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LU and Cholesky matrix factorization algorithms are core subroutines used to solve systems of linear equations (SLEs) encountered while solving an optimization problem. Standard factorization algorithms are highly efficient but remain…

Numerical Analysis · Mathematics 2022-07-25 Adolfo R. Escobedo

This paper presents a generalization of the "weighted least-squares" (WLS), named "weighted pairing least-squares" (WPLS), which uses a rectangular weight matrix and is suitable for data alignment problems. Two fast solving methods,…

Mathematical Software · Computer Science 2009-05-29 Pierre Courrieu

This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in RAM, and must instead be stored on slow external memory devices such as solid-state or spinning disk hard drives…

Mathematical Software · Computer Science 2020-03-05 Nathan Heavner , Per-Gunnar Martinsson , Gregorio Quintana-Ortí

A new hybrid algorithm for LDU-factorization for large sparse matrix combining iterative solver, which can keep the same accuracy as the classical factorization, is proposed. The last Schur complement will be generated by iterative solver…

Numerical Analysis · Mathematics 2022-08-04 Atsushi Suzuki

We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…

Optimization and Control · Mathematics 2021-10-27 Lijun Ding , Liwei Jiang , Yudong Chen , Qing Qu , Zhihui Zhu

Random hypothesis sampling lies at the core of many popular robust fitting techniques such as RANSAC. In this paper, we propose a novel hypothesis sampling scheme based on incremental computation of distances between partial rankings…

Computer Vision and Pattern Recognition · Computer Science 2011-06-02 Hoi Sim Wong , Tat-Jun Chin , Jin Yu , David Suter

Skeletonization is a popular shape analysis technique that models an object's interior as opposed to just its boundary. Fitting template-based skeletal models is a time-consuming process requiring much manual parameter tuning. Recently,…

Computer Vision and Pattern Recognition · Computer Science 2024-09-10 Nicolás Gaggion , Enzo Ferrante , Beatriz Paniagua , Jared Vicory

Some important applicative problems require the evaluation of functions $\Psi$ of large and sparse and/or \emph{localized} matrices $A$. Popular and interesting techniques for computing $\Psi(A)$ and $\Psi(A)\mathbf{v}$, where $\mathbf{v}$…

Numerical Analysis · Mathematics 2022-04-25 Daniele Bertaccini , Marina Popolizio , Fabio Durastante

Nowadays, the availability of large-scale data in disparate application domains urges the deployment of sophisticated tools for extracting valuable knowledge out of this huge bulk of information. In that vein, low-rank representations…

Machine Learning · Computer Science 2017-10-06 Paris V. Giampouras , Athanasios A. Rontogiannis , Konstantinos D. Koutroumbas

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

Numerical Analysis · Mathematics 2025-11-11 Qi Luan , Victor Y. Pan

Current state-of-the-art methods for differentially private model training are based on matrix factorization techniques. However, these methods suffer from high computational overhead because they require numerically solving a demanding…

Machine Learning · Computer Science 2025-06-16 Nikita P. Kalinin , Christoph Lampert

A robust algorithm for non-negative matrix factorization (NMF) is presented in this paper with the purpose of dealing with large-scale data, where the separability assumption is satisfied. In particular, we modify the Linear Programming…

Machine Learning · Statistics 2014-01-10 Jason Gejie Liu , Shuchin Aeron

Recent SVD-free matrix factorization formulations have enabled rank minimization for systems with millions of rows and columns, paving the way for matrix completion in extremely large-scale applications, such as seismic data interpolation.…

Machine Learning · Statistics 2014-03-06 Aleksandr Y. Aravkin , Rajiv Kumar , Hassan Mansour , Ben Recht , Felix J. Herrmann

Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA…

Machine Learning · Computer Science 2024-12-20 Kexin Li , You-wei Wen , Xu Xiao , Mingchao Zhao

This paper addresses the problem of approximate MAP-MRF inference in general graphical models. Following [36], we consider a family of linear programming relaxations of the problem where each relaxation is specified by a set of nested pairs…

Computer Vision and Pattern Recognition · Computer Science 2015-03-20 Vladimir Kolmogorov , Thomas Schoenemann

This paper introduces a randomized Householder QR factorization (RHQR). This factorization can be used to obtain a well conditioned basis of a vector space and thus can be employed in a variety of applications. The RHQR factorization of the…

Numerical Analysis · Mathematics 2024-05-24 Laura Grigori , Edouard Timsit

We propose a clustering-based generalized low rank approximation method, which takes advantage of appealing features from both the generalized low rank approximation of matrices (GLRAM) and cluster analysis. It exploits a more general form…

Optimization and Control · Mathematics 2025-02-21 Yujun Zhu , Jie Zhu , Hizba Arshad , Zhongming Wang , Ju Ming

Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorithms can approximatively solve these problems with a given…

Numerical Analysis · Mathematics 2026-01-28 Weiwei Xu , Weijie Shen , Zhengjian Bai , Chen Xu

Continuous neural representations have recently emerged as a powerful and flexible alternative to classical discretized representations of signals. However, training them to capture fine details in multi-scale signals is difficult and…

Machine Learning · Computer Science 2022-10-06 Sifan Wang , Hanwen Wang , Jacob H. Seidman , Paris Perdikaris

In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…

Information Theory · Computer Science 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst