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This paper introduces a factorization for the inverse of discrete Fourier integral operators that can be applied in quasi-linear time. The factorization starts by approximating the operator with the butterfly factorization. Next, a…

Numerical Analysis · Mathematics 2021-09-15 Jordi Feliu-Fabà , Lexing Ying

Consider a sparse polynomial in several variables given explicitly as a sum of non-zero terms with coefficients in an effective field. In this paper, we present several algorithms for factoring such polynomials and related tasks (such as…

Symbolic Computation · Computer Science 2025-02-26 Alexander Demin , Joris van der Hoeven

Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…

Numerical Analysis · Mathematics 2019-07-08 Ashish Kumar Nandi , Jajati Keshari Sahoo , Debasisha Mishra

This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for this problem. We propose a novel approach, called Sparse…

Methodology · Statistics 2016-12-23 Weidong Liu , Xi Luo

We propose a new method of learning a sparse nonnegative-definite target matrix. Our primary example of the target matrix is the inverse of a population covariance or correlation matrix. The algorithm first estimates each column of the…

Statistics Theory · Mathematics 2013-10-15 Tingni Sun , Cun-Hui Zhang

Sparse matrix factorization is the problem of approximating a matrix $\mathbf{Z}$ by a product of $J$ sparse factors $\mathbf{X}^{(J)} \mathbf{X}^{(J-1)} \ldots \mathbf{X}^{(1)}$. This paper focuses on identifiability issues that appear in…

Machine Learning · Computer Science 2021-11-18 Léon Zheng , Elisa Riccietti , Rémi Gribonval

The symmetric Nonnegative Matrix Factorization (NMF), a special but important class of the general NMF, has found numerous applications in data analysis such as various clustering tasks. Unfortunately, designing fast algorithms for the…

Machine Learning · Computer Science 2023-01-26 Xiao Li , Zhihui Zhu , Qiuwei Li , Kai Liu

We present a general class of compressed sensing matrices which are then demonstrated to have associated sublinear-time sparse approximation algorithms. We then develop methods for constructing specialized matrices from this class which are…

Numerical Analysis · Mathematics 2011-06-01 J. Bailey , M. A. Iwen , C. V. Spencer

In this article we provide a fast computational method in order to calculate the Moore-Penrose inverse of singular square matrices and of rectangular matrices. The proposed method proves to be much faster and has significantly better…

Numerical Analysis · Mathematics 2011-02-10 Vasilios N. Katsikis , Dimitrios Pappas , Athanassios Petralias

We derive new explicit expressions for the components of Moore-Penrose inverses of symmetric difference matrices. These generalized inverses are applied in a new regularization approach for scattered data interpolation based on partial…

Numerical Analysis · Mathematics 2016-10-03 Gerlind Plonka , Sebastian Hoffmann , Joachim Weickert

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization…

Machine Learning · Statistics 2010-02-11 Julien Mairal , Francis Bach , Jean Ponce , Guillermo Sapiro

In this paper we propose an efficiently preconditioned Newton method for the computation of the leftmost eigenpairs of large and sparse symmetric positive definite matrices. A sequence of preconditioners based on the BFGS update formula is…

Numerical Analysis · Mathematics 2013-12-06 Luca Bergamaschi , Angeles Martinez

We investigate the problem of factorizing a matrix into several sparse matrices and propose an algorithm for this under randomness and sparsity assumptions. This problem can be viewed as a simplification of the deep learning problem where…

Machine Learning · Computer Science 2014-05-14 Behnam Neyshabur , Rina Panigrahy

In this paper, we propose a simple sparse approximate inverse for triangular matrices (SAIT). Using the Jacobi iteration method, we obtain an expression of the exact inverse of triangular matrix, which is a finite series. The SAIT is…

Numerical Analysis · Mathematics 2021-11-19 Zhongjie Lu

We introduce a method and an algorithm for computing the weighted Moore-Penrose inverse of multiple-variable polynomial matrix and the related algorithm which is appropriated for sparse polynomial matrices. These methods and algorithms are…

Symbolic Computation · Computer Science 2011-04-12 Petković , M. D. , Stanimirović , P. S. , Tasić , M. B

The computation of a matrix function $f(A)$ is an important task in scientific computing appearing in machine learning, network analysis and the solution of partial differential equations. In this work, we use only matrix-vector products…

Numerical Analysis · Mathematics 2026-03-03 Taejun Park , Yuji Nakatsukasa

We propose a localized divide and conquer algorithm for inverse factorization $S^{-1} = ZZ^*$ of Hermitian positive definite matrices $S$ with localized structure, e.g. exponential decay with respect to some given distance function on the…

Numerical Analysis · Mathematics 2019-04-11 Emanuel H. Rubensson , Anton G. Artemov , Anastasia Kruchinina , Elias Rudberg

This paper introduces a sparse matrix discrete interpolation method to effectively compute matrix approximations in the reduced order modeling framework. The sparse algorithm developed herein relies on the discrete empirical interpolation…

Numerical Analysis · Mathematics 2015-06-16 Răzvan Ştefănescu , Adrian Sandu

Variational formulations of reconstruction in computed tomography have the notable drawback of requiring repeated evaluations of both the forward Radon transform and either its adjoint or an approximate inverse transform which are…

Numerical Analysis · Mathematics 2017-05-23 Richard C. Barnard , Rick Archibald

We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…

Machine Learning · Statistics 2020-03-03 Bradley S. Price , Aaron J. Molstad , Ben Sherwood