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Various approaches to iterative refinement (IR) for least-squares problems have been proposed in the literature and it may not be clear which approach is suitable for a given problem. We consider three approaches to IR for least-squares…

Numerical Analysis · Mathematics 2025-01-20 Erin Carson , Ieva Daužickaitė

We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…

Numerical Analysis · Mathematics 2019-06-03 Alexander Ostermann , Chiara Piazzola , Hanna Walach

The paper addresses the model reduction problem for linear and nonlinear systems using the notion of least squares moment matching. For linear systems, the main idea is to approximate a transfer function by ensuring that the interpolation…

Optimization and Control · Mathematics 2021-10-13 Alberto Padoan

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…

Statistics Theory · Mathematics 2021-05-06 Yunhua Xiang , Tianyu Zhang , Xu Wang , Ali Shojaie , Noah Simon

Considering a 2D matrix of positive and negative numbers, how might one draw a rectangle within it whose contents sum higher than all other rectangles'? This fundamental problem, commonly known the maximum rectangle problem or subwindow…

Data Structures and Algorithms · Computer Science 2023-04-11 Max Reuter , Gheorghe-Teodor Bercea , Liana Fong

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

Schemes for exact multiplication of small matrices have a large symmetry group. This group defines an equivalence relation on the set of multiplication schemes. There are algorithms to decide whether two schemes are equivalent. However, for…

Computational Complexity · Computer Science 2022-06-02 Manuel Kauers , Jakob Moosbauer

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

Modelling real world systems frequently requires the solution of systems of nonlinear equations. A number of approaches have been suggested and developed for this computational problem. However, it is also possible to attempt solutions…

Computation · Statistics 2025-01-07 John C. Nash , Ravi Varadhan

A class of splitting alternating algorithms is proposed for finding the sparse solution of linear systems with concatenated orthogonal matrices. Depending on the number of matrices concatenated, the proposed algorithms are classified into…

Information Theory · Computer Science 2025-09-30 Yun-Bin Zhao , Zhong-Feng Sun

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

We consider a setting in which it is desired to find an optimal complex vector $\mathbf{x}\in\mathbb{C}^N$ that satisfies $\mathcal{A}(\mathbf{x}) \approx \mathbf{b}$ in a least-squares sense, where $\mathbf{b} \in \mathbb{C}^M$ is a data…

Numerical Analysis · Mathematics 2020-07-21 Tae Hyung Kim , Justin P. Haldar

Complexity of the Operations Research Theory tasks can be often diminished in cases that do not require finding the exact solution. For example, forecasting two-dimensional hierarchical time series leads us to the transportation problem…

Optimization and Control · Mathematics 2019-09-06 S. V. Rotin , I. V. Gusakov , V. Ya. Gusakov

We are interested in finding a solution to the tensor complementarity problem with a strong M-tensor, which we call the M-tensor complementarity problem. We propose a lower dimensional linear equation approach to solve that problem. At each…

Optimization and Control · Mathematics 2020-07-28 Dong-Hui Li , Cui-Dan Chen , Hong-Bo Guan

A new technique for approximating the entire solution set for a nonlinear system of relations (nonlinear equations, inequalities, etc. involving algebraic, smooth, or even continuous functions) is presented. The technique is to first plot…

Numerical Analysis · Computer Science 2017-12-07 David I. Spivak

In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…

Optimization and Control · Mathematics 2023-05-05 Bharat Kumar , Deepmala , A. K. Das

The equivalence of multidimensional systems is closely related to the reduction of multivariate polynomial matrices, with the Smith normal form of matrices playing a key role. So far, the problem of reducing multivariate polynomial matrices…

Rings and Algebras · Mathematics 2025-09-04 Jinwang Liu , Tao Wu , Jiancheng Guan , Ying Kang

In this paper, we consider optimal low-rank regularized inverse matrix approximations and their applications to inverse problems. We give an explicit solution to a generalized rank-constrained regularized inverse approximation problem,…

Numerical Analysis · Mathematics 2016-03-21 Julianne Chung , Matthias Chung

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…

Optimization and Control · Mathematics 2017-01-19 Jason Xu , Eric C. Chi , Meng Yang , Kenneth Lange

The randomized row method is a popular representative of the iterative algorithm because of its efficiency in solving the overdetermined and consistent systems of linear equations. In this paper, we present an extended randomized multiple…

Numerical Analysis · Mathematics 2024-11-06 Nian-Ci Wu , Chengzhi Liu , Yatian Wang , Qian Zuo