Search for: All records

Quantum signal processing (QSP) represents a real scalar polynomial of degree $d$using a product of unitary matrices of size $2\times 2$, parameterized by $(d+1)$real numbers called the phase factors. This innovative representation of polynomials has a wide range of applications in quantum computation. When the polynomial of interest is obtained by truncating an infinite polynomial series, a natural question is whether the phase factors have a well defined limit as the degree $d\to \mathrm{\infty }$. While the phase factors are generally not unique, we find that there exists a consistent choice of parameterization so that the limit is well defined in the ${\ell }^1$space. This generalization of QSP, called the infinite quantum signal processing, can be used to represent a large class of non-polynomial functions. Our analysis reveals a surprising connection between the regularity of the target function and the decay properties of the phase factors. Our analysis also inspires a very simple and efficient algorithm to approximately compute the phase factors in the ${\ell }^1$space. The algorithm uses only double precision arithmetic operations, and provably converges when the ${\ell }^1$norm of the Chebyshev coefficients of the target function is upper bounded by a constant that is independent of $d$. This is also the first numerically stable algorithm for finding phase factors with provable performance guarantees in the limit $d\to \mathrm{\infty }$. 

Symmetric quantum signal processing provides a parameterized representation of a real polynomial, which can be translated into an efficient quantum circuit for performing a wide range of computational tasks on quantum computers. For a given polynomial f , the parameters (called phase factors) can be obtained by solving an optimization problem. However, the cost function is non-convex, and has a very complex energy landscape with numerous global and local minima. It is therefore surprising that the solution can be robustly obtained in practice, starting from a fixed initial guess Φ 0 that contains no information of the input polynomial. To investigate this phenomenon, we first explicitly characterize all the global minima of the cost function. We then prove that one particular global minimum (called the maximal solution) belongs to a neighborhood of Φ 0 , on which the cost function is strongly convex under the condition ‖ f ‖ ∞ = O ( d − 1 ) with d = d e g ( f ) . Our result provides a partial explanation of the aforementioned success of optimization algorithms. 

Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs). Firstly we provide a quantum algorithm that gives a quadratic speed-up for multilevel Monte Carlo methods in a general setting. As applications, we apply it to compute expectation values determined by classical solutions of SDEs, with improved dependence on precision. We demonstrate the use of this algorithm in a variety of applications arising in mathematical finance, such as the Black-Scholes and Local Volatility models, and Greeks. We also provide a quantum algorithm based on sublinear binomial sampling for the binomial option pricing model with the same improvement.