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

Distributed privacy-preserving network size computation: A system-identification based method

In this study, we propose an algorithm for computing the network size of communicating agents. The algorithm is distributed: a) it does not require a leader selection; b) it only requires local exchange of information, and; c) its design can be implemented using local information only, without any global information about the network. It is privacy-preserving, namely it does not require to propagate identifying labels. This algorithm is based on system identification, and more precisely on the identification of the order of a suitably-constructed discrete-time linear time-invariant system over some finite field. We provide a probabilistic guarantee for any randomly picked node to correctly compute the number of nodes in the network. Moreover, numerical implementation has been taken into account to make the algorithm applicable to networks of hundreds of nodes, and therefore make the algorithm applicable in real-world sensor or robotic networks. We finally illustrate our results in simulation and conclude the paper with discussions on how our technique differs from a previously-known strategy based on statistical inference.Comment: 52nd IEEE Conference on Decision and Control (CDC 2013) (2013

Faster Inversion and Other Black Box Matrix Computations Using Efficient Block Projections

Block projections have been used, in [Eberly et al. 2006], to obtain an efficient algorithm to find solutions for sparse systems of linear equations. A bound of softO(n^(2.5)) machine operations is obtained assuming that the input matrix can be multiplied by a vector with constant-sized entries in softO(n) machine operations. Unfortunately, the correctness of this algorithm depends on the existence of efficient block projections, and this has been conjectured. In this paper we establish the correctness of the algorithm from [Eberly et al. 2006] by proving the existence of efficient block projections over sufficiently large fields. We demonstrate the usefulness of these projections by deriving improved bounds for the cost of several matrix problems, considering, in particular, ``sparse'' matrices that can be be multiplied by a vector using softO(n) field operations. We show how to compute the inverse of a sparse matrix over a field F using an expected number of softO(n^(2.27)) operations in F. A basis for the null space of a sparse matrix, and a certification of its rank, are obtained at the same cost. An application to Kaltofen and Villard's Baby-Steps/Giant-Steps algorithms for the determinant and Smith Form of an integer matrix yields algorithms requiring softO(n^(2.66)) machine operations. The derived algorithms are all probabilistic of the Las Vegas type

Linear Control Theory with an ℋ∞ Optimality Criterion

This expository paper sets out the principal results in ℋ∞ control theory in the context of continuous-time linear systems. The focus is on the mathematical theory rather than computational methods

Fast and Provable Algorithms for Spectrally Sparse Signal Reconstruction via Low-Rank Hankel Matrix Completion

A spectrally sparse signal of order $r$ is a mixture of $r$ damped or undamped complex sinusoids. This paper investigates the problem of reconstructing spectrally sparse signals from a random subset of $n$ regular time domain samples, which can be reformulated as a low rank Hankel matrix completion problem. We introduce an iterative hard thresholding (IHT) algorithm and a fast iterative hard thresholding (FIHT) algorithm for efficient reconstruction of spectrally sparse signals via low rank Hankel matrix completion. Theoretical recovery guarantees have been established for FIHT, showing that $O(r^2\log^2(n))$ number of samples are sufficient for exact recovery with high probability. Empirical performance comparisons establish significant computational advantages for IHT and FIHT. In particular, numerical simulations on $3$D arrays demonstrate the capability of FIHT on handling large and high-dimensional real data

Quantum field tomography

We introduce the concept of quantum field tomography, the efficient and reliable reconstruction of unknown quantum fields based on data of correlation functions. At the basis of the analysis is the concept of continuous matrix product states, a complete set of variational states grasping states in quantum field theory. We innovate a practical method, making use of and developing tools in estimation theory used in the context of compressed sensing such as Prony methods and matrix pencils, allowing us to faithfully reconstruct quantum field states based on low-order correlation functions. In the absence of a phase reference, we highlight how specific higher order correlation functions can still be predicted. We exemplify the functioning of the approach by reconstructing randomised continuous matrix product states from their correlation data and study the robustness of the reconstruction for different noise models. We also apply the method to data generated by simulations based on continuous matrix product states and using the time-dependent variational principle. The presented approach is expected to open up a new window into experimentally studying continuous quantum systems, such as encountered in experiments with ultra-cold atoms on top of atom chips. By virtue of the analogy with the input-output formalism in quantum optics, it also allows for studying open quantum systems.Comment: 31 pages, 5 figures, minor change