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arXiv:2409.07336

Efficient state preparation for multivariate Monte Carlo simulation

Hitomi Mori, Kosuke Mitarai, Keisuke Fujii

Published Sep 11, 2024• 0 citations
arXivHTMLPDF

Abstract

Quantum state preparation is a task to prepare a state with a specific function encoded in the amplitude, which is an essential subroutine in many quantum algorithms. In this paper, we focus on multivariate state preparation, as it is an important extension for many application areas. Specifically in finance, multivariate state preparation is required for multivariate Monte Carlo simulation, which is used for important numerical tasks such as risk aggregation and multi-asset derivative pricing. Using existing methods, multivariate quantum state preparation requires the number of gates exponential in the number of variables $D$. For this task, we propose a quantum algorithm that only requires the number of gates linear in $D$. Our algorithm utilizes multivariable quantum signal processing (M-QSP), a technique to perform the multivariate polynomial transformation of matrix elements. Using easily prepared block-encodings corresponding to each variable, we apply the M-QSP to construct the target function. In this way, our algorithm prepares the target state efficiently for functions achievable with M-QSP.

DOI
10.48550/arxiv.2409.07336

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Quantum state preparation is a task to prepare a state with a specific function encoded in the amplitude, which is an essential subroutine in many quantum algorithms. In this paper, we focus on multivariate state preparation, as it is an important extension for many application areas. Specifically in finance, multivariate state preparation is required for multivariate Monte Carlo simulation, which is used for important numerical tasks such as risk aggregation and multi-asset derivative pricing. Using existing methods, multivariate quantum state preparation requires the number of gates exponential in the number of variables DDD. For this task, we propose a quantum algorithm that only requires the number of gates linear in DDD. Our algorithm utilizes multivariable quantum signal processing (M-QSP), a technique to perform the multivariate polynomial transformation of matrix elements. Using easily prepared block-encodings corresponding to each variable, we apply the M-QSP to construct the target function. In this way, our algorithm prepares the target state efficiently for functions achievable with M-QSP.
A fundamental step of any quantum algorithm is the preparation of qubit registers in a suitable initial state. Often qubit registers represent a discretization of continuous variables and the initial state is defined by a multivariate function. We develop protocols for preparing quantum states whose amplitudes encode multivariate functions by linearly combining block-encodings of Fourier and Chebyshev basis functions. Without relying on arithmetic circuits, quantum Fourier transforms, or multivariate quantum signal processing, our algorithms are simpler and more effective than previous proposals. We analyze requirements both asymptotically and pragmatically in terms of near/medium-term resources. Numerically, we prepare bivariate Student's t-distributions, 2D Ricker wavelets and electron wavefunctions in a 3D Coulomb potential, which are initial states with potential applications in finance, physics and chemistry simulations. Finally, we prepare bivariate Gaussian distributions on the Quantinuum H2-1 trapped-ion quantum processor using 24 qubits and up to 237 two-qubit gates.
Quantum signal processing (QSP) and quantum singular value transformation (QSVT) have provided a unified framework for understanding many quantum algorithms, including factorization, matrix inversion, and Hamiltonian simulation. As a multivariable version of QSP, multivariable quantum signal processing (M-QSP) is proposed. M-QSP interleaves signal operators corresponding to each variable with signal processing operators, which provides an efficient means to perform multivariable polynomial transformations. However, the necessary and sufficient condition for what types of polynomials can be constructed by M-QSP is unknown. In this paper, we propose a classical algorithm to determine whether a given pair of multivariable Laurent polynomials can be implemented by M-QSP, which returns True or False. As one of the most important properties of this algorithm, its returning True is the necessary and sufficient condition. The proposed classical algorithm runs in polynomial time in the number of variables and signal operators. Our algorithm also provides a constructive method to select the necessary parameters for implementing M-QSP. These findings offer valuable insights for identifying practical applications of M-QSP.
