880 research outputs found
Preconditioned Lanczos Methods for the Minimum Eigenvalue of a Symmetric Positive Definite Toeplitz Matrix
In this paper, we apply the preconditioned Lanczos (PL) method to compute the minimum eigenvalue of a symmetric positive definite Toeplitz matrix. The sine transform-based preconditioner is used to speed up the convergence rate of the PL method. The resulting method involves only Toeplitz and sine transform matrix-vector multiplications and hence can be computed efficiently by fast transform algorithms. We show that if the symmetric Toeplitz matrix is generated by a positive -periodic even continuous function, then the PL method will converge sufficiently fast. Numerical results including Toeplitz and non-Toeplitz matrices are reported to illustrate the effectiveness of the method.published_or_final_versio
Verified partial eigenvalue computations using contour integrals for Hermitian generalized eigenproblems
We propose a verified computation method for partial eigenvalues of a
Hermitian generalized eigenproblem. The block Sakurai-Sugiura Hankel method, a
contour integral-type eigensolver, can reduce a given eigenproblem into a
generalized eigenproblem of block Hankel matrices whose entries consist of
complex moments. In this study, we evaluate all errors in computing the complex
moments. We derive a truncation error bound of the quadrature. Then, we take
numerical errors of the quadrature into account and rigorously enclose the
entries of the block Hankel matrices. Each quadrature point gives rise to a
linear system, and its structure enables us to develop an efficient technique
to verify the approximate solution. Numerical experiments show that the
proposed method outperforms a standard method and infer that the proposed
method is potentially efficient in parallel.Comment: 15 pages, 4 figures, 1 tabl
Accurate and Efficient Expression Evaluation and Linear Algebra
We survey and unify recent results on the existence of accurate algorithms
for evaluating multivariate polynomials, and more generally for accurate
numerical linear algebra with structured matrices. By "accurate" we mean that
the computed answer has relative error less than 1, i.e., has some correct
leading digits. We also address efficiency, by which we mean algorithms that
run in polynomial time in the size of the input. Our results will depend
strongly on the model of arithmetic: Most of our results will use the so-called
Traditional Model (TM). We give a set of necessary and sufficient conditions to
decide whether a high accuracy algorithm exists in the TM, and describe
progress toward a decision procedure that will take any problem and provide
either a high accuracy algorithm or a proof that none exists. When no accurate
algorithm exists in the TM, it is natural to extend the set of available
accurate operations by a library of additional operations, such as , dot
products, or indeed any enumerable set which could then be used to build
further accurate algorithms. We show how our accurate algorithms and decision
procedure for finding them extend to this case. Finally, we address other
models of arithmetic, and the relationship between (im)possibility in the TM
and (in)efficient algorithms operating on numbers represented as bit strings.Comment: 49 pages, 6 figures, 1 tabl
A modified T. Chan’s preconditioner for Toeplitz systems
AbstractWe present a modified T. Chan’s preconditioner for solving Toeplitz linear systems by the preconditioned conjugate gradient (PCG) method in this paper. Especially, we give some results when the matrices are Hermitian positive definite Toeplitz matrices. The operation and convergence of the PCG method are discussed. Numerical examples presented illustrate the effectiveness of the preconditioner obtained
An improved Newton iteration for the generalized inverse of a matrix, with applications
The purpose here is to clarify and illustrate the potential for the use of variants of Newton's method of solving problems of practical interest on highly personal computers. The authors show how to accelerate the method substantially and how to modify it successfully to cope with ill-conditioned matrices. The authors conclude that Newton's method can be of value for some interesting computations, especially in parallel and other computing environments in which matrix products are especially easy to work with
The geometric mean algorithm
Bisection (of a real interval) is a well known algorithm to compute eigenvalues of symmetric matrices. Given an initial interval [a,b], convergence to an eigenvalue which has size much smaller than a or b may be made considerably faster if one replaces the usual arithmetic mean (of the end points of the current interval) with the geometric mean. Exploring this idea, we have implemented geometric bisection in a Matlab code. We illustrate the effectiveness of our algorithm in the context of the computation of the eigenvalues of a symmetric tridiagonal matrix which has a very large condition number.Fundação para a Ciência e a Tecnologia (FCT
Tensor Networks for Dimensionality Reduction and Large-Scale Optimizations. Part 2 Applications and Future Perspectives
Part 2 of this monograph builds on the introduction to tensor networks and
their operations presented in Part 1. It focuses on tensor network models for
super-compressed higher-order representation of data/parameters and related
cost functions, while providing an outline of their applications in machine
learning and data analytics. A particular emphasis is on the tensor train (TT)
and Hierarchical Tucker (HT) decompositions, and their physically meaningful
interpretations which reflect the scalability of the tensor network approach.
Through a graphical approach, we also elucidate how, by virtue of the
underlying low-rank tensor approximations and sophisticated contractions of
core tensors, tensor networks have the ability to perform distributed
computations on otherwise prohibitively large volumes of data/parameters,
thereby alleviating or even eliminating the curse of dimensionality. The
usefulness of this concept is illustrated over a number of applied areas,
including generalized regression and classification (support tensor machines,
canonical correlation analysis, higher order partial least squares),
generalized eigenvalue decomposition, Riemannian optimization, and in the
optimization of deep neural networks. Part 1 and Part 2 of this work can be
used either as stand-alone separate texts, or indeed as a conjoint
comprehensive review of the exciting field of low-rank tensor networks and
tensor decompositions.Comment: 232 page
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