Related papers: Numerical Stability of Lanczos Methods
We propose a generalized debiased Lasso estimator based on a stability principle. When a single column of the design matrix is perturbed, the estimator admits a simple update formula that can be computed from the original solution. Under…
We consider three mathematically equivalent variants of the conjugate gradient (CG) algorithm and how they perform in finite precision arithmetic. It was shown in [{\em Behavior of slightly perturbed Lanczos and conjugate-gradient…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
The paper concerns lattice triangulations, that is, triangulations of the integer points in a polygon in $\mathbb{R}^2$ whose vertices are also integer points. Lattice triangulations have been studied extensively both as geometric objects…
This work considers large-scale Lyapunov matrix equations of the form $AX + XA = \boldsymbol{c}\boldsymbol{c}^T$, where $A$ is a symmetric positive definite matrix and $\boldsymbol{c}$ is a vector. Motivated by the need to solve such…
The $\delta f$ particle-in-cell algorithm has been a useful tool in studying the physics of plasmas, particularly turbulent magnetized plasmas in the context of gyrokinetics. The reduction in noise due to not having to resolve the full…
This paper describes the software package Cucheb, a GPU implementation of the filtered Lanczos procedure for the solution of large sparse symmetric eigenvalue problems. The filtered Lanczos procedure uses a carefully chosen polynomial…
We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…
Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…
The Lanczos algorithm has proven itself to be a valuable matrix eigensolver for problems with large dimensions, up to hundreds of millions or even tens of billions. The computational cost of using any Lanczos algorithm is dominated by the…
We present a Lanczos tau method for the approximation and optimization of the $H^2$-norm of time-delay systems described by semi-explicit delay differential algebraic equations. The soundness of this approach is proven under the assumption…
A lack of software reproducibility has become increasingly apparent in the last several years, calling into question the validity of scientific findings affected by published tools. Reproducibility issues may have numerous sources of error,…
The development of finite/fixed-time stable optimization algorithms typically involves study of specific problem instances. The lack of a unified framework hinders understanding of more sophisticated algorithms, e.g., primal-dual gradient…
We present an algorithm that takes as input a finite point set in Euclidean space, and performs a perturbation that guarantees that the Delaunay triangulation of the resulting perturbed point set has quantifiable stability with respect to…
In this paper we propose a method to define the range of stability of fixed points for a variety of discrete fractional systems of the order $0 < \alpha <2$. The method is tested on various forms of fractional generalizations of the…
This paper provides error analyses of the algorithms most commonly used for the evaluation of the Chebyshev polynomial of the first kind $T_N(x)$. Some of these algorithms are shown to be backward stable. This means that the computed value…
This paper focuses on the mathematical approaches to the analysis of stability that is a crucial step in the design of dynamical systems. Three methods are presented, namely, absolutely integrable impulse response, Fourier integral, and…
In this paper, we first propose a unified framework for analyzing the stability of the phaseless operators for both amplitude and intensity measurement on an arbitrary geometric set, thereby characterizing the robust performance of phase…
Deep learning (DL) has become an integral part of solutions to various important problems, which is why ensuring the quality of DL systems is essential. One of the challenges of achieving reliability and robustness of DL software is to…
The spectral decomposition of a real skew-symmetric matrix $A$ can be mathematically transformed into a specific structured singular value decomposition (SVD) of $A$. Based on such equivalence, a skew-symmetric Lanczos bidiagonalization…