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Randomized sketching accelerates large-scale numerical linear algebra by reducing computational complexity. While the traditional sketch-and-solve approach reduces the problem size directly through sketching, the sketch-and-precondition…

Numerical Analysis · Mathematics 2025-05-23 Ruihan Xu , Yiping Lu

The massive scale of pretrained models has made efficient compression essential for practical deployment. Low-rank decomposition based on the singular value decomposition (SVD) provides a principled approach for model reduction, but its…

Machine Learning · Computer Science 2026-04-06 Farhad Pourkamali-Anaraki

Krylov subspace methods are a ubiquitous tool for computing near-optimal rank $k$ approximations of large matrices. While "large block" Krylov methods with block size at least $k$ give the best known theoretical guarantees, block size one…

Data Structures and Algorithms · Computer Science 2023-11-08 Raphael A. Meyer , Cameron Musco , Christopher Musco

The randomized coordinate descent (RCD) method is a classical algorithm with simple, lightweight iterations that is widely used for various optimization problems, including the solution of positive semidefinite linear systems. As a linear…

Numerical Analysis · Mathematics 2026-02-13 Jackie Lok , Elizaveta Rebrova

Reinforcement learning (RL) post-training is a dominant approach for improving the reasoning performance of large language models (LLMs), yet growing evidence suggests that its gains arise primarily from distribution sharpening rather than…

Machine Learning · Computer Science 2026-01-30 Xiaotong Ji , Rasul Tutunov , Matthieu Zimmer , Haitham Bou Ammar

Constrained codes are used to eliminate error-prone patterns in various practical systems. Recently, we introduced efficient binary symmetric lexicographically-ordered constrained (LOCO) codes and asymmetric LOCO (A-LOCO) codes to increase…

Information Theory · Computer Science 2020-10-20 Jessica Centers , Xinyu Tan , Ahmed Hareedy , Robert Calderbank

The low-rank matrix approximation problems within a threshold are widely applied in information retrieval, image processing, background estimation of the video sequence problems and so on. This paper presents an adaptive randomized…

Numerical Analysis · Mathematics 2025-08-12 Qiaohua Liu , Yuejuan Yu

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

The Lanczos algorithm is evaluated for solving the time-independent as well as the time-dependent Dirac equation with arbitrary electromagnetic fields. We demonstrate that the Lanczos algorithm can yield very precise eigenenergies and…

Computational Physics · Physics 2015-01-05 Randolf Beerwerth , Heiko Bauke

Value-based methods play a fundamental role in Markov decision processes (MDPs) and reinforcement learning (RL). In this paper, we present a unified control-theoretic framework for analyzing valued-based methods such as value computation…

Optimization and Control · Mathematics 2022-02-15 Xingang Guo , Bin Hu

In this paper we analyze the randomized block-coordinate descent (RBCD) methods proposed in [8,11] for minimizing the sum of a smooth convex function and a block-separable convex function. In particular, we extend Nesterov's technique…

Optimization and Control · Mathematics 2013-05-22 Zhaosong Lu , Lin Xiao

Large language models (LLMs) have demonstrated remarkable capabilities, yet prohibitive parameter complexity often hinders their deployment. Existing singular value decomposition (SVD) based compression methods simply deem singular values…

Computation and Language · Computer Science 2025-02-24 Dengjie Li , Tiancheng Shen , Yao Zhou , Baisong Yang , Zhongying Liu , Masheng Yang , Bernard Ghanem , Yibo Yang , Yujie Zhong , Ming-Hsuan Yang

The randomized block Kaczmarz (RBK) method is a widely utilized iterative scheme for solving large-scale linear systems. However, the theoretical analysis and practical effectiveness of this method heavily rely on a good row paving of the…

Numerical Analysis · Mathematics 2025-03-19 Ruike Xiang , Jiaxin Xie , Qiye Zhang

Solving the trust-region subproblem (TRS) plays a key role in numerical optimization and many other applications. The generalized Lanczos trust-region (GLTR) method is a well-known Lanczos type approach for solving a large-scale TRS. The…

Numerical Analysis · Mathematics 2021-04-13 Zhongxiao Jia , Fa Wang

We consider truncated SVD (or spectral cut-off, projection) estimators for a prototypical statistical inverse problem in dimension $D$. Since calculating the singular value decomposition (SVD) only for the largest singular values is much…

Statistics Theory · Mathematics 2018-09-11 Gilles Blanchard , Marc Hoffmann , Markus Reiß

We show that a simple randomized sketch of the matrix multiplicative weight (MMW) update enjoys (in expectation) the same regret bounds as MMW, up to a small constant factor. Unlike MMW, where every step requires full matrix exponentiation,…

Machine Learning · Computer Science 2019-08-14 Yair Carmon , John C. Duchi , Aaron Sidford , Kevin Tian

Tensor decomposition (TD) is an important method for extracting latent information from high-dimensional (multi-modal) sparse data. This study presents a novel framework for accelerating fundamental TD operations on massively parallel GPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-29 Andy Nguyen , Ahmed E. Helal , Fabio Checconi , Jan Laukemann , Jesmin Jahan Tithi , Yongseok Soh , Teresa Ranadive , Fabrizio Petrini , Jee W. Choi

Computing eigenvalues is a computationally intensive task central to numerous applications in the natural sciences. Toward this end, we investigate the quantum block Krylov subspace projector (QBKSP) algorithm - a multireference quantum…

Quantum Physics · Physics 2025-11-26 Maria Gabriela Jordão Oliveira , Nina Glaser

Variable selection properties of procedures utilizing penalized-likelihood estimates is a central topic in the study of high dimensional linear regression problems. Existing literature emphasizes the quality of ranking of the variables by…

Statistics Theory · Mathematics 2022-04-28 Asaf Weinstein , Weijie J. Su , Małgorzata Bogdan , Rina F. Barber , Emmanuel J. Candès

We analyze randomized matrix-free quadrature algorithms for spectrum and spectral sum approximation. The algorithms studied include the kernel polynomial method and stochastic Lanczos quadrature, two widely used methods for these tasks. Our…

Numerical Analysis · Mathematics 2024-12-13 Tyler Chen , Thomas Trogdon , Shashanka Ubaru