We develop Multivariate Quantum Signal Processing for designing matrix-valued transformations of multiple noncommuting nonnormal block-encoded matrices. Our framework equips quantum transducers with the analytic structure of multiport Infinite-Impulse-Response (IIR) filters and establishes a transfer-function methodology for designing quantum query algorithms. Efficiently computable analytic bounds that hold uniformly across the oracle promise yield efficient quantum circuits with logarithmic error dependence and near-unity success probability, paralleling the approximation-theoretic guarantees of univariate QSP/QSVT. We provide a complete characterization of achievable transfer functions and a principled library of analytic IIR components. Our modular designs greatly improve or resolve the per-oracle query complexity of open multi-oracle problems: (1) Hamiltonian simulation under H=∑jHjH=\sum_j H_jH=∑j​Hj​ with weighted quasinorm cost ≈t⟨λ⃗,C⃗⟩1/2+O(∥C⃗∥1log⁡(1/ε))\approx t\langle\vecλ,\vec C\rangle_{1/2}+\mathcal{O}(\|\vec C\|_1\log(1/ε))≈t⟨λ,C⟩1/2​+O(∥C∥1​log(1/ε)) for block-encoding normalizations λ⃗\vecλλ and costs C⃗\vec CC; (2) sparse simulation with optimal time--norm Θ(d∥H∥1→2t)Θ(\sqrt{d}\|H\|_{\rm 1\to2}t)Θ(d​∥H∥1→2​t) and additive error dependence; (3) solving linear systems and (4) differential equations under minimal matrix assumptions with optimal weighted state-preparation and multi-term cost; (5) ground-state preparation and energy estimation; (6) generalized eigenvalue problems. We apply these to exactly simulate downfolded Hamiltonians with leading cost t⟨λ⃗eff,C⃗eff⟩1/2t\langle\vecλ_{\rm eff},\vec C_{\rm eff}\rangle_{1/2}t⟨λeff​,Ceff​⟩1/2​ further reduced by fractional dynamic correlation energy contributions from coarse-grained Hamiltonians, and show similar classical-data-input-reduction results for multiscale graph classification via Kron reduction. We also show the online generalization with anisotropic Kalman filtering of streaming quantum data.
Recent work shows that quantum signal processing (QSP) and its multi-qubit lifted version, quantum singular value transformation (QSVT), unify and improve the presentation of most quantum algorithms. QSP/QSVT characterize the ability, by alternating ansätze, to obliviously transform the singular values of subsystems of unitary matrices by polynomial functions; these algorithms are numerically stable and analytically well-understood. That said, QSP/QSVT require consistent access to a single oracle, saying nothing about computing joint properties of two or more oracles; these can be far cheaper to determine given an ability to pit oracles against one another coherently. This work introduces a corresponding theory of QSP over multiple variables: M-QSP. Surprisingly, despite the non-existence of the fundamental theorem of algebra for multivariable polynomials, there exist necessary and sufficient conditions under which a desired stable multivariable polynomial transformation is possible. Moreover, the classical subroutines used by QSP protocols survive in the multivariable setting for non-obvious reasons, and remain numerically stable and efficient. Up to a well-defined conjecture, we give proof that the family of achievable multivariable transforms is as loosely constrained as could be expected. The unique ability of M-QSP to obliviously approximate joint functions of multiple variables coherently leads to novel speedups incommensurate with those of other quantum algorithms, and provides a bridge from quantum algorithms to algebraic geometry.
Implementing polynomial functions of Hermitian matrices on quantum hardware is a foundational task in quantum computing, critical for accurate Hamiltonian simulation, quantum linear system solving, high-fidelity state preparation, machine learning kernels, and other advanced quantum algorithms. Existing state-of-the-art techniques, including Qubitization, Quantum Singular Value Transformation (QSVT), and Quantum Signal Processing (QSP), rely heavily on block-encoding the Hermitian matrix. These methods are often constrained by the complexity of preparing the block-encoded state, the overhead associated with the required ancillary qubits, or the challenging problem of angle synthesis for the polynomial's phase factors, which limits the achievable circuit depth and overall efficiency. In this work, we propose a novel and resource-efficient approach to implement arbitrary polynomials of a Hermitian matrix by leveraging the Generalized Quantum Signal Processing (GQSP) framework. Our method circumvents the need for block-encoding and avoids the compounding post-selection overheads characteristic of LCU-based constructions, achieving a stable, degree-independent success probability. We derive closed-form expressions for symmetric polynomial expansions and demonstrate how linear combinations of GQSP circuits can realize the desired transformation. This approach reduces resource overhead and opens new pathways for quantum algorithm design for functions of Hermitian matrices, particularly in settings where the Hermitian operator arises naturally from symmetric combinations of unitaries.
Abstract. In this paper, we present a quantum algorithm for approximating multivariate traces, i.e., the traces of matrix products. Our research is motivated by the extensive utility of multivariate traces in elucidating spectral characteristics of matrices, as well as by recent advancements in leveraging quantum computing for faster numerical linear algebra. Central to our approach is a direct translation of a multivariate trace formula into a quantum circuit, achieved through a sequence of low-level circuit construction operations. To facilitate this translation, we introduce quantum matrix states linear algebra (qMSLA), a framework tailored for the efficient generation of state preparation circuits via primitive matrix algebra operations. Our algorithm relies on sets of state preparation circuits for input matrices as its primary inputs and yields two state preparation circuits encoding the multivariate trace as output. These circuits are constructed utilizing qMSLA operations, which enact the aforementioned multivariate trace formula. We emphasize that our algorithm’s inputs consist solely of state preparation circuits, eschewing harder to synthesize constructs such as block encodings. Furthermore, our approach operates independently of the availability of specialized hardware like QRAM, underscoring its versatility and practicality.