相关论文: Subspace embedding with random Khatri-Rao products…

We propose a new random sketching approach for embedding high-dimensional Hilbert-Schmidt operators, using random input-output pairs. Such operator can then be approximated in a low-dimensional subspace of operators by solving a small…

The columnwise Khatri-Rao product of two matrices is an important matrix type, reprising its role as a structured sensing matrix in many fundamental linear inverse problems. Robust signal recovery in such inverse problems is often…

Often, polynomials or rational functions, orthogonal for a particular inner product are desired. In practical numerical algorithms these polynomials are not constructed, but instead the associated recurrence relations are computed.…

We examine and compare several iterative methods for solving large-scale eigenvalue problems arising from nuclear structure calculations. In particular, we discuss the possibility of using block Lanczos method, a Chebyshev filtering based…

Such problems as computation of spectra of spin chains and vibrational spectra of molecules can be written as high-dimensional eigenvalue problems, i.e., when the eigenvector can be naturally represented as a multidimensional tensor. Tensor…

The relationships between eigenvalues and eigenvectors of a product graph and those of its factor graphs have been known for the standard products, while characterization of Laplacian eigenvalues and eigenvectors of the Kronecker product of…

Discovering the underlying low dimensional structure of high dimensional data has attracted a significant amount of researches recently and has shown to have a wide range of applications. As an effective dimension reduction tool, singular…

Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…

Spectral methods are widely used to estimate eigenvectors of a low-rank signal matrix subject to noise. These methods use the leading eigenspace of an observed matrix to estimate this low-rank signal. Typically, the entrywise estimation…

We show that the joint spectral radius of a finite collection of nonnegative matrices can be bounded by the eigenvalue of a non-linear operator. This eigenvalue coincides with the ergodic constant of a risk-sensitive control problem, or of…

The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the…

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…

We propose subspace methods for 3-parameter eigenvalue problems. Such problems arise when separation of variables is applied to separable boundary value problems; a particular example is the Helmholtz equation in ellipsoidal and…

This paper is to give a new understanding and applications of the subspace projection method for selfadjoint eigenvalue problems. A new error estimate in the energy norm, which is induced by the stiff matrix, of the subspace projection…

This work introduces a novel algorithm to solve large-scale eigenvalue problems and seek a small set of eigenpairs. The method, called randomized Krylov-Schur (rKS), has a simple implementation and benefits from fast and efficient…

Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…

We consider computing the $k$-th eigenvalue and its corresponding eigenvector of a generalized Hermitian eigenvalue problem of $n\times n$ large sparse matrices. In electronic structure calculations, several properties of materials, such as…

Randomized linear system solvers have become popular as they have the potential to reduce floating point complexity while still achieving desirable convergence rates. One particularly promising class of methods, random sketching solvers,…

Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…

Quantum algorithms for solving linear systems of equations have generated excitement because of the potential speed-ups involved and the importance of solving linear equations in many applications. However, applying these algorithms can be…