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The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…

Numerical Analysis · Mathematics 2018-08-21 Qiaochu Yuan , Ming Gu , Bo Li

The Liouville-Lanczos approach to linear-response time-dependent density-functional theory is generalized so as to encompass electron energy-loss and inelastic X-ray scattering spectroscopies in periodic solids. The computation of virtual…

Materials Science · Physics 2015-06-16 Iurii Timrov , Nathalie Vast , Ralph Gebauer , Stefano Baroni

In this paper we introduce and analyze an iteratively re-weighted algorithm, that allows to approximate the weak solution of the $p$-Poisson problem for $1 < p \leq 2$ by iteratively solving a sequence of linear elliptic problems. The…

Numerical Analysis · Mathematics 2022-09-26 Lars Diening , Massimo Fornasier , Maximilian Wank

We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…

Data Structures and Algorithms · Computer Science 2023-04-06 Mehrdad Ghadiri , Richard Peng , Santosh S. Vempala

This paper is concerned with the design of algorithms based on systems of interacting particles to represent, approximate, and learn the optimal control law for reinforcement learning (RL). The primary contribution is that convergence rates…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Anant A Joshi , Heng-Sheng Chang , Amirhossein Taghvaei , Prashant G Mehta , Sean P. Meyn

The time-ordered exponential of a time-dependent matrix $\mathsf{A}(t)$ is defined as the function of $\mathsf{A}(t)$ that solves the first-order system of coupled linear differential equations with non-constant coefficients encoded in…

Numerical Analysis · Mathematics 2020-10-09 Pierre-Louis Giscard , Stefano Pozza

This paper revisits the error analysis of the Stochastic Lanczos Quadrature (SLQ) method for approximating the trace of matrix functions, with a specific focus on asymmetric Lanczos quadrature rules. We reexplain an existing theoretical…

Numerical Analysis · Mathematics 2026-05-14 Wenhao Li , Yixuan Huang , Shengxin Zhu

The solution of linear non-autonomous ordinary differential equation systems (also known as the time-ordered exponential) is a computationally challenging problem arising in a variety of applications. In this work, we present and study a…

Numerical Analysis · Mathematics 2022-06-09 S. Cipolla , S. Pozza , M. Redivo-Zaglia , N. Van Buggenhout

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

New iterative methods for solving linear equations are presented that are easy to use, generalize good existing methods, and appear to be faster. The new algorithms mix two kinds of linear recurrence formulas. Older methods have either high…

Numerical Analysis · Mathematics 2012-03-13 Joseph F. Grcar

We present a new interior-point potential-reduction algorithm for solving monotone linear complementarity problems (LCPs) that have a particular special structure: their matrix $M\in{\mathbb R}^{n\times n}$ can be decomposed as $M=\Phi U +…

Machine Learning · Computer Science 2013-01-01 Geoffrey J. Gordon

Recent work in theoretical computer science and scientific computing has focused on nearly-linear-time algorithms for solving systems of linear equations. While introducing several novel theoretical perspectives, this work has yet to lead…

Numerical Analysis · Computer Science 2010-05-19 Petros Drineas , Michael W. Mahoney

The theory of a novel bond-order potential, which is based on the block Lanczos algorithm, is presented within an orthogonal tight-binding representation. The block scheme handles automatically the very different character of sigma and pi…

Materials Science · Physics 2009-10-31 T. Ozaki , M. Aoki , D. G. Pettifor

We present an efficient, nearly optimal quantum algorithm for solving linear matrix differential equations, with applications to the simulation of open quantum systems and beyond. For unitary or dissipative dynamics, the algorithm computes…

Quantum Physics · Physics 2026-05-18 Sophia Simon , Dominic W. Berry , Rolando D. Somma

We propose a new concept of a relatively inexact stochastic subgradient and present novel first-order methods that can use such objects to approximately solve convex optimization problems in relative scale. An important example where…

Optimization and Control · Mathematics 2023-05-30 Yurii Nesterov , Anton Rodomanov

We present a quantum algorithm for solving algebraic Riccati equations, with applications to quantum-chemical random-phase approximation (RPA) and higher-order RPA theories. Our method block-encodes stabilizing Riccati solutions via Riesz…

Quantum Physics · Physics 2026-05-18 Pablo Rodenas-Ruiz , Andrew Zhao , Joonho Lee

Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…

Optimization and Control · Mathematics 2022-02-04 Gregory Dexter , Agniva Chowdhury , Haim Avron , Petros Drineas

We present a quantum algorithm to obtain the response of the atomic nucleus to a small external electromagnetic perturbation. The Hamiltonian of the system is presented by a harmonic oscillator, and the linear combination of unitaries (LCU)…

Quantum Physics · Physics 2022-10-18 Abhishek , Nifeeya Singh , Pooja Siwach , P. Arumugam

Randomized matrix compression techniques, such as the Johnson-Lindenstrauss transform, have emerged as an effective and practical way for solving large-scale problems efficiently. With a focus on computational efficiency, however, forsaking…

Machine Learning · Statistics 2015-10-19 Stephen Becker , Ban Kawas , Marek Petrik , Karthikeyan N. Ramamurthy

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…

Numerical Analysis · Mathematics 2020-10-15 Keiichi Morikuni