Krylov-aware stochastic trace estimation
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 …
with a symmetric matrix. Existing methods for implicit trace estimation of a matrix function …
Sublinear time spectral density estimation
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 …
(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 …
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
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 …
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
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] …
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
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 …
approximation. The algorithms studied are characterized by the use of a Krylov subspace …
Orthogonal polynomials on a class of planar algebraic curves
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 …
(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
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 …
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
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 …
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 …
spectral densities. Typical implementations of the KPM require an a prior estimate for an …