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We present a simple randomized algorithm for approximate matrix multiplication (AMM) whose error scales with the *output* norm $\|AB\|_F$. Given any $n\times n$ matrices $A,B$ and a runtime parameter $r\leq n$, the algorithm produces in…

Data Structures and Algorithms · Computer Science 2026-02-05 Yahel Uffenheimer , Omri Weinstein

We present and analyze a simple numerical method that diagonalizes a complex normal matrix A by diagonalizing the Hermitian matrix obtained from a random linear combination of the Hermitian and skew-Hermitian parts of A.

Numerical Analysis · Mathematics 2025-07-29 Haoze He , Daniel Kressner

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

The practical scalability of many optimization algorithms for large extensive-form games is often limited by the games' huge payoff matrices. To ameliorate the issue, Zhang and Sandholm (2020) recently proposed a sparsification technique…

Computer Science and Game Theory · Computer Science 2021-12-08 Gabriele Farina , Tuomas Sandholm

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…

Numerical Analysis · Mathematics 2012-10-30 Victor Y. Pan , Guoliang Qian , Ai-Long Zheng

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

In this work we provide a new technique to design fast approximation algorithms for graph problems where the points of the graph lie in a metric space. Specifically, we present a sampling approach for such metric graphs that, using a…

Data Structures and Algorithms · Computer Science 2018-07-26 Hossein Esfandiari , Michael Mitzenmacher

A fast algorithm for the approximate multiplication of matrices with decay is introduced; the Sparse Approximate Matrix Multiply (SpAMM) reduces complexity in the product space, a different approach from current methods that economize…

Data Structures and Algorithms · Computer Science 2010-11-17 Matt Challacombe , Nicolas Bock

In recent years, randomized algorithms have established themselves as fundamental tools in computational linear algebra, with applications in scientific computing, machine learning, and quantum information science. Many randomized matrix…

Numerical Analysis · Mathematics 2025-12-19 Ethan N. Epperly

We investigate the rank of random (symmetric) sparse matrices. Our main finding is that with high probability, any dependency that occurs in such a matrix is formed by a set of few rows that contains an overwhelming number of zeros. This…

Probability · Mathematics 2007-11-20 Kevin P. Costello , Van Vu

In prior work, Gupta et al. (SPAA 2022) presented a distributed algorithm for multiplying sparse $n \times n$ matrices, using $n$ computers. They assumed that the input matrices are uniformly sparse--there are at most $d$ non-zeros in each…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-24 Chetan Gupta , Janne H. Korhonen , Jan Studený , Jukka Suomela , Hossein Vahidi

Many matrices associated with fast transforms posess a certain low-rank property characterized by the existence of several block partitionings of the matrix, where each block is of low rank. Provided that these partitionings are known,…

Numerical Analysis · Mathematics 2023-07-04 Léon Zheng , Gilles Puy , Elisa Riccietti , Patrick Pérez , Rémi Gribonval

We revisit the matrix problems sparse null space and matrix sparsification, and show that they are equivalent. We then proceed to seek algorithms for these problems: We prove the hardness of approximation of these problems, and also give a…

Computational Complexity · Computer Science 2010-08-10 Lee-Ad Gottlieb , Tyler Neylon

Nonnegative matrix factorization (NMF) has become a very popular technique in machine learning because it automatically extracts meaningful features through a sparse and part-based representation. However, NMF has the drawback of being…

Machine Learning · Statistics 2012-12-07 Nicolas Gillis

Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…

Computation · Statistics 2018-06-14 Simon Wessing

As a typical dimensionality reduction technique, random projection can be simply implemented with linear projection, while maintaining the pairwise distances of high-dimensional data with high probability. Considering this technique is…

Machine Learning · Computer Science 2014-10-14 Weizhi Lu , Weiyu Li , Kidiyo Kpalma , Joseph Ronsin

Random masks define surprisingly effective sparse neural network models, as has been shown empirically. The resulting sparse networks can often compete with dense architectures and state-of-the-art lottery ticket pruning algorithms, even…

Machine Learning · Computer Science 2023-06-01 Advait Gadhikar , Sohom Mukherjee , Rebekka Burkholz

Let $\mathbf{A}_{n,m;k}$ be a random $n \times m$ matrix with entries from some field $\mathbb{F}$ where there are exactly $k$ non-zero entries in each column, whose locations are chosen independently and uniformly at random from the set of…

Combinatorics · Mathematics 2020-02-20 Colin Cooper , Alan Frieze , Wesley Pegden

Sparse matrix ordering is a vital optimization technique often employed for solving large-scale sparse matrices. Its goal is to minimize the matrix bandwidth by reorganizing its rows and columns, thus enhancing efficiency. Conventional…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-14 Tao Tang , Youfu Jiang , Yingbo Cui , Jianbin Fang , Peng Zhang , Lin Peng , Chun Huang