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Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Numerical Analysis · Mathematics 2025-04-28 Jonathan Weare , Robert J. Webber

For a linear complementarity problem, we present a relaxaiton accelerated two-sweep matrix splitting iteration method. The convergence analysis illustrates that the proposed method converges to the exact solution of the linear…

Optimization and Control · Mathematics 2020-12-02 Dongkai Li , Li Wang , Yuying Liu

Probabilistic ideas and tools have recently begun to permeate into several fields where they had traditionally not played a major role, including fields such as numerical linear algebra and optimization. One of the key ways in which these…

Numerical Analysis · Mathematics 2016-12-20 Robert M. Gower

We propose a new algorithm to solve sparse linear systems of equations over the integers. This algorithm is based on a $p$-adic lifting technique combined with the use of block matrices with structured blocks. It achieves a sub-cubic…

Symbolic Computation · Computer Science 2007-05-23 Wayne Eberly , Mark Giesbrecht , Pascal Giorgi , Arne Storjohann , Gilles Villard

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

Matrix seriation, the problem of permuting the rows and columns of a matrix to uncover latent structure, is a fundamental technique in data science, particularly in the visualization and analysis of relational data. Applications span…

Optimization and Control · Mathematics 2025-06-25 Víctor Blanco , Alfredo Marín , Justo Puerto

Sparse matrices are favorable objects in machine learning and optimization. When such matrices are used, in place of dense ones, the overall complexity requirements in optimization can be significantly reduced in practice, both in terms of…

Information Theory · Computer Science 2016-04-05 Anastasios Kyrillidis , Bubacarr Bah , Rouzbeh Hasheminezhad , Quoc Tran-Dinh , Luca Baldassarre , Volkan Cevher

This paper focuses on defining a measure, appropriate for obtaining optimally sparse solutions to underdetermined systems of linear equations.* The general idea is the extension of metrics in n-dimensional spaces via the Cartesian product…

Optimization and Control · Mathematics 2012-04-24 Leoni Dalla , George K. Papageorgiou

Matrix sketching is a recently developed data compression technique. An input matrix A is efficiently approximated with a smaller matrix B, so that B preserves most of the properties of A up to some guaranteed approximation ratio. In so…

Machine Learning · Statistics 2019-12-03 Roberta Falcone , Angela Montanari , Laura Anderlucci

This article presents a new method to compute matrices from numerical simulations based on the ideas of sparse sampling and compressed sensing. The method is useful for problems where the determination of the entries of a matrix constitutes…

Chemical Physics · Physics 2014-10-21 Jacob N. Sanders , Xavier Andrade , Alán Aspuru-Guzik

In order to nd a non-negative solution to a system of inequalities, the corresponding dual problem is composed, which has a suitable unity basic matrix. In such a formulation, the objective function is replaced by set of constraints based…

Optimization and Control · Mathematics 2023-05-09 Jaan Übi , Evald Übi

The condition number of a diagonally scaled matrix, for appropriately chosen scaling matrices, is often less than that of the original. Equilibration scales a matrix so that the scaled matrix's row and column norms are equal. Scaling can be…

Numerical Analysis · Mathematics 2012-06-21 Andrew M. Bradley , Walter Murray

In many problems in Computational Physics and Chemistry, one finds a special kind of sparse matrices, termed "banded matrices". These matrices, which are defined as having non-zero entries only within a given distance from the main…

Computational Physics · Physics 2013-06-21 Pablo García-Risueño , Pablo Echenique

The estimation of a precision matrix is a crucial problem in various research fields, particularly when working with high dimensional data. In such settings, the most common approach is to use the penalized maximum likelihood. The…

Methodology · Statistics 2025-01-10 Vahe Avagyan

Graphs arising in statistical problems, signal processing, large networks, combinatorial optimization, and data analysis are often dense, which causes both computational and storage bottlenecks. One way of \textit{sparsifying} a…

Numerical Analysis · Mathematics 2023-04-27 Neophytos Charalambides , Alfred O. Hero

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gaël Varoquaux

Matrix computations are a fundamental building-block of edge computing systems, with a major recent uptick in demand due to their use in AI/ML training and inference procedures. Existing approaches for distributing matrix computations…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-12 Anindya Bijoy Das , Aditya Ramamoorthy , David J. Love , Christopher G. Brinton

High-dimensional data has become ubiquitous across the sciences but presents computational and statistical challenges. A common approach to addressing these challenges is through sparsity. In this paper, we introduce a new concept of…

Statistics Theory · Mathematics 2025-09-03 Ali Mohades , Johannes Lederer

Computation of the large sparse matrix exponential has been an important topic in many fields, such as network and finite-element analysis. The existing scaling and squaring algorithm (SSA) is not suitable for the computation of the large…

Numerical Analysis · Mathematics 2021-10-12 Feng Wu , Kailing Zhang , Li Zhu , Jiayao Hu

Even distribution of irregular workload to processing units is crucial for efficient parallelization in many applications. In this work, we are concerned with a spatial partitioning called rectilinear partitioning (also known as generalized…

Data Structures and Algorithms · Computer Science 2020-09-17 Abdurrahman Yaşar , Muhammed Fatih Balin , Xiaojing An , Kaan Sancak , Ümit V. Çatalyürek