Recent work uses a simplistic approximation to the matrix exponential derivative to apply gold-standard models from evolutionary biology to a collection of challenging data analyses. Whereas one may ...
Abstract: This letter proposes an efficient method for calculating the eigenvalues of large-scale exponential correlation matrices by leveraging tridiagonal matrix theory. The approach explicitly ...
Abstract: We consider a complex-valued L × L exponential correlation matrix. Such a matrix has unit diagonal elements; each lower off-diagonal element is the correlation coefficient raised to the ...
In this paper, the eigendecomposition of a Toeplitz matrix populated by an exponential function in order to model empirical correlations of US equity returns is investigated. The closed-form ...
Fast and differentiable implementations of matrix exponentials, Krylov exponential matrix-vector multiplications ("expmv"), KIOPS, ExpoKit functions, and more. All your exponential needs in SciML form ...
ABSTRACT: Variational methods are highly valuable computational tools for solving high-dimensional quantum systems. In this paper, we explore the effectiveness of three variational methods: density ...