Related papers: Reducing the Computational Requirements of the Dif…
Recently, Zhao and Yang introduced centrosymmetric tensors. In this paper, we further introduce skew centrosymmetric tensors and centrosymmetric Cauchy tensors, and discuss properties of these three classes of structured tensors. Some…
Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…
In this paper, we investigate the convergence properties of a wide class of Adam-family methods for minimizing quadratically regularized nonsmooth nonconvex optimization problems, especially in the context of training nonsmooth neural…
The power method is a basic method for computing the dominant eigenpair of a matrix. In this paper, we propose a structure-preserving power-like method for computing the dominant conjugate pair of purely imaginary eigenvalues and the…
The Differential Transfer Matrix Method is extended to the complex plane, which allows dealing with singularities at turning points. The result for real-valued systems are simplified and a pair of basis functions is found. These bases are a…
We study the differential and metric structures of the set of real square roots of a non-singular real matrix, under the assumption that the matrix and its square roots are semi-simple, or symmetric, or orthogonal.
The time-fractional Black-Scholes equation (TFBSE) is intended to price the options for which the underlying price fluctuates within a correlated fractal transmission system. Although the TFBSE is an influential approach for grasping the…
In this paper we study in detail algebraic properties of the algebra $\mathcal D(W)$ of differential operators associated to a matrix weight of Gegenbauer type. We prove that two second order operators generate the algebra, indeed $\mathcal…
The computation of eigenvalues of large-scale matrices arising from finite element discretizations has gained significant interest in the last decade. Here we present a new algorithm based on slicing the spectrum that takes advantage of the…
A generalized prefactorization of compact schemes aimed at reducing the stencil and improving the computational efficiency is proposed here in the framework of transport equations. By the prefactorization introduced here, the computational…
We present a general class of unbiased improved estimators for physical observables in lattice gauge theory computations which significantly reduces statistical errors at modest computational cost. The error reduction techniques, referred…
Non-convex quadratically constrained quadratic programming (QCQP) problems have numerous applications in signal processing, machine learning, and wireless communications, albeit the general QCQP is NP-hard, and several interesting special…
Distributed computing is critically important for modern statistical analysis. Herein, we develop a distributed quasi-Newton (DQN) framework with excellent statistical, computation, and communication efficiency. In the DQN method, no…
A comprehensive approach to the spectrum characterization (derivation of eigenvalues and the corresponding multiplicities) for non-normalized, symmetric discrete trigonometric transforms (DTT) is presented in the paper. Eight types of the…
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…
The aim of this paper is the derivation of structure preserving schemes for the solution of the EPDiff equation, with particular emphasis on the two dimensional case. We develop three different schemes based on the Discrete Variational…
The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…
Subdivision surfaces are proven to be a powerful tool in geometric modeling and computer graphics, due to the great flexibility they offer in capturing irregular topologies. This paper discusses the robust and efficient implementation of an…
Calabro et al. (2017) changed the paradigm of the mass and stiffness computation from the traditional element-wise assembly to a row-wise concept, showing that the latter one offers integration that may be orders of magnitude faster.…
A new highly accurate numerical approximation scheme based on a Gauss type Clenshaw-Curtis Quadrature for Fredholm integral equations of the second kind, whose kernel is either discontinuous or not smooth along the main diagonal, is…