Related papers: An Efficient Solver for Sparse Linear Systems Base…

We present a fast and approximate multifrontal solver for large-scale sparse linear systems arising from finite-difference, finite-volume or finite-element discretization of high-frequency wave equations. The proposed solver leverages the…

A novel adaptive Markov chain Monte Carlo algorithm is presented. The algorithm utilizes sparsity in the partial correlation structure of a density to efficiently estimate the covariance matrix through the Cholesky factor of the precision…

Prior to computing the Cholesky factorization of a sparse, symmetric positive definite matrix, a reordering of the rows and columns is computed so as to reduce both the number of fill elements in Cholesky factor and the number of arithmetic…

In this paper, we tackle two important problems in low-rank learning, which are partial singular value decomposition and numerical rank estimation of huge matrices. By using the concepts of Krylov subspaces such as Golub-Kahan…

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…

We present CheSS, the "Chebyshev Sparse Solvers" library, which has been designed to solve typical problems arising in large-scale electronic structure calculations using localized basis sets. The library is based on a flexible and…

We propose a new algorithm for efficiently solving the damped Fisher matrix in large-scale scenarios where the number of parameters significantly exceeds the number of available samples. This problem is fundamental for natural gradient…

This article proposes and analyzes several variants of the randomized Cholesky QR factorization of a matrix $X$. Instead of computing the R factor from $X^T X$, as is done by standard methods, we obtain it from a small, efficiently…

We give an efficient algorithm for finding sparse approximate solutions to linear systems of equations with nonnegative coefficients. Unlike most known results for sparse recovery, we do not require {\em any} assumption on the matrix other…

In binary polynomial optimization, the goal is to find a binary point maximizing a given polynomial function. In this paper, we propose a novel way of formulating this general optimization problem, which we call factorized binary polynomial…

This work is about rounding error analysis of randomized CholeskyQR-type algorithms for sparse matrices. We often encounter QR factorization of the sparse matrices in many real problems. In this work, we focus on some typical…

We present a distributed-memory library for computations with dense structured matrices. A matrix is considered structured if its off-diagonal blocks can be approximated by a rank-deficient matrix with low numerical rank. Here, we use…

Despite the growing availability of large datasets, causal structure learning remains computationally prohibitive at scale. We revisit sparsest-permutation learning for linear structural equation models and show that exact Cholesky…

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…

We propose a new algorithm to solve sparse linear systems of equations over the integers. This algorithm is based on a $p$-adic lifting technique combined with the use of block matrices with structured blocks. It achieves a sub-cubic…

Preconditioned stochastic optimization algorithms, exemplified by Shampoo, outperform first-order optimizers by offering theoretical convergence benefits and practical gains in large-scale neural network training. However, they incur…

In transient simulations of particulate Stokes flow, to accurately capture the interaction between the constituent particles and the confining wall, the discretization of the wall often needs to be locally refined in the region approached…

We present a novel algorithm attaining excessively fast, the sought solution of linear systems of equations. The algorithm is short in its basic formulation and, by definition, vectorized, while the memory allocation demands are trivial,…

The sparse factorization of a large matrix is fundamental in modern statistical learning. In particular, the sparse singular value decomposition and its variants have been utilized in multivariate regression, factor analysis, biclustering,…

We investigate the problem of factorizing a matrix into several sparse matrices and propose an algorithm for this under randomness and sparsity assumptions. This problem can be viewed as a simplification of the deep learning problem where…