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Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…

Data Structures and Algorithms · Computer Science 2011-11-16 Michael W. Mahoney

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

Machine Learning · Computer Science 2015-04-23 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

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

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

Linear algebraic operations are ubiquitous in engineering applications, and arise often in a variety of fields including statistical signal processing and machine learning. With contemporary large datasets, to perform linear algebraic…

Numerical Analysis · Mathematics 2025-09-24 Neophytos Charalambides , Arya Mazumdar

The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…

Numerical Analysis · Mathematics 2019-02-08 Per-Gunnar Martinsson

Distributed processing frameworks, such as MapReduce, Hadoop, and Spark are popular systems for processing large amounts of data. The design of efficient algorithms in these frameworks is a challenging problem, as the systems both require…

Data Structures and Algorithms · Computer Science 2019-05-07 MohammadTaghi Hajiaghayi , Silvio Lattanzi , Saeed Seddighin , Cliff Stein

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

In the last two decades, the continuous increase of computational power has produced an overwhelming flow of data which has called for a paradigm shift in the computing architecture and large scale data processing mechanisms. MapReduce is a…

Databases · Computer Science 2013-02-14 Sherif Sakr , Anna Liu , Ayman G. Fayoumi

Many tasks in data mining and related fields can be formalized as matching between objects in two heterogeneous domains, including collaborative filtering, link prediction, image tagging, and web search. Machine learning techniques,…

Machine Learning · Computer Science 2014-10-24 Jingbo Shang , Tianqi Chen , Hang Li , Zhengdong Lu , Yong Yu

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

Recent literature has advocated the use of randomized methods for accelerating the solution of various matrix problems arising throughout data science and computational science. One popular strategy for leveraging randomization is to use it…

Numerical Analysis · Mathematics 2024-09-27 Boris Shustin , Haim Avron

The growing interest for high dimensional and functional data analysis led in the last decade to an important research developing a consequent amount of techniques. Parallelized algorithms, which consist in distributing and treat the data…

Statistics Theory · Mathematics 2017-10-24 Antoine Godichon-Baggioni , Sofiane Saadane

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model…

Machine Learning · Computer Science 2023-10-04 Yijun Dong

The parallel linear equations solver capable of effectively using 1000+ processors becomes the bottleneck of large-scale implicit engineering simulations. In this paper, we present a new hierarchical parallel master-slave-structural…

Computational Physics · Physics 2015-06-11 Ran Xu , Bin Liu , Yuan Dong

Matrix operations such as matrix inversion, eigenvalue decomposition, singular value decomposition are ubiquitous in real-world applications. Unfortunately, many of these matrix operations so time and memory expensive that they are…

Mathematical Software · Computer Science 2015-11-04 Shusen Wang

What is a systematic way to efficiently apply a wide spectrum of advanced ML programs to industrial scale problems, using Big Models (up to 100s of billions of parameters) on Big Data (up to terabytes or petabytes)? Modern parallelization…

Previous parallel sorting algorithms do not scale to the largest available machines, since they either have prohibitive communication volume or prohibitive critical path length. We describe algorithms that are a viable compromise and…

Data Structures and Algorithms · Computer Science 2015-02-26 Michael Axtmann , Timo Bingmann , Peter Sanders , Christian Schulz

This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is…

Numerical Analysis · Mathematics 2025-09-23 Anastasia Kireeva , Joel A. Tropp
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