Krylov-aware stochastic trace estimation

T Chen, E Hallman - SIAM Journal on Matrix Analysis and Applications, 2023 - SIAM
We introduce an algorithm for estimating the trace of a matrix function using implicit products
with a symmetric matrix. Existing methods for implicit trace estimation of a matrix function …

Sublinear time spectral density estimation

V Braverman, A Krishnan, C Musco - … of the 54th Annual ACM SIGACT …, 2022 - dl.acm.org
We present a new sublinear time algorithm for approximating the spectral density
(eigenvalue distribution) of an n× n normalized graph adjacency or Laplacian matrix. The …

A multilevel approach to stochastic trace estimation

E Hallman, D Troester - Linear Algebra and its Applications, 2022 - Elsevier
This article presents a randomized matrix-free method for approximating the trace of f (A),
where A is a large symmetric matrix and f is a function analytic in a closed interval containing …

[HTML][HTML] Numerical computation of the equilibrium-reduced density matrix for strongly coupled open quantum systems

T Chen, YC Cheng - The Journal of Chemical Physics, 2022 - pubs.aip.org
We describe a numerical algorithm for approximating the equilibrium-reduced density matrix
and the effective (mean force) Hamiltonian for a set of system spins coupled strongly to a set …

Moments, Random Walks, and Limits for Spectrum Approximation

Y Jin, C Musco, A Sidford… - The Thirty Sixth Annual …, 2023 - proceedings.mlr.press
We study lower bounds for the problem of approximating a one dimensional distribution
given (noisy) measurements of its moments. We show that there are distributions on $[-1, 1] …

Randomized matrix-free quadrature for spectrum and spectral sum approximation

T Chen, T Trogdon, S Ubaru - arXiv preprint arXiv:2204.01941, 2022 - arxiv.org
We study randomized matrix-free quadrature algorithms for spectrum and spectral sum
approximation. The algorithms studied are characterized by the use of a Krylov subspace …

Orthogonal polynomials on a class of planar algebraic curves

M Fasondini, S Olver, Y Xu - Studies in Applied Mathematics, 2023 - Wiley Online Library
We construct bivariate orthogonal polynomials (OPs) on algebraic curves of the form ym= ϕ
(x) y^m=ϕ(x) in R 2 R^2 where m= 1, 2 m=1,2 and ϕ is a polynomial of arbitrary degree d, in …

Error bounds for lanczos-based matrix function approximation

T Chen, A Greenbaum, C Musco, C Musco - SIAM Journal on Matrix Analysis …, 2022 - SIAM
We analyze the Lanczos method for matrix function approximation (Lanczos-FA), an iterative
algorithm for computing (f (A) b) when (A) is a Hermitian matrix and (b) is a given vector …

Multivariate trace estimation using quantum state space linear algebra

LM Yosef, S Ubaru, L Horesh, H Avron - arXiv preprint arXiv:2405.01098, 2024 - arxiv.org
In this paper, we present a quantum algorithm for approximating multivariate traces, ie the
traces of matrix products. Our research is motivated by the extensive utility of multivariate …

A spectrum adaptive kernel polynomial method

T Chen - The Journal of Chemical Physics, 2023 - pubs.aip.org
The kernel polynomial method (KPM) is a powerful numerical method for approximating
spectral densities. Typical implementations of the KPM require an a prior estimate for an …