Related papers: Fast Hessenberg reduction of some rank structured …
We present a novel algorithm to perform the Hessenberg reduction of an $n\times n$ matrix $A$ of the form $A = D + UV^*$ where $D$ is diagonal with real entries and $U$ and $V$ are $n\times k$ matrices with $k\le n$. The algorithm has a…
This paper is concerned with the reduction of a unitary matrix U to CMV-like shape. A Lanczos--type algorithm is presented which carries out the reduction by computing the block tridiagonal form of the Hermitian part of U, i.e., of the…
We present fast numerical methods for computing the Hessenberg reduction of a unitary plus low-rank matrix $A=G+U V^H$, where $G\in \mathbb C^{n\times n}$ is a unitary matrix represented in some compressed format using $O(nk)$ parameters…
Some fast algorithms for computing the eigenvalues of a block companion matrix $A = U + XY^H$, where $U\in \mathbb C^{n\times n}$ is unitary block circulant and $X, Y \in\mathbb{C}^{n \times k}$, have recently appeared in the literature.…
Randomized sampling has recently been proven a highly efficient technique for computing approximate factorizations of matrices that have low numerical rank. This paper describes an extension of such techniques to a wider class of matrices…
We discuss a generalization of the Cohn-Umans method, a potent technique developed for studying the bilinear complexity of matrix multiplication by embedding matrices into an appropriate group algebra. We investigate how the Cohn-Umans…
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…
Unitary matrices which are zero below the secondary diagonal (Hessenberg unitary matrices) have many uses in analysis. Given a set of needed conditions on a unitary matrix, this algorithm will give the sparsest unitary matrix. We give an…
The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…
We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…
A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…
We present two new algebraic multilevel hierarchical matrix algorithms to perform fast matrix-vector product (MVP) for $N$-body problems in $d$ dimensions, namely efficient $\mathcal{H}^2_{*}$ (fully nested algorithm, i.e., $\mathcal{H}^2$…
Low-rank matrix approximation plays an increasingly important role in signal and image processing applications. This paper presents a new rank-revealing decomposition method called randomized rank-revealing UZV decomposition (RRR-UZVD).…
We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…
We provide effective algorithms for solving block tridiagonal block Toeplitz systems with $m\times m$ quasiseparable blocks, as well as quadratic matrix equations with $m\times m$ quasiseparable coefficients, based on cyclic reduction and…
We present randUBV, a randomized algorithm for matrix sketching based on the block Lanzcos bidiagonalization process. Given a matrix $\bf{A}$, it produces a low-rank approximation of the form ${\bf UBV}^T$, where $\bf{U}$ and $\bf{V}$ have…
In this paper a two-sided, parallel Kogbetliantz-type algorithm for the hyperbolic singular value decomposition (HSVD) of real and complex square matrices is developed, with a single assumption that the input matrix, of order $n$, admits…
We improve the current best running time value to invert sparse matrices over finite fields, lowering it to an expected $O\big(n^{2.2131}\big)$ time for the current values of fast rectangular matrix multiplication. We achieve the same…
In this paper, we introduce novel fast matrix inversion algorithms that leverage triangular decomposition and recurrent formalism, incorporating Strassen's fast matrix multiplication. Our research places particular emphasis on triangular…
Rapid convergence of the shifted QR algorithm on symmetric matrices was shown more than fifty years ago. Since then, despite significant interest and its practical relevance, an understanding of the dynamics and convergence properties of…