Related papers: Numerical Stability of Lanczos Methods
A practical and simple stable method for calculating Fourier integrals is proposed, effective both at low and at high frequencies. An approach based on the fruitful idea of Levin, to use of the collocation method to approximate the slowly…
In this paper, we explore quadratures for the evaluation of $B^T \phi(A) B$ where $A$ is a symmetric positive-definite (s.p.d.) matrix in $\mathbb{R}^{n \times n}$, $B$ is a tall matrix in $\mathbb{R}^{n \times p}$, and $\phi(\cdot)$…
The Lanczos process constructs a sequence of orthonormal vectors v_m spanning a nested sequence of Krylov subspaces generated by a hermitian matrix A and some starting vector b. In this paper we show how to cheaply recover a secondary…
This paper presents, in a unified fashion, deterministic as well as statistical Lagrangian-verification techniques. They formally quantify the behavioral robustness of any time-continuous process, formulated as a continuous-depth model. To…
This paper studies the Craig variant of the Golub-Kahan bidiagonalization algorithm as an iterative solver for linear systems with saddle point structure. Such symmetric indefinite systems in 2x2 block form arise in many applications, but…
The 3-level leapfrog time integration algorithm is an attractive choice for numerical relativity simulations since it is time-symmetric and avoids non-physical damping. In Newtonian problems without velocity dependent forces, this method…
We study momentum-based first-order optimization algorithms in which the iterations utilize information from the two previous steps and are subject to an additive white noise. This setup uses noise to account for uncertainty in either…
The graphical lasso \citep{FHT2007a} is an algorithm for learning the structure in an undirected Gaussian graphical model, using $\ell_1$ regularization to control the number of zeros in the precision matrix ${\B\Theta}={\B\Sigma}^{-1}$…
We use backward error analysis for differential equations to obtain modified or distorted equations describing the behaviour of the Newmark scheme applied to the transient structural dynamics equation. Based on the newly derived distorted…
Quadratic forms of Hermitian matrix resolvents involve the solutions of shifted linear systems. Efficient iterative solutions use the shift-invariance property of Krylov subspaces The Hermitian Lanczos method reduces a given vector and…
We consider the computation of the matrix logarithm by using numerical quadrature. The efficiency of numerical quadrature depends on the integrand and the choice of quadrature formula. The Gauss--Legendre quadrature has been conventionally…
The problem of reconstructing a function from the magnitudes of its frame coefficients has recently been shown to be never uniformly stable in infinite-dimensional spaces [5]. This result also holds for frames that are possibly continuous…
Research on bias in machine learning algorithms has generally been concerned with the impact of bias on predictive accuracy. We believe that there are other factors that should also play a role in the evaluation of bias. One such factor is…
We establish finite sample certificates on the quality of solutions produced by data-based forward-backward (FB) operator splitting schemes. As frequently happens in stochastic regimes, we consider the problem of finding a zero of the sum…
Floating-point non-associativity makes fundamental deep learning operations, such as matrix multiplication (matmul) on GPUs, inherently non-deterministic. Despite this, the statistical structure of the resulting numerical error remains…
We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…
Self-consistent solutions for triaxial mass models are highly non-unique. In general, some of these solutions might be dynamically unstable, making them inappropriate as descriptions of steady-state galaxies. Here we demonstrate for the…
Computing the null space of a large sparse matrix $A$ is a challenging computational problem, especially if the nullity -- the dimension of the null space -- is not small. When applying a block Lanczos method to $A^\mathsf{T} A$ for this…
The goal of this study is to develop an efficient numerical algorithm applicable to a wide range of compressible multicomponent flows. Although many highly efficient algorithms have been proposed for simulating each type of the flows, the…
We investigate the transition to quantum chaos, induced by static imperfections, for an operating quantum computer that simulates efficiently a dynamical quantum system, the sawtooth map. For the different dynamical regimes of the map, we…