作者:
ZHOU YunkaiWANG ZhengZHOU AihuiDepartment of Mathematics
Southern Methodist University LSEC
Institute of Computational Mathematics and Scientific/Engineering ComputingAcademy of Mathematics and Systems Science Chinese Academy of Sciences
Partial eigenvalue decomposition(PEVD) and partial singular value decomposition(PSVD) of large sparse matrices are of fundamental importance in a wide range of applications, including latent semantic indexing, spectra...
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Partial eigenvalue decomposition(PEVD) and partial singular value decomposition(PSVD) of large sparse matrices are of fundamental importance in a wide range of applications, including latent semantic indexing, spectral clustering, and kernel methods for machine learning. The more challenging problems are when a large number of eigenpairs or singular triplets need to be computed. We develop practical and efficient algorithms for these challenging problems. Our algorithms are based on a filter-accelerated block Davidson *** types of filters are utilized, one is Chebyshev polynomial filtering, the other is rational-function filtering by solving linear equations. The former utilizes the fastest growth of the Chebyshev polynomial among same degree polynomials; the latter employs the traditional idea of shift-invert, for which we address the important issue of automatic choice of shifts and propose a practical method for solving the shifted linear equations inside the block Davidson method. Our two filters can efficiently generate high-quality basis vectors to augment the projection subspace at each Davidson iteration step, which allows a restart scheme using an active projection subspace of small dimension. This makes our algorithms memory-economical, thus practical for large PEVD/PSVD calculations. We compare our algorithms with representative methods, including ARPACK, PROPACK, the randomized SVD method, and the limited memory SVD method. Extensive numerical tests on representative datasets demonstrate that, in general, our methods have similar or faster convergence speed in terms of CPU time, while requiring much lower memory comparing with other methods. The much lower memory requirement makes our methods more practical for large-scale PEVD/PSVD computations.
The Integrated Sensing and Communications (ISAC) paradigm is anticipated to be a cornerstone of the upcoming 6G networks. In order to optimize the use of wireless resources, 6G ISAC systems need to harness the communi...
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A framework for parallel algebraic multilevel preconditioning methods presented for solving large sparse systems of linear equstions with symmetric positive definite coefficient matrices,which arise in suitable finite...
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A framework for parallel algebraic multilevel preconditioning methods presented for solving large sparse systems of linear equstions with symmetric positive definite coefficient matrices,which arise in suitable finite element discretizations of many second-order self-adjoint elliptic boundary value problems. This framework not only covers all known parallel algebraic multilevel preconditioning methods, but also yields new ones. It is shown that all preconditioners within this framework have optimal orders of complexities for problems in two-dimensional(2-D) and three-dimensional (3-D) problem domains, and their relative condition numbers are bounded uniformly with respect to the numbers of both levels and nodes.
作者:
Xiaodong FengLi ZengTao ZhouLSEC
Institute of Computational Mathematics and Scientific/Engineering ComputingAMSSChinese Academy of SciencesBeijingChina
In this work,we propose an adaptive learning approach based on temporal normalizing flows for solving time-dependent Fokker-Planck(TFP)*** is well known that solutions of such equations are probability density functio...
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In this work,we propose an adaptive learning approach based on temporal normalizing flows for solving time-dependent Fokker-Planck(TFP)*** is well known that solutions of such equations are probability density functions,and thus our approach relies on modelling the target solutions with the temporal normalizing *** temporal normalizing flow is then trained based on the TFP loss function,without requiring any labeled *** a machine learning scheme,the proposed approach is mesh-free and can be easily applied to high dimensional *** present a variety of test problems to show the effectiveness of the learning approach.
In this paper we propose a self-adaptive trust region algorithm. The trust region radius is updated at a variable rate according to the ratio between the actual reduction and the predicted reduction of the objective f...
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In this paper we propose a self-adaptive trust region algorithm. The trust region radius is updated at a variable rate according to the ratio between the actual reduction and the predicted reduction of the objective function, rather than by simply enlarging or reducing the original trust region radius at a constant rate. We show that this new algorithm preserves the strong convergence property of traditional trust region methods. Numerical results are also presented.
The two-sided rank-one (TR1) update method was introduced by Griewank and Walther (2002) for solving nonlinear equations. It generates dense approximations of the Jacobian and thus is not applicable to large-scale spa...
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The two-sided rank-one (TR1) update method was introduced by Griewank and Walther (2002) for solving nonlinear equations. It generates dense approximations of the Jacobian and thus is not applicable to large-scale sparse problems. To overcome this difficulty, we propose sparse extensions of the TR1 update and give some convergence analysis. The numerical experiments show that some of our extensions are superior to the TR1 update method. Some convergence analysis is also presented.
Linear systems associated with numerical methods for constrained optimization are discussed in this paper. It is shown that the corresponding subproblems arise in most well-known methods, no matter line search methods...
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Linear systems associated with numerical methods for constrained optimization are discussed in this paper. It is shown that the corresponding subproblems arise in most well-known methods, no matter line search methods or trust region methods for constrained optimization can be expressed as similar systems of linear equations. All these linear systems can be viewed as some kinds of approximation to the linear system derived by the Lagrange-Newton method. Some properties of these linear systems are analyzed.
In this paper,the classical Lie group approach is extended to find some Lie point symmetries of differential-difference *** reveals that the obtained Lie point symmetries can constitute a Kac-Moody-Virasoro algebra.
In this paper,the classical Lie group approach is extended to find some Lie point symmetries of differential-difference *** reveals that the obtained Lie point symmetries can constitute a Kac-Moody-Virasoro algebra.
Presents a study which showed how to use wavelet to discretize the boundary integral equations. Application of wavelets to signal and image processing; Kinds of boundary reduction; Sparsity of the matrices in the stan...
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Presents a study which showed how to use wavelet to discretize the boundary integral equations. Application of wavelets to signal and image processing; Kinds of boundary reduction; Sparsity of the matrices in the standard wavelet basis; Methods.
作者:
ZHANG XinZHOU AihuiSWIEE
Southwest China Research Institute of Electronic Equipment LSEC
Institute of Computational Mathematics and Scientific/Engineering ComputingAcademy of Mathematics and Systems Science Chinese Academy of Sciences
We show that the eigenfunctions of Kohn-Sham equations can be decomposed as ■ = F ψ, where F depends on the Coulomb potential only and is locally Lipschitz, while ψ has better regularity than ■.
We show that the eigenfunctions of Kohn-Sham equations can be decomposed as ■ = F ψ, where F depends on the Coulomb potential only and is locally Lipschitz, while ψ has better regularity than ■.
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