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Scalable QR factorization algorithms for solving least squares and eigenvalue problems are critical given the increasing parallelism within modern machines. We introduce a more general parallelization of the CholeskyQR2 algorithm and show…

We propose to compute a sparse approximate inverse Cholesky factor $L$ of a dense covariance matrix $\Theta$ by minimizing the Kullback-Leibler divergence between the Gaussian distributions $\mathcal{N}(0, \Theta)$ and $\mathcal{N}(0,…

In the decremental $(1+\epsilon)$-approximate Single-Source Shortest Path (SSSP) problem, we are given a graph $G=(V,E)$ with $n = |V|, m = |E|$, undergoing edge deletions, and a distinguished source $s \in V$, and we are asked to process…

We present a fast sparse matrix permutation algorithm tailored to linear systems arising from triangle meshes. Our approach produces nested-dissection-style permutations while significantly reducing permutation runtime overhead. Rather than…

We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…

This paper studies the estimation of a large covariance matrix. We introduce a novel procedure called ChoSelect based on the Cholesky factor of the inverse covariance. This method uses a dimension reduction strategy by selecting the pattern…

We consider fast deterministic algorithms to identify the "best" linearly independent terms in multivariate mixtures and use them to compute, up to a user-selected accuracy, an equivalent representation with fewer terms. One algorithm…

Cholesky linear solvers are a critical bottleneck in challenging applications within computer graphics and scientific computing. These applications include but are not limited to elastodynamic barrier methods such as Incremental Potential…

The Fast Fourier Transform (FFT) is widely used in applications such as MRI, CT, and interferometry; however, because of its dependence on uniformly sampled data, it requires the use of gridding techniques for practical implementation. The…

The phase retrieval problem is a fundamental problem in many fields, which is appealing for investigation. It is to recover the signal vector $\tilde{x}\in\mathbb{C}^d$ from a set of $N$ measurements $b_n=|f^*_n\tilde{x}|^2,\ n=1,\cdots,…

It is well known that matrices with low Hessenberg-structured displacement rank enjoy fast algorithms for certain matrix factorizations. We show how $n\times n$ principal finite sections of the Gram matrix for the orthogonal polynomial…

The Shortest-Path Problem in Graph of Convex Sets (SPP in GCS) is a recently developed optimization framework that blends discrete and continuous decision making. Many relevant problems in robotics, such as collision-free motion planning,…

Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, such as the sum of squares (SOS) method, rely on large-scale…

The GC problem is to identify a pre-determined number of center vertices such that the distances or costs from (or to) the centers to (or from) other vertices is minimized. The bottleneck of a path is the minimum capacity of edges on the…

For linearly constrained least-squares problems that depend on a vector of parameters, this paper proposes techniques for reducing the number of involved optimization variables. After first eliminating equality constraints in a numerically…

$ $In many optimization problems, a feasible solution induces a multi-dimensional cost vector. For example, in load-balancing a schedule induces a load vector across the machines. In $k$-clustering, opening $k$ facilities induces an…

Let \phi(G) be the minimum conductance of an undirected graph G, and let 0=\lambda_1 <= \lambda_2 <=... <= \lambda_n <= 2 be the eigenvalues of the normalized Laplacian matrix of G. We prove that for any graph G and any k >= 2, \phi(G) =…

The quadratic shortest path problem is the problem of finding a path in a directed graph such that the sum of interaction costs over all pairs of arcs on the path is minimized. We derive several semidefinite programming relaxations for the…

Traditional Support Vector Machine (SVM) classification is carried out by finding the max-margin classifier for the training data that divides the margin space into two equal sub-spaces. This study demonstrates limitations of performing…

One specific subset of quantum algorithms is Grovers Ordered Search Problem (OSP), the quantum counterpart of the classical binary search algorithm, which utilizes oracle functions to produce a specified value within an ordered database.…