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We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an…

An algorithm to compute Dirichlet $L$-functions for many quadratic characters is derived. The algorithm is optimal (up to logarithmic factors) provided that the conductors of the characters under consideration span a dyadic window.

Number Theory · Mathematics 2016-12-20 Ghaith A. Hiary

Recently, there has been a growing interest in efficient numerical algorithms based on tensor networks and low-rank techniques to approximate high-dimensional functions and solutions to high-dimensional PDEs. In this paper, we propose a new…

Numerical Analysis · Mathematics 2023-08-16 Alec Dektor , Daniele Venturi

Tensor networks provide compact and scalable representations of high-dimensional data, enabling efficient computation in fields such as quantum physics, numerical partial differential equations (PDEs), and machine learning. This paper…

Numerical Analysis · Mathematics 2025-08-28 Julia Wei , Alec Dektor , Chungen Shen , Zaiwen Wen , Chao Yang

Dimensionality reduction (DR) of data is a crucial issue for many machine learning tasks, such as pattern recognition and data classification. In this paper, we present a quantum algorithm and a quantum circuit to efficiently perform linear…

Quantum Physics · Physics 2023-04-03 Kai Yu , Gong-De Guo , Song Lin

The computation of the Mittag-Leffler (ML) function with matrix arguments, and some applications in fractional calculus, are discussed. In general the evaluation of a scalar function in matrix arguments may require the computation of…

Numerical Analysis · Mathematics 2019-12-03 Roberto Garrappa , Marina Popolizio

We present a new efficient algortithm for construction of linear latent structure (LLS) models. This algorithm reduces a problem of estimation of model parameters to a sequence of problems of linear algebra, which assures a low…

Probability · Mathematics 2007-06-13 Mikhail Kovtun , Igor Akushevich , Kenneth G. Manton , H. Dennis Tolley

We address a linear fractional differential equation and develop effective solution methods using algorithms for inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed…

Numerical Analysis · Mathematics 2013-11-06 Jason A. Roberts , Dmitry V. Savostyanov , Eugene E. Tyrtyshnikov

This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…

Numerical Analysis · Mathematics 2024-06-11 Dongping Li , Xue Wang , Xiuying Zhang

Multi Task Learning (MTL) efficiently leverages useful information contained in multiple related tasks to help improve the generalization performance of all tasks. This article conducts a large dimensional analysis of a simple but, as we…

Machine Learning · Statistics 2020-09-04 Malik Tiomoko , Romain Couillet , Hafiz Tiomoko

The translation of linear algebra computations into efficient sequences of library calls is a non-trivial task that requires expertise in both linear algebra and high-performance computing. Almost all high-level languages and libraries for…

Mathematical Software · Computer Science 2020-01-01 Henrik Barthels , Christos Psarras , Paolo Bientinesi

Algorithms are given for determining $L_\infty$ isotonic regression of weighted data. For a linear order, grid in multidimensional space, or tree, of $n$ vertices, optimal algorithms are given, taking $\Theta(n)$ time. These improve upon…

Data Structures and Algorithms · Computer Science 2017-06-26 Quentin F. Stout

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…

Computation · Statistics 2024-10-08 Shotaro Yagishita

A code for the numerical evaluation of hyperelliptic theta-functions is presented. Characteristic quantities of the underlying Riemann surface such as its periods are determined with the help of spectral methods. The code is optimized for…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 J. Frauendiener , C. Klein

We present a lattice algorithm specifically designed for some classical applications of lattice reduction. The applications are for lattice bases with a generalized knapsack-type structure, where the target vectors are boundably short. For…

Symbolic Computation · Computer Science 2010-02-04 Mark Van Hoeij , Andrew Novocin

Computing the theta