Related papers: The recursive adaptive quadrature in MS Fortran-77
The state-of-the-art linked Gaussian process offers a way to build analytical emulators for systems of computer models. We generalize the closed form expressions for the linked Gaussian process under the squared exponential kernel to a…
We extend the geometrical inverse approximation approach for solving linear least-squares problems. For that we focus on the minimization of $1-\cos(X(A^TA),I)$, where $A$ is a given rectangular coefficient matrix and $X$ is the approximate…
We describe algorithm MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems or least-squares problems. If the system is singular, MINRES-QLP computes the unique minimum-length solution (also known as…
In his article "Powerlist: A Structure for Parallel Recursion" Jayadev Misra wrote: "Many data parallel algorithms - Fast Fourier Transform, Batcher's sorting schemes and prefix sum - exhibit recursive structure. We propose a data…
We propose a scheme for recycling Gaussian random vectors into structured matrices to approximate various kernel functions in sublinear time via random embeddings. Our framework includes the Fastfood construction as a special case, but also…
We develop all of the components needed to construct an adaptive finite element code that can be used to approximate fractional partial differential equations, on non-trivial domains in $d\geq 1$ dimensions. Our main approach consists of…
This work solves suboptimal mixed-integer quadratic programs recursively for feedback control of dynamical systems. The proposed framework leverages parametric mixed-integer quadratic programming (MIQP) and hybrid systems theory to model a…
Additive Runge-Kutta methods designed for preserving highly accurate solutions in mixed-precision computation were proposed and analyzed in [8]. These specially designed methods use reduced precision or the implicit computations and full…
Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…
We evaluate an adaptive gaussian quadrature integration scheme that will be suitable for the numerical evaluation of generalized redistribution in frequency functions. The latter are indispensable ingredients for "full non-LTE" radiation…
We analyse an iterative algorithm to minimize quadratic functions whose Hessian matrix $H$ is the expectation of a random symmetric $d\times d$ matrix. The algorithm is a variant of the stochastic variance reduced gradient (SVRG). In…
We present a novel construction of recursion operators for scalar second-order integrable multidimensional PDEs with isospectral Lax pairs written in terms of first-order scalar differential operators. Our approach is quite straightforward…
We study multivariate integration of functions that are invariant under the permutation (of a subset) of their arguments. Recently, in Nuyens, Suryanarayana, and Weimar (Adv. Comput. Math. (2016), 42(1):55--84), the authors derived an upper…
Recursive decoding techniques are considered for Reed-Muller (RM) codes of growing length $n$ and fixed order $r.$ An algorithm is designed that has complexity of order $n\log n$ and corrects most error patterns of weight up to…
We describe a family of recursive methods for the synthesis of qubit permutations on quantum computers with limited qubit connectivity. Two objectives are of importance: circuit size and depth. In each case we combine a scalable heuristic…
In computational design and fabrication, neural networks are becoming important surrogates for bulky forward simulations. A long-standing, intertwined question is that of inverse design: how to compute a design that satisfies a desired…
We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…
Due to the significant progress made in the implementation of quantum hardware, efficient methods and tools to design corresponding algorithms become increasingly important. Many of these tools rely on functional representations of certain…
The paper discusses several extensions of the recursive representation of the flow shop scheduling problem. It is shown that recursive functions make it possible to describe multiple extensions in a single problem. The paper considers…
We study numerical integration of smooth functions defined over the $s$-dimensional unit cube. A recent work by Dick et al. (2019) has introduced so-called extrapolated polynomial lattice rules, which achieve the almost optimal rate of…