Related papers: Fast hierarchical solvers for sparse matrices usin…
Scalable algorithms to solve optimization and regression tasks even approximately, are needed to work with large datasets. In this paper we study efficient techniques from matrix sketching to solve a variety of convex constrained regression…
The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…
We revisit the matrix problems sparse null space and matrix sparsification, and show that they are equivalent. We then proceed to seek algorithms for these problems: We prove the hardness of approximation of these problems, and also give a…
This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…
Low-rank matrix approximation is a fundamental tool in data analysis for processing large datasets, reducing noise, and finding important signals. In this work, we present a novel truncated LU factorization called Spectrum-Revealing LU…
This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths…
Generalized sparse matrix-matrix multiplication is a key primitive for many high performance graph algorithms as well as some linear solvers such as multigrid. We present the first parallel algorithms that achieve increasing speedups for an…
This paper presents a parallel preconditioning approach based on incomplete LU (ILU) factorizations in the framework of Domain Decomposition (DD) for general sparse linear systems. We focus on distributed memory parallel architectures,…
In this research, to solve the large indefinite least squares problem, we firstly transform its normal equation into a sparse block three-by-three linear systems, then use GMRES method with an accelerated preconditioner to solve it. The…
In this chapter we will give an insight into modern sparse elimination methods. These are driven by a preprocessing phase based on combinatorial algorithms which improve diagonal dominance, reduce fill-in, and improve concurrency to allow…
Sparse linear iterative solvers are essential for many large-scale simulations. Much of the runtime of these solvers is often spent in the implicit evaluation of matrix polynomials via a sequence of sparse matrix-vector products. A variety…
This is the first of two papers to describe a matrix sparsification algorithm that takes a general real or complex matrix as input and produces a sparse output matrix of the same size. The non-zero entries in the output are chosen to…
In this paper we propose a new iterative method to hierarchically compute a relatively large number of leftmost eigenpairs of a sparse symmetric positive matrix under the multiresolution operator compression framework. We exploit the…
The paper introduces the sweeping preconditioner, which is highly efficient for iterative solutions of the variable coefficient Helmholtz equation including very high frequency problems. The first central idea of this novel approach is to…
The hierarchical matrix framework partitions matrices into subblocks that are either small or of low numerical rank, enabling linear storage complexity and efficient matrix-vector multiplication. This work focuses on the $H^2$-matrix format…
In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…
We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…
For a linear matrix function $f$ in $X \in \R^{m\times n}$ we consider inhomogeneous linear matrix equations $f(X) = E$ for $E \neq 0$ that have or do not have solutions. For such systems we compute optimal norm constrained solutions…
We present a greedy algorithm for computing selected eigenpairs of a large sparse matrix $H$ that can exploit localization features of the eigenvector. When the eigenvector to be computed is localized, meaning only a small number of its…
The recovery of sparse generative models from few noisy measurements is an important and challenging problem. Many deterministic algorithms rely on some form of $\ell_1$-$\ell_2$ minimization to combine the computational convenience of the…