arXiv subjects

Shixin Zheng

Publications and source records attributed to Shixin Zheng.

5 recordsLinked to original sources

arXiv2026

Global convergence of an efficient splitting method for the defocusing Gross--Pitaevskii ground state problem

For computing the ground state of the defocusing Gross--Pitaevskii energy, we propose and analyze two efficient schemes based on the Davis--Yin three-operator splitting, which treats the potential and interaction terms explicitly, and the kinetic energy by a resolvent. One iteration costs one inversion of $I-γΔ$ for the first scheme, and of $I-γΔ+γV_1$ for the second, with $V_1$ denoting the separable part of the potential, and on structured meshes both operators can be inverted by simple fast GPU solvers. For monotone discrete Laplacians, including the second-order finite difference scheme and the lumped linear finite element method on simplicial meshes with suitable angle conditions, we prove global convergence to the unique positive discrete ground state, for every positive normalized initial vector, for any constant step size below an explicit threshold. In contrast, the methods previously proven to converge globally to the ground state all invert a more difficult elliptic operator that depends on the iteration variable. In three-dimensional tests with up to $999^3$ unknowns on one GPU, a simple variable step size rule makes the proposed splitting schemes efficient in practice, comparable in wall-clock time to Riemannian conjugate gradient methods that also invert only a shifted Laplacian operator, and much more robust with respect to the choice of the initial guess.

math.NA↗

arXiv2026

Global Convergence and Error Propagation in Neural Gradient Flows: A Riemannian Optimization Framework

We develop a geometric convergence theory for neural-network optimization within the minimizing movement scheme (MMS) framework. Reformulating each neural MMS step as a minimization over the set of increments in a Hilbert space, we show that under a $C^2$ network with locally non-degenerate Jacobian this increment set is a boundaryless smooth embedded submanifold, on which a natural preconditioned (Gauss--Newton-type) gradient flow in parameter space induces exactly the Riemannian gradient flow. Under a strict interior-localization condition and an explicit data condition, the reached sublevel set is geodesically convex and the subproblem objective is geodesically strongly convex on it; both the continuous Riemannian gradient flow and its discrete companion via the exponential map converge linearly to the unique subproblem minimizer. Propagating finite-time inner-solver inexactness and neural-approximation error through the MMS iterations yields a uniform function-space tracking bound and an explicit trajectory budget, so the inexact neural iterates converge to an $O(δ)$-neighborhood of the global minimum. Numerical experiments on nonlinear regression and a small-scale latent-diffusion testbed indicate that the Gauss--Newton-type inner solver achieves smaller trajectory errors with substantially fewer inner iterations than first-order baselines.

math.OC↗

arXiv2025

Riemannian optimization using three different metrics for Hermitian PSD fixed-rank constraints: an extended version

For smooth optimization problems with a Hermitian positive semi-definite fixed-rank constraint, we consider three existing approaches including the simple Burer--Monteiro method, and Riemannian optimization over quotient geometry and the embedded geometry. These three methods can be all represented via quotient geometry with three Riemannian metrics $g^i(\cdot, \cdot)$ $(i=1,2,3)$. By taking the nonlinear conjugate gradient method (CG) as an example, we show that CG in the factor-based Burer--Monteiro approach is equivalent to Riemannian CG on the quotient geometry with the Bures-Wasserstein metric $g^1$. Riemannian CG on the quotient geometry with the metric $g^3$ is equivalent to Riemannian CG on the embedded geometry. For comparing the three approaches, we analyze the condition number of the Riemannian Hessian near the minimizer under the three different metrics. Under certain assumptions, the condition number from the Bures-Wasserstein metric $g^1$ is significantly different from the other two metrics. Numerical experiments show that the Burer--Monteiro CG method has obviously slower asymptotic convergence rate when the minimizer is rank deficient, which is consistent with the condition number analysis.

math.OC↗

arXiv2023

On the convergence of orthogonalization-free conjugate gradient method for extreme eigenvalues of Hermitian matrices: a Riemannian optimization interpretation

In many applications, it is desired to obtain extreme eigenvalues and eigenvectors of large Hermitian matrices by efficient and compact algorithms. In particular, orthogonalization-free methods are preferred for large-scale problems for finding eigenspaces of extreme eigenvalues without explicitly computing orthogonal vectors in each iteration. For the top $p$ eigenvalues, the simplest orthogonalization-free method is to find the best rank-$p$ approximation to a positive semi-definite Hermitian matrix by algorithms solving the unconstrained Burer-Monteiro formulation. We show that the nonlinear conjugate gradient method for the unconstrained Burer-Monteiro formulation is equivalent to a Riemannian conjugate gradient method on a quotient manifold with the Bures-Wasserstein metric, thus its global convergence to a stationary point can be proven. Numerical tests suggest that it is efficient for computing the largest $k$ eigenvalues for large-scale matrices if the largest $k$ eigenvalues are nearly distributed uniformly.

math.NA↗

arXiv2023

Riemannian Langevin Monte Carlo schemes for sampling PSD matrices with fixed rank

This paper introduces two explicit schemes to sample matrices from Gibbs distributions on $\mathcal S^{n,p}_+$, the manifold of real positive semi-definite (PSD) matrices of size $n\times n$ and rank $p$. Given an energy function $\mathcal E:\mathcal S^{n,p}_+\to \mathbb{R}$ and certain Riemannian metrics $g$ on $\mathcal S^{n,p}_+$, these schemes rely on an Euler-Maruyama discretization of the Riemannian Langevin equation (RLE) with Brownian motion on the manifold. We present numerical schemes for RLE under two fundamental metrics on $\mathcal S^{n,p}_+$: (a) the metric obtained from the embedding of $\mathcal S^{n,p}_+ \subset \mathbb{R}^{n\times n} $; and (b) the Bures-Wasserstein metric corresponding to quotient geometry. We also provide examples of energy functions with explicit Gibbs distributions that allow numerical validation of these schemes.

math.NA↗