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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

Matrices resulting from the discretization of a kernel function, e.g., in the context of integral equations or sampling probability distributions, can frequently be approximated by interpolation. In order to improve the efficiency, a…

Numerical Analysis · Mathematics 2021-12-10 Steffen Börm

The decomposition of a matrix, as a product of factors with particular properties, is a much used tool in numerical analysis. Here we develop methods for decomposing a matrix $C$ into a product $X Y$, where the factors $X$ and $Y$ are…

Optimization and Control · Mathematics 2016-01-07 Veit Elser

Reasoning based on causality, instead of association has been considered as a key ingredient towards real machine intelligence. However, it is a challenging task to infer causal relationship/structure among variables. In recent years, an…

Machine Learning · Computer Science 2019-09-15 Zhitang Chen , Shengyu Zhu , Yue Liu , Tim Tse

Column generation is used alongside Dantzig-Wolfe Decomposition, especially for linear programs having a decomposable pricing step requiring to solve numerous independent pricing subproblems. We propose a filtering method to detect which…

Discrete Mathematics · Computer Science 2025-09-05 Abdellah Bulaich Mehamdi , Mathieu Lacroix , Sébastien Martin

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

Numerical Analysis · Mathematics 2016-02-02 Gil Shabat , Yaniv Shmueli , Yariv Aizenbud , Amir Averbuch

An arbitrary $m\times n$ Boolean matrix $M$ can be decomposed {\em exactly} as $M =U\circ V$, where $U$ (resp. $V$) is an $m\times k$ (resp. $k\times n$) Boolean matrix and $\circ$ denotes the Boolean matrix multiplication operator. We…

Discrete Mathematics · Computer Science 2015-12-29 Yuan Sun , Shiwei Ye , Yi Sun , Tsunehiko Kameda

In this paper, we propose a deep learning-based method, deep Euler method (DEM) to solve ordinary differential equations. DEM significantly improves the accuracy of the Euler method by approximating the local truncation error with deep…

Numerical Analysis · Mathematics 2020-03-24 Xing Shen , Xiaoliang Cheng , Kewei Liang

Linearly implicit Runge-Kutta methods with approximate matrix factorization can solve efficiently large systems of differential equations that have a stiff linear part, e.g. reaction-diffusion systems. However, the use of approximate…

Numerical Analysis · Computer Science 2014-08-19 Hong Zhang , Adrian Sandu , Paul Tranquilli

We derive a Fast Multipole Method (FMM) where a low-rank approximation of the kernel is obtained using the Empirical Interpolation Method (EIM). Contrary to classical interpolation-based FMM, where the interpolation points and basis are…

Numerical Analysis · Mathematics 2015-08-25 Fabien Casenave

In recommendation systems, one is interested in the ranking of the predicted items as opposed to other losses such as the mean squared error. Although a variety of ways to evaluate rankings exist in the literature, here we focus on the Area…

Machine Learning · Statistics 2015-08-26 Charanpal Dhanjal , Romaric Gaudel , Stephan Clemencon

We present a framework that leverages the Discrete Empirical Interpolation Method (DEIM) for interpretable deep learning and dynamical system analysis. Although DEIM efficiently approximates nonlinear terms in projection-based reduced-order…

Machine Learning · Computer Science 2026-04-03 Hojin Kim , Romit Maulik

We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…

Information Theory · Computer Science 2020-02-28 Ralf R. Müller , Bernhard Gäde , Ali Bereyhi

This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

Matrix factorization methods are important tools in data mining and analysis. They can be used for many tasks, ranging from dimensionality reduction to visualization. In this paper we concentrate on the use of matrix factorizations for…

Machine Learning · Computer Science 2017-07-28 Sanjar Karaev , Pauli Miettinen

In this article, we develop a reduced basis method for efficiently solving the coupled Stokes/Darcy equations with parametric internal geometry. To accommodate possible changes in topology, we define the Stokes and Darcy domains implicitly…

Numerical Analysis · Mathematics 2021-11-10 Stein K. F. Stoter , Etienne Jessen , Viktor Niedens , Dominik Schillinger

We study the problem of decomposition (non-commutative factorization) of linear ordinary differential operators near an irregular singular point. The solution (given in terms of the Newton diagram and the respective characteristic numbers)…

Classical Analysis and ODEs · Mathematics 2018-05-08 Leanne Mezuman , Sergei Yakovenko

One of the major challenges of coupled problems is to manage nonconforming meshes at the interface between two models and/or domains, due to different numerical schemes or domains discretizations employed. Moreover, very often complex…

Numerical Analysis · Mathematics 2022-03-18 Elena Zappon , Andrea Manzoni , Alfio Quarteroni

Dynamical low-rank approximation (DLRA) is a widely used paradigm for solving large-scale matrix differential equations, as they arise, for example, from the discretization of time-dependent partial differential equations on tensorized…

Numerical Analysis · Mathematics 2025-10-23 Benjamin Carrel , Daniel Kressner , Hei Yin Lam , Bart Vandereycken

Rank regularized minimization problem is an ideal model for the low-rank matrix completion/recovery problem. The matrix factorization approach can transform the high-dimensional rank regularized problem to a low-dimensional factorized…

Optimization and Control · Mathematics 2024-05-21 Wenjing Li , Wei Bian , Kim-Chuan Toh