Concept

Eigendecomposition of a matrix

Related publications (32)

RANDOMIZED JOINT DIAGONALIZATION OF SYMMETRIC

Given a family of nearly commuting symmetric matrices, we consider the task of computing an orthogonal matrix that nearly diagonalizes every matrix in the family. In this paper, we propose and analyze randomized joint diagonalization (RJD) for performing t ...

Siam Publications2024

High-Dimensional Kernel Methods under Covariate Shift: Data-Dependent Implicit Regularization

Volkan Cevher, Fanghui Liu

This paper studies kernel ridge regression in high dimensions under covariate shifts and analyzes the role of importance re-weighting. We first derive the asymptotic expansion of high dimensional kernels under covariate shifts. By a bias-variance decomposi ...

2024

Random matrix methods for high-dimensional machine learning models

Antoine Philippe Michel Bodin

In the rapidly evolving landscape of machine learning research, neural networks stand out with their ever-expanding number of parameters and reliance on increasingly large datasets. The financial cost and computational resources required for the training p ...

EPFL2024

The Power of Two Matrices in Spectral Algorithms for Community Recovery

Colin Peter Sandon

Spectral algorithms are some of the main tools in optimization and inference problems on graphs. Typically, the graph is encoded as a matrix and eigenvectors and eigenvalues of the matrix are then used to solve the given graph problem. Spectral algorithms ...

Ieee-Inst Electrical Electronics Engineers Inc2024

A mixed precision LOBPCG algorithm

Daniel Kressner, Meiyue Shao

The locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm is a popular approach for computing a few smallest eigenvalues and the corresponding eigenvectors of a large Hermitian positive definite matrix A. In this work, we propose a mix ...

SPRINGER2023

Preconditioning techniques for generalized Sylvester matrix equations

Yannis Dirk Voet

Sylvester matrix equations are ubiquitous in scientific computing. However, few solution techniques exist for their generalized multiterm version, as they now arise in an increasingly large number of applications. In this work, we consider algebraic parame ...

2023

Singular quadratic eigenvalue problems: linearization and weak condition numbers

Daniel Kressner, Ivana Sain Glibic

The numerical solution of singular eigenvalue problems is complicated by the fact that small perturbations of the coefficients may have an arbitrarily bad effect on eigenvalue accuracy. However, it has been known for a long time that such perturbations are ...

SPRINGER2023

Emergent non-Hermitian localization phenomena in the synthetic space of zero-dimensional bosonic systems

Fabrizio Minganti

Phase transitions in non-Hermitian systems are at the focus of cutting edge theoretical and experimental research. On the one hand, parity-time- (PT-) and anti-PT-symmetric physics have gained ever-growing interest, due to the existence of non-Hermitian sp ...

AMER PHYSICAL SOC2023

Homogenization results for the generator of multiscale Langevin dynamics in weighted Sobolev spaces

Andrea Zanoni

We study the homogenization of the Poisson equation with a reaction term and of the eigenvalue problem associated to the generator of multiscale Langevin dynamics. Our analysis extends the theory of two-scale convergence to the case of weighted Sobolev spa ...

OXFORD UNIV PRESS2023

The first Grushin eigenvalue on cartesian product domains

Joachim Stubbe, Luigi Provenzano

In this paper, we consider the first eigenvalue.1(O) of the Grushin operator.G :=.x1 + |x1|2s.x2 with Dirichlet boundary conditions on a bounded domain O of Rd = R d1+ d2. We prove that.1(O) admits a unique minimizer in the class of domains with prescribed ...

WALTER DE GRUYTER GMBH2023

A 16-bit Floating-Point Near-SRAM Architecture for Low-power Sparse Matrix-Vector Multiplication

David Atienza Alonso, Giovanni Ansaloni, Marco Antonio Rios, Grégoire Axel Eggermann

State-of-the-art Artificial Intelligence (AI) algorithms, such as graph neural networks and recommendation systems, require floating-point computation of very large matrix multiplications over sparse data. Their execution in resource-constrained scenarios, ...

New York2023

THE WEYL LAW OF TRANSMISSION EIGENVALUES AND THE COMPLETENESS OF GENERALIZED TRANSMISSION EIGENFUNCTIONS WITHOUT COMPLEMENTING CONDITIONS

Hoài-Minh Nguyên, Jean Louis-Alexandre Fornerod

The transmission eigenvalue problem is a system of two second-order elliptic equations of two unknowns equipped with the Cauchy data on the boundary. In this work, we establish the Weyl law for the eigenvalues and the completeness of the generalized eigenf ...

Siam Publications2023

Outlier-free spline spaces for isogeometric discretizations of biharmonic and polyharmonic eigenvalue problems

Espen Sande

We present outlier-free isogeometric Galerkin discretizations of eigenvalue problems related to the biharmonic and the polyharmonic operator in the univariate setting. These are Galerkin discretizations in certain spline subspaces that provide accurate app ...

Elsevier Science Sa2023

Asymmetric phase modulation of light with parity-symmetry broken metasurfaces

Karim Achouri

The design of wavefront-shaping devices is conventionally approached using real-frequency modeling. However, since these devices interact with light through radiative channels, they are by default non-Hermitian objects having complex eigenvalues (poles and ...

Optica Publishing Group2023

Micromechanics of oxide inclusions in ferrous alloys

Alejandra Inés Slagter

Oxide inclusions are inevitably present in steel as a direct consequence of the steelmaking process; as a result, a cubic centimetre of modern steel will generally contain about a million of these hard and brittle micrometre-sized ceramic particles. Inclus ...

EPFL2023

Scattering from Time-Modulated Transmission-Line Loads: Theory and Experiments in Acoustics

Romain Christophe Rémy Fleury, Matthieu Francis Malléjac

Scattering wave systems that are periodically modulated in time offer many new degrees of freedom to control waves in both the spatial and frequency domains. Such systems, albeit linear, do not conserve frequency and require the adaptation of the usual the ...

American Physical Society (APS)2023

Green Cryptography and Other Optimisations

Andrea Felice Caforio

The spectral decomposition of cryptography into its life-giving components yields an interlaced network of tangential and orthogonal disciplines that are nonetheless invariably grounded by the same denominator: their implementation on commodity computing p ...

EPFL2023

Exceptional points at bound states in the continuum in photonic integrated circuits

Haoye Qin

We propose the realization of exceptional points (EP) at bound states in the continuum (BIC), with two coupled strips, made of an electron-beam resist and patterned on the thin film photonic integrated platform, which makes possible etchless photonics inte ...

WALTER DE GRUYTER GMBH2022

Fast deterministic and randomized algorithms for low-rank approximation, matrix functions, and trace estimation

Alice Cortinovis

In this thesis we propose and analyze algorithms for some numerical linear algebra tasks: finding low-rank approximations of matrices, computing matrix functions, and estimating the trace of matrices. In the first part, we consider algorithms for building ...

EPFL2022

DIVIDE-AND-CONQUER METHODS FOR FUNCTIONS OF MATRICES WITH BANDED OR HIERARCHICAL LOW-RANK STRUCTURE\ast

Daniel Kressner, Stefano Massei, Alice Cortinovis

This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for performing low-rank up ...

SIAM PUBLICATIONS2022