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We present a matrix factorization algorithm that scales to input matrices that are large in both dimensions (i.e., that contains morethan 1TB of data). The algorithm streams the matrix columns while subsampling them, resulting in low…

Optimization and Control · Mathematics 2016-12-04 Arthur Mensch , Julien Mairal , Gaël Varoquaux , Bertrand Thirion

A fundamental problem when adding column pivoting to the Householder QR factorization is that only about half of the computation can be cast in terms of high performing matrix-matrix multiplications, which greatly limits the benefits that…

Numerical Analysis · Mathematics 2016-12-08 Per-Gunnar Martinsson , Gregorio Quintana-Orti , Nathan Heavner , Robert van de Geijn

Many applications in scientific computing and data science require the computation of a rank-revealing factorization of a large matrix. In many of these instances the classical algorithms for computing the singular value decomposition are…

Numerical Analysis · Mathematics 2018-12-17 Abinand Gopal , Per-Gunnar Martinsson

The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…

Machine Learning · Computer Science 2016-03-30 Luc Le Magoarou , Rémi Gribonval

This paper describes a new approach, based on linear programming, for computing nonnegative matrix factorizations (NMFs). The key idea is a data-driven model for the factorization where the most salient features in the data are used to…

Optimization and Control · Mathematics 2013-02-05 Victor Bittorf , Benjamin Recht , Christopher Re , Joel A. Tropp

This paper explores the relationship between matrix factorizations and linear matrix equations. It shows that every matrix factorization defines two hidden projectors, one for the column space and one for the row space of a matrix, and how…

Numerical Analysis · Mathematics 2023-04-26 Michał P. Karpowicz

We introduce the strong recursive skeletonization factorization (RS-S), a new approximate matrix factorization based on recursive skeletonization for solving discretizations of linear integral equations associated with elliptic partial…

Numerical Analysis · Mathematics 2018-02-13 Victor Minden , Kenneth L. Ho , Anil Damle , Lexing Ying

The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…

Numerical Analysis · Mathematics 2019-02-08 Per-Gunnar Martinsson

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…

Numerical Analysis · Mathematics 2018-10-01 Takeshi Fukaya , Ramaseshan Kannan , Yuji Nakatsukasa , Yusaku Yamamoto , Yuka Yanagisawa

Identifying discrete patterns in binary data is an important dimensionality reduction tool in machine learning and data mining. In this paper, we consider the problem of low-rank binary matrix factorisation (BMF) under Boolean arithmetic.…

Optimization and Control · Mathematics 2021-08-05 Reka A. Kovacs , Oktay Gunluk , Raphael A. Hauser

In this paper we introduce a new column selection strategy, named here ``Deviation Maximization", and apply it to compute rank-revealing QR factorizations as an alternative to the well known block version of the QR factorization with the…

Numerical Analysis · Mathematics 2022-06-03 Monica Dessole , Fabio Marcuzzi

Nonnegative matrix factorization (NMF) is a popular method used to reduce dimensionality in data sets whose elements are nonnegative. It does so by decomposing the data set of interest, $\mathbf{X}$, into two lower rank nonnegative matrices…

Methodology · Statistics 2021-07-05 Phillip Shreeves , Jeffrey L. Andrews , Xinchen Deng , Ramie Ali-Adeeb , Andrew Jirasek

Nonnegative Matrix Factorization consists in (approximately) factorizing a nonnegative data matrix by the product of two low-rank nonnegative matrices. It has been successfully applied as a data analysis technique in numerous domains, e.g.,…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

The model described in this paper belongs to the family of non-negative matrix factorization methods designed for data representation and dimension reduction. In addition to preserving the data positivity property, it aims also to preserve…

Machine Learning · Computer Science 2022-09-23 Rachid Hedjam , Abdelhamid Abdesselam , Abderrahmane Rahiche , Mohamed Cheriet

Multidimensional factorization method is formulated in arbitrary curvilinear coordinates. Particular cases of polar and spherical coordinates are considered and matrix potentials with separating variables are constructed. A new class of…

High Energy Physics - Theory · Physics 2011-03-07 A. A. Andrianov , M. V. Ioffe , Tsu Zhun-Pin

In this work we describe an efficient implementation of a hierarchy of algorithms for the decomposition of dense matrices over the field with two elements (GF(2)). Matrix decomposition is an essential building block for solving dense…

Mathematical Software · Computer Science 2010-06-10 Martin R. Albrecht , Clément Pernet

We call matrix algorithms superfast if they use much fewer flops and memory cells than the input matrix has entries. Using such algorithms is indispensable for Big Data Mining and Analysis, where the input matrices are so immense that one…

Numerical Analysis · Mathematics 2025-01-17 Victor Y. Pan , John Svadlenka

We study spectra and pseudospectra of certain bounded linear operators on $\ell^2({\mathbb Z})$. The operators are generally non-normal, and their matrix representation has a characteristic off-diagonal decay. Based on a result of…

Spectral Theory · Mathematics 2016-06-14 Marko Lindner , Torge Schmidt

Multiresolution Matrix Factorization (MMF) was recently introduced as a method for finding multiscale structure and defining wavelets on graphs/matrices. In this paper we derive pMMF, a parallel algorithm for computing the MMF…

Numerical Analysis · Computer Science 2015-07-17 Risi Kondor , Nedelina Teneva , Pramod K. Mudrakarta

Matrix-matrix multiplication is a basic operation in linear algebra and an essential building block for a wide range of algorithms in various scientific fields. Theory and implementation for the dense, square matrix case are well-developed.…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-01 Alfio Lazzaro , Joost VandeVondele , Juerg Hutter , Ole Schuett
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