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We consider the problem of estimating sparse graphs by a lasso penalty applied to the inverse covariance matrix. Using a coordinate descent procedure for the lasso, we develop a simple algorithm that is remarkably fast: in the worst cases,…

Methodology · Statistics 2007-08-28 Jerome Friedman , Trevor Hastie , Robert Tibshirani

Sparse suffix sorting is the problem of sorting $b=o(n)$ suffixes of a string of length $n$. Efficient sparse suffix sorting algorithms have existed for more than a decade. Despite the multitude of works and their justified claims for…

Data Structures and Algorithms · Computer Science 2024-07-08 Lorraine A. K. Ayad , Grigorios Loukides , Solon P. Pissis , Hilde Verbeek

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

We consider the problem of sparse matrix multiplication by the column row method in a distributed setting where the matrix product is not necessarily sparse. We present a surprisingly simple method for "consistent" parallel processing of…

Data Structures and Algorithms · Computer Science 2012-11-20 Andrea Campagna , Konstantin Kutzkov , Rasmus Pagh

We present a fast direct solver for structured linear systems based on multilevel matrix compression. Using the recently developed interpolative decomposition of a low-rank matrix in a recursive manner, we embed an approximation of the…

Numerical Analysis · Mathematics 2014-04-10 Kenneth L. Ho , Leslie Greengard

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

Statistics Theory · Mathematics 2015-06-05 Ahmed A. Quadeer , Tareq Y. Al-Naffouri

The paper introduces the butterfly factorization as a data-sparse approximation for the matrices that satisfy a complementary low-rank property. The factorization can be constructed efficiently if either fast algorithms for applying the…

Numerical Analysis · Mathematics 2016-01-21 Yingzhou Li , Haizhao Yang , Eileen Martin , Kenneth Ho , Lexing Ying

There have been many matching pursuit algorithms (MPAs) which handle the sparse signal recovery problem a.k.a. compressed sensing (CS). In the MPAs, the correlation computation step has a dominant computational complexity. In this letter,…

Information Theory · Computer Science 2012-05-21 Kee-Hoon Kim , Hosung Park , Seokbeom Hong , Jong-Seon No , Habong Chung

The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this paper, we propose a simple iterative least squares algorithm…

Methodology · Statistics 2023-08-02 Yong He , Ran Zhao , Wen-Xin Zhou

We describe a second-order accurate approach to sparsifying the off-diagonal blocks in the hierarchical approximate factorizations of sparse symmetric positive definite matrices. The norm of the error made by the new approach depends…

Numerical Analysis · Mathematics 2020-08-05 Bazyli Klockiewicz , Léopold Cambier , Ryan Humble , Hamdi Tchelepi , Eric Darve

Matrix factorization (MF) is a widely used collaborative filtering (CF) algorithm for recommendation systems (RSs), due to its high prediction accuracy, great flexibility and high efficiency in big data processing. However, with the…

Information Retrieval · Computer Science 2026-03-26 Yining Wu , Shengyu Duan , Gaole Sai , Chenhong Cao , Guobing Zou

Nonlinear least-squares problems are a special class of unconstrained optimization problems in which their gradient and Hessian have special structures. In this paper, we exploit these structures and proposed a matrix-free algorithm with a…

Optimization and Control · Mathematics 2020-02-06 Aliyu Muhammed Awwal , Poom Kumam , Hassan Mohammad

Low Rank Approximation (LRA) of a matrix is a hot research subject, fundamental for Matrix and Tensor Computations and Big Data Mining and Analysis. Computations with low rank matrices can be performed at sublinear cost -- by using much…

Numerical Analysis · Mathematics 2025-08-11 Qi Luan , Victor Y. Pan , John Svadlenka , Liang Zhao

Matrix factorization methods are important tools in data mining and analysis. They can be used for many tasks, ranging from dimensionality reduction to visualization. In this paper we concentrate on the use of matrix factorizations for…

Machine Learning · Computer Science 2017-07-28 Sanjar Karaev , Pauli Miettinen

We study the design of local algorithms for massive graphs. A local algorithm is one that finds a solution containing or near a given vertex without looking at the whole graph. We present a local clustering algorithm. Our algorithm finds a…

Data Structures and Algorithms · Computer Science 2008-09-19 Daniel A. Spielman , Shang-Hua Teng

The cost of computing the spectrum of Laplacian matrices hinders the application of spectral clustering to large data sets. While approximations recover computational tractability, they can potentially affect clustering performance. This…

Machine Learning · Statistics 2016-08-15 Yufei Han , Maurizio Filippone

In this paper, we study a posteriori error estimators which aid multilevel iterative solvers for linear systems with graph Laplacians. In earlier works such estimates were computed by solving global optimization problems, which could be…

Numerical Analysis · Mathematics 2021-06-22 Xiaozhe Hu , Kaiyi Wu , Ludmil T. Zikatanov

The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…

Numerical Analysis · Mathematics 2025-05-27 Davide Palitta , Martina Iannacito , Valeria Simoncini

Fast approximations to matrix multiplication have the potential to dramatically reduce the cost of neural network inference. Recent work on approximate matrix multiplication proposed to replace costly multiplications with table-lookups by…

Machine Learning · Computer Science 2022-07-14 Calvin McCarter , Nicholas Dronen

This article considers spectral community detection in the regime of sparse networks with heterogeneous degree distributions, for which we devise an algorithm to efficiently retrieve communities. Specifically, we demonstrate that a…

Machine Learning · Statistics 2021-10-12 Lorenzo Dall'Amico , Romain Couillet , Nicolas Tremblay
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