Related papers: High-Girth Matrices and Polarization
When factorizing binary matrices, we often have to make a choice between using expensive combinatorial methods that retain the discrete nature of the data and using continuous methods that can be more efficient but destroy the discrete…
Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…
A matrix (and any associated linear system) will be referred to as structured if it has a small displacement rank. It is known that the inverse of a structured matrix is structured, which allows fast inversion (or solution), and reduced…
When a matrix A with n columns is known to be well approximated by a linear combination of basis matrices B_1,..., B_p, we can apply A to a random vector and solve a linear system to recover this linear combination. The same technique can…
We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random. These matrices have a one-to-one correspondence with the adjacency…
The inverse of a large matrix can often be accurately approximated by a polynomial of degree significantly lower than the order of the matrix. The iteration polynomial generated by a run of the GMRES algorithm is a good candidate, and its…
We consider the set of $n\times n$ matrices with rational entries having numerator and denominator of size at most $H$ and obtain upper and lower bounds on the number of such matrices of a given rank and then apply them to count such…
Estimates of the approximate factor model are increasingly used in empirical work. Their theoretical properties, studied some twenty years ago, also laid the ground work for analysis on large dimensional panel data models with cross-section…
Matrix factorization exploits the idea that, in complex high-dimensional data, the actual signal typically lies in lower-dimensional structures. These lower dimensional objects provide useful insight, with interpretability favored by sparse…
Matrices are typically considered over fields or rings. Motivated by applications in parametric differential equations and data-driven modeling, we suggest to study matrices with entries from a Hilbert space and present an elementary theory…
Matrices satisfying the Restricted Isometry Property (RIP) play an important role in the areas of compressed sensing and statistical learning. RIP matrices with optimal parameters are mainly obtained via probabilistic arguments, as explicit…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
Matrices are the most common representations of graphs. They are also used for the representation of algebras and cluster algebras. This paper shows some properties of matrices in order to facilitate the understanding and locating…
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…
This work deals with the generation of theoretical correlation matrices with specific sparsity patterns, associated to graph structures. We present a novel approach based on convex optimization, offering greater flexibility compared to…
In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…
A precision matrix is the inverse of a covariance matrix. In this paper, we study the problem of estimating the precision matrix with a known graphical structure under high-dimensional settings. We propose a simple estimator of the…
1. A standard Gaussian random matrix has full rank with probability 1 and is well-conditioned with a probability quite close to 1 and converging to 1 fast as the matrix deviates from square shape and becomes more rectangular. 2. If we…
In light of recent data science trends, new interest has fallen in alternative matrix factorizations. By this, we mean various ways of factorizing particular data matrices so that the factors have special properties and reveal insights into…
We revisit the asymptotic analysis of probabilistic construction of adjacency matrices of expander graphs proposed in [4]. With better bounds we derived a new reduced sample complexity for the number of nonzeros per column of these…