Related papers: Communication-optimal parallel and sequential QR a…
We discuss a randomized strong rank-revealing QR factorization that effectively reveals the spectrum of a matrix $\textbf{M}$. This factorization can be used to address problems such as selecting a subset of the columns of $\textbf{M}$,…
We present a new parallel algorithm for solving triangular systems with multiple right hand sides (TRSM). TRSM is used extensively in numerical linear algebra computations, both to solve triangular linear systems of equations as well as to…
The linear-quadratic regulator (LQR) is an efficient control method for linear and linearized systems. Typically, LQR is implemented in minimal coordinates (also called generalized or "joint" coordinates). However, other coordinates are…
The selection of most informative and discriminative features from high-dimensional data has been noticed as an important topic in machine learning and data engineering. Using matrix factorization-based techniques such as nonnegative matrix…
The Cholesky QR algorithm is an efficient communication-minimizing algorithm for computing the QR factorization of a tall-skinny matrix. Unfortunately it has the inherent numerical instability and breakdown when the matrix is…
This paper introduces hybrid LU-QR al- gorithms for solving dense linear systems of the form Ax = b. Throughout a matrix factorization, these al- gorithms dynamically alternate LU with local pivoting and QR elimination steps, based upon…
Recent strides in nonlinear model predictive control (NMPC) underscore a dependence on numerical advancements to efficiently and accurately solve large-scale problems. Given the substantial number of variables characterizing typical…
Given a matrix $A$ of size $m\times n$, the manuscript describes a algorithm for computing a QR factorization $AP=QR$ where $P$ is a permutation matrix, $Q$ is orthonormal, and $R$ is upper triangular. The algorithm is blocked, to allow it…
This paper introduces a randomized Householder QR factorization (RHQR). This factorization can be used to obtain a well conditioned basis of a vector space and thus can be employed in a variety of applications. The RHQR factorization of the…
Two novel measurement-based, quantum clustering algorithms are proposed based on quantum parallelism and entanglement. The first algorithm follows a divisive approach. The second algorithm is based on unsharp measurements, where we…
CholeskyQR2 and shifted CholeskyQR3 are two state-of-the-art algorithms for computing tall-and-skinny QR factorizations since they attain high performance on current computer architectures. However, to guarantee stability, for some…
Dense linear algebra kernels, such as linear solvers or tensor contractions, are fundamental components of many scientific computing applications. In this work, we present a novel method of deriving parallel I/O lower bounds for this broad…
We propose a new algorithm called higher-order QR iteration (HOQRI) for computing low multilinear rank approximation (LMLRA), also known as the Tucker decomposition, of large and sparse tensors. Compared to the celebrated higher-order…
The problem of lossy transmission of correlated sources over memoryless two-way channels (TWCs) is considered. The objective is to develop a robust low delay and low complexity source-channel coding scheme without using error correction. A…
Sketching is widely used in randomized linear algebra for low-rank matrix approximation, column subset selection, and many other problems, and it has gained significant traction in machine learning applications. However, sketching large…
Given an original discrete source X with the distribution p_X that is corrupted by noise to produce the noisy data Y with the given joint distribution p(X, Y). A quantizer/classifier Q : Y -> Z is then used to classify/quantize the data Y…
These lecture notes focus on some numerical linear algebra algorithms in scientific computing. We assume that students are familiar with elementary linear algebra concepts such as vector spaces, systems of equations, matrices, norms,…
We are interested in parallelizing the Least Angle Regression (LARS) algorithm for fitting linear regression models to high-dimensional data. We consider two parallel and communication avoiding versions of the basic LARS algorithm. The two…
We develop $D$-optimal designs for linear models with first-order interactions on a subset of the $2^K$ full factorial design region, when both the number of factors set to the higher level and the number of factors set to the lower level…
The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…