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Marvin Randig

Publications and source records attributed to Marvin Randig.

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Dual Block Gradient Ascent for Entropically Regularised Quantum Optimal Transport

We present a block gradient ascent method for solving the quantum optimal transport problem with entropic regularisation similar to the algorithm proposed in [D. Feliciangeli, A. Gerolin, L. Portinale: J. Funct. Anal. 285 (2023), no. 4, 109963] and [E. Caputo, A. Gerolin, N. Monina, L. Portinale: arXiv:2409.03698]. We prove a linear convergence rate based on strong concavity of the dual functional and present some results of numerical experiments of an implementation.

math-ph

Newton's method in practice II: The iterated refinement Newton method and near-optimal complexity for finding all roots of some polynomials of very large degrees

We present a practical implementation based on Newton's method to find all roots of several families of complex polynomials of degrees exceeding one billion ($10^9$) so that the observed complexity to find all roots is between $O(d\ln d)$ and $O(d\ln^3 d)$ (measuring complexity in terms of number of Newton iterations or computing time). All computations were performed successfully on standard desktop computers built between 2007 and 2012.

math.NA