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- research-articleNovember 2024
Hermite interpolation with retractions on manifolds
AbstractInterpolation of data on non-Euclidean spaces is an active research area fostered by its numerous applications. This work considers the Hermite interpolation problem: finding a sufficiently smooth manifold curve that interpolates a collection of ...
- research-articleApril 2024
Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets
Advances in Computational Mathematics (SPACM), Volume 50, Issue 3https://doi.org/10.1007/s10444-024-10132-9AbstractWith the advent of massive data sets, much of the computational science and engineering community has moved toward data-intensive approaches in regression and classification. However, these present significant challenges due to increasing size, ...
- research-articleJanuary 2024
Incremental algorithms for truncated higher-order singular value decompositions
AbstractWe develop and study incremental algorithms for truncated higher-order singular value decompositions. By combining the SVD updating and different truncated higher-order singular value decompositions, two incremental algorithms are proposed. Not ...
- research-articleNovember 2023
Riemannian optimization methods for the truncated Takagi factorization
Numerical Algorithms (SPNA), Volume 97, Issue 1Pages 223–242https://doi.org/10.1007/s11075-023-01701-yAbstractThis paper focuses on algorithms for the truncated Takagi factorization of complex symmetric matrices. The problem is formulated as a Riemannian optimization problem on a complex Stiefel manifold and then is converted into a real Riemannian ...
- research-articleAugust 2023
Improved Resolution Estimate for the Two-Dimensional Super-Resolution and a New Algorithm for Direction of Arrival Estimation with Uniform Rectangular Array
Foundations of Computational Mathematics (FOCM), Volume 24, Issue 5Pages 1517–1566https://doi.org/10.1007/s10208-023-09618-7AbstractIn this paper, we develop a new technique to obtain improved estimates for the computational resolution limits in two-dimensional super-resolution problems and present a new idea for developing two-dimensional super-resolution algorithms. To be ...
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- research-articleJune 2023
Solving trust region subproblems using Riemannian optimization
Numerische Mathematik (NUMM), Volume 154, Issue 1-2Pages 1–33https://doi.org/10.1007/s00211-023-01360-0AbstractThe Trust Region Subproblem is a fundamental optimization problem that takes a pivotal role in Trust Region Methods. However, the problem, and variants of it, also arise in quite a few other applications. In this article, we present a family of ...
- research-articleMarch 2023
A Randomized Singular Value Decomposition for Third-Order Oriented Tensors
Journal of Optimization Theory and Applications (JOPT), Volume 197, Issue 1Pages 358–382https://doi.org/10.1007/s10957-023-02177-5AbstractThe oriented singular value decomposition (O-SVD) proposed by Zeng and Ng provides a hybrid approach to the t-product-based third-order tensor singular value decomposition with the transformation matrix being a factor matrix of the higher-order ...
- research-articleDecember 2022
On the Computation of Geometric Features of Spectra of Linear Operators on Hilbert Spaces
Foundations of Computational Mathematics (FOCM), Volume 24, Issue 3Pages 723–804https://doi.org/10.1007/s10208-022-09598-0AbstractComputing spectra is a central problem in computational mathematics with an abundance of applications throughout the sciences. However, in many applications gaining an approximation of the spectrum is not enough. Often it is vital to determine ...
- research-articleNovember 2022
Single-pass randomized QLP decomposition for low-rank approximation
Calcolo: a quarterly on numerical analysis and theory of computation (CALCOLO), Volume 59, Issue 4https://doi.org/10.1007/s10092-022-00491-4AbstractAs a special UTV decomposition, the QLP decomposition is an effective alternative of the singular value decomposition (SVD) for the low-rank approximation. In this paper, we propose a single-pass randomized QLP decomposition algorithm for ...
- research-articleJuly 2022
Anymatrix: an extensible MATLAB matrix collection
Numerical Algorithms (SPNA), Volume 90, Issue 3Pages 1175–1196https://doi.org/10.1007/s11075-021-01226-2AbstractAnymatrix is a MATLAB toolbox that provides an extensible collection of matrices with the ability to search the collection by matrix properties. Each matrix is implemented as a MATLAB function and the matrices are arranged in groups. Compared with ...
- rapid-communicationApril 2022
An alternative approach for solving the quadratic matrix equation C ∗ X ∗ A X C + C ∗ X ∗ B + B ∗ X C + D = 0
Journal of Computational and Applied Mathematics (JCAM), Volume 404, Issue Chttps://doi.org/10.1016/j.cam.2021.113909AbstractThe quadratic matrix equation C ∗ X ∗ A X C + C ∗ X ∗ B + B ∗ X C + D = 0 , where A ∈ ℂ n × n , B ∈ ℂ n × p , C ∈ ℂ m × p and D ∈ ℂ p × p are given complex matrices with A ≥ 0 and D ∗ = D, and X ∈ ℂ n × m is a variable matrix to be determined, ...
- research-articleJanuary 2022
Takagi Factorization of Matrices Depending on Parameters and Locating Degeneracies of Singular Values
SIAM Journal on Matrix Analysis and Applications (SIMAX), Volume 43, Issue 3Pages 1148–1161https://doi.org/10.1137/21M1456273In this work, we consider the Takagi factorization of a matrix valued function depending on parameters. We give smoothness and genericity results and pay particular attention to the concerns caused by having either a singular value equal to 0 or multiple ...
- research-articleJanuary 2022
MINRES: From Negative Curvature Detection to Monotonicity Properties
SIAM Journal on Optimization (SIOPT), Volume 32, Issue 4Pages 2636–2661https://doi.org/10.1137/21M143666XThe conjugate gradient method (CG) has long been the workhorse for inner-iterations of second-order algorithms for large-scale nonconvex optimization. Prominent examples include line-search based algorithms, e.g., Newton-CG, and those based on a trust-...
- research-articleJanuary 2022
A Framework for Error-Bounded Approximate Computing, with an Application to Dot Products
SIAM Journal on Scientific Computing (SISC), Volume 44, Issue 3Pages A1290–A1314https://doi.org/10.1137/21M1406994Approximate computing techniques, which trade off the computation accuracy of an algorithm for better performance and energy efficiency, have been successful in reducing computation and power costs in several domains. However, error sensitive ...
- research-articleJanuary 2022
Performance of the Low-Rank TT-SVD for Large Dense Tensors on Modern MultiCore CPUs
SIAM Journal on Scientific Computing (SISC), Volume 44, Issue 4Pages C287–C309https://doi.org/10.1137/21M1395545There are several factorizations of multidimensional tensors into lower-dimensional components, known as “tensor networks.” We consider the popular “tensor-train” (TT) format and ask, How efficiently can we compute a low-rank approximation from a full ...
- research-articleJanuary 2022
A Fast Time-Stepping Strategy for Dynamical Systems Equipped with a Surrogate Model
SIAM Journal on Scientific Computing (SISC), Volume 44, Issue 3Pages A1405–A1427https://doi.org/10.1137/20M1386281Simulation of complex dynamical systems arising in many applications is computationally challenging due to their size and complexity. Model order reduction, machine learning, and other types of surrogate modeling techniques offer cheaper and simpler ways ...