-12-10 Qi I. Dai , Jun Wei Wu , Ling Ling Meng , Weng Cho Chew , Wei E. I. Sha

In this work, we study the Hermite interpolation on $n$-dimensional non-equally spaced, rectilinear grids over a field $\Bbbk $ of characteristic zero, given the values of the function at each point of the grid and the partial derivatives…

We derive a priori residual-type bounds for the Arnoldi approximation of a matrix function and a strategy for setting the iteration accuracies in the inexact Arnoldi approximation of matrix functions. Such results are based on the decay…

Numerical Analysis · Mathematics 2018-11-02 Stefano Pozza , Valeria Simoncini

We introduce an interpolation--regression operator for polynomial approximation on the unit sphere $\mathbb{S}^2$ from discrete samples. The approximant is a spherical polynomial of degree $r$ which interpolates the data on a prescribed…

Numerical Analysis · Mathematics 2026-05-14 Francesco Dell'Accio , Federico Nudo , Teresa E. Pérez , Miguel A. Piñar

A new effective solution to the problem of Hermite $G^1$ interpolation with a clothoid curve is here proposed, that is a clothoid that interpolates two given points in a plane with assigned unit tangent vectors. The interpolation problem is…

Numerical Analysis · Mathematics 2016-07-18 Enrico Bertolazzi , Marco Frego

A new generalization of shifted thin plate splines $$\varphi(x)=(c^{2d}+||x||^{2d})\log\left(c^{2d}+||x||^{2d}\right),\qquad x\in\mathbb{R}^n, d\in \mathbb{N}, c>0$$ is presented to increase the accuracy of quasi-interpolation further. With…

Numerical Analysis · Mathematics 2024-06-25 Mathis Ortmann , Martin Buhmann

Latent variable models for ordinal data represent a useful tool in different fields of research in which the constructs of interest are not directly observable. In such models, problems related to the integration of the likelihood function…

Methodology · Statistics 2012-06-26 Silvia Bianconcini , Silvia Cagnone

We consider extrapolation of the Arnoldi algorithm to accelerate computation of the dominant eigenvalue/eigenvector pair. The basic algorithm uses sequences of Krylov vectors to form a small eigenproblem which is solved exactly. The two…

Numerical Analysis · Mathematics 2021-03-17 Sara Pollock , L. Ridgway Scott

We study the acceleration of the Local Polynomial Interpolation-based Gradient Descent method (LPI-GD) recently proposed for the approximate solution of empirical risk minimization problems (ERM). We focus on loss functions that are…

Optimization and Control · Mathematics 2022-04-19 Ekaterina Trimbach , Edward Duc Hien Nguyen , César A. Uribe

We present the Fast Newton Transform (FNT), an algorithm for performing $m$-variate Newton interpolation in downward closed polynomial spaces with time complexity $\mathcal{O}(|A|m\overline{n})$. Here, $A$ is a downward closed set of…

Numerical Analysis · Mathematics 2025-12-25 Phil-Alexander Hofmann , Michael Hecht

The Arnoldi-Tikhonov method is a well-established regularization technique for solving large-scale ill-posed linear inverse problems. This method leverages the Arnoldi decomposition to reduce computational complexity by projecting the…

Numerical Analysis · Mathematics 2025-06-02 Davide Bianchi , Marco Donatelli , Davide Furchì , Lothar Reichel

Aims. We use Hermite splines to interpolate pressure and its derivatives simultaneously, thereby preserving mathematical relations between the derivatives. The method therefore guarantees that thermodynamic identities are obeyed even…

Solar and Stellar Astrophysics · Physics 2019-06-26 V. A. Baturin , W. Däppen , A. V. Oreshina , S. V. Ayukov , A. B. Gorshkov

The computation of select eigenvalues and eigenvectors of large, sparse matrices is fundamental to a wide range of applications. Accordingly, evaluating the numerical performance of emerging alternatives to the IEEE 754 floating-point…

Numerical Analysis · Mathematics 2025-11-27 Laslo Hunhold , James Quinlan , Stefan Wesner

We develop an interior-point approach to solve constrained variational inequality (cVI) problems. Inspired by the efficacy of the alternating direction method of multipliers (ADMM) method in the single-objective context, we generalize ADMM…

Machine Learning · Statistics 2023-03-07 Tong Yang , Michael I. Jordan , Tatjana Chavdarova

The cylindrical Taylor Interpolation through FFT (TI-FFT) algorithm for computation of the near-field and far-field in the quasi-cylindrical geometry has been introduced. The modal expansion coefficient of the vector potentials ${\bf F}$…

Signal Processing · Electrical Eng. & Systems 2020-07-06 Shaolin Liao

The Hermite-Birkhoff interpolation problem of a function given on arbitrarily distributed points on the sphere and other manifolds is considered. Each proposed interpolant is expressed as a linear combination of basis functions, the…

Numerical Analysis · Mathematics 2017-05-03 Giampietro Allasia , Roberto Cavoretto , Alessandra De Rossi

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

In this work we derive a generalized series expansion of the acrtangent function by using the enhanced midpoint integration (EMI). Algorithmic implementation of the generalized series expansion utilizes two-step iteration without surd and…

General Mathematics · Mathematics 2023-04-20 Sanjar M. Abrarov , Rehan Siddiqui , Rajinder K. Jagpal , Brendan M. Quine

In this research, we solve polynomial, Sobolev polynomial, rational, and Sobolev rational least squares problems. Although the increase in the approximation degree allows us to fit the data better in attacking least squares problems, the…

Numerical Analysis · Mathematics 2024-07-09 Amin Faghih , Marc Van Barel , Niel Van Buggenhout , Raf Vandebril