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The power method and block Lanczos method are popular numerical algorithms for computing the truncated singular value decomposition (SVD) and eigenvalue decomposition problems. Especially in the literature of randomized numerical linear…

Numerical Analysis · Computer Science 2015-12-21 Shusen Wang , Zhihua Zhang , Tong Zhang

The Lanczos algorithm has proven itself to be a valuable matrix eigensolver for problems with large dimensions, up to hundreds of millions or even tens of billions. The computational cost of using any Lanczos algorithm is dominated by the…

Computational Physics · Physics 2023-08-09 Ryan M. Zbikowski , Calvin W. Johnson

The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…

Numerical Analysis · Mathematics 2018-08-21 Qiaochu Yuan , Ming Gu , Bo Li

We develop a block minimum residual (MINRES) algorithm for symmetric indefinite matrices. This version is built upon the band Lanczos method that generates one basis vector of the block Krylov subspace per iteration rather than a whole…

Numerical Analysis · Mathematics 2014-10-01 Kirk M. Soodhalter

We investigate the solution of low-rank matrix approximation problems using the truncated SVD. For this purpose, we develop and optimize GPU implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-12 Andres E. Tomas , Enrique S. Quintana-Orti , Hartwig Anzt

We examine and compare several iterative methods for solving large-scale eigenvalue problems arising from nuclear structure calculations. In particular, we discuss the possibility of using block Lanczos method, a Chebyshev filtering based…

Numerical Analysis · Mathematics 2023-05-26 Abdullah Alperen , Metin Aktulga , Pieter Maris , Chao Yang

The Lanczos method is a fast and memory-efficient algorithm for solving large-scale symmetric eigenvalue problems. However, its rapid convergence can deteriorate significantly when computing clustered eigenvalues due to a lack of cluster…

Numerical Analysis · Mathematics 2025-07-15 Nian Shao

Recent work introduced a new framework for analyzing correlation functions with improved convergence and signal-to-noise properties, as well as rigorous quantification of excited-state effects, based on the Lanczos algorithm and spurious…

High Energy Physics - Lattice · Physics 2025-08-25 Daniel C. Hackett , Michael L. Wagman

We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…

Machine Learning · Statistics 2009-06-12 Rahul Mazumder , Trevor Hastie , Rob Tibshirani

We present a modified Lanczos algorithm to diagonalize lattice Hamiltonians with dramatically reduced memory requirements, {\em without restricting to variational ansatzes}. The lattice of size $N$ is partitioned into two subclusters. At…

Strongly Correlated Electrons · Physics 2011-11-11 Marvin Weinstein , Assa Auerbach , V. Ravi Chandra

Current quantization methods for LLMs predominantly rely on block-wise structures to maintain efficiency, often at the cost of representational flexibility. In this work, we demonstrate that element-wise quantization can be made as…

Machine Learning · Computer Science 2026-02-02 Pingzhi Tang , Ruijie Zhou , Fanxu Meng , Wenjie Pei , Muhan Zhang

The increasing imbalance between the computing capabilities of individual nodes and the internode bandwidth makes it highly desirable for any Lattice QCD algorithm to minimize the amount of internode communication. One of the relatively new…

High Energy Physics - Lattice · Physics 2019-01-09 Yong-Chull Jang , Chulwoo Jung

We describe a number of recently developed techniques for improving the performance of large-scale nuclear configuration interaction calculations on high performance parallel computers. We show the benefit of using a preconditioned block…

Numerical Analysis · Computer Science 2017-12-29 Meiyue Shao , Hasan Metin Aktulga , Chao Yang , Esmond G. Ng , Pieter Maris , James P. Vary

Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

This paper is devoted to proposing a general weighted low-rank recovery model and designing a fast SVD-free computational scheme to solve it. First, our generic weighted low-rank recovery model unifies several existing approaches in the…

Optimization and Control · Mathematics 2022-08-02 Aritra Dutta , Jingwei Liang , Xin Li

Minimization of the nuclear norm is often used as a surrogate, convex relaxation, for finding the minimum rank completion (recovery) of a partial matrix. The minimum nuclear norm problem can be solved as a trace minimization semidefinite…

Optimization and Control · Mathematics 2016-08-16 Shimeng Huang , Henry Wolkowicz

The block Lanczos algorithm proposed by Peter Montgomery is an efficient means to tackle the sparse linear algebra problem which arises in the context of the number field sieve factoring algorithm and its predecessors. We present here a…

Cryptography and Security · Computer Science 2016-04-11 Emmanuel Thomé

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

Numerical linked-cluster expansions allow one to calculate finite-temperature properties of quantum lattice models directly in the thermodynamic limit through exact solutions of small clusters. However, full diagonalization is often the…

Strongly Correlated Electrons · Physics 2019-07-17 Krishnakumar Bhattaram , Ehsan Khatami

We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…

Machine Learning · Computer Science 2012-07-03 Haim Avron , Satyen Kale , Shiva Kasiviswanathan , Vikas Sindhwani
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