4 papers
Generalization of Zeroth-Order Method for Quotients of Quadratic Functions
Jonas Bresch
Optimization of quadratic functions and their quotients is relevant in subspace and iterative optimization methods. In this paper, we consider the matrix-free computation of the ge…
Stochastic Zeroth-Order Method for Computing Generalized Rayleigh Quotients
Jonas Bresch, Oleh Melnyk, Martin Schoen +1
The maximization of the (generalized) Rayleigh quotient is a central problem in numerical linear algebra. Conventional algorithms for its computation typically rely on matrix-adjoi…
Computing adjoint mismatch of linear maps
Jonas Bresch, Dirk A. Lorenz, Felix Schneppe +1
This paper considers the problem of detecting adjoint mismatch for two linear maps. To clarify, this means that we aim to calculate the operator norm for the difference of two line…
Matrix-free stochastic calculation of operator norms without using adjoints
Jonas Bresch, Dirk A. Lorenz, Felix Schneppe +1
This paper considers the problem of computing the operator norm of a linear map between finite dimensional Hilbert spaces when only evaluations of the linear map are available and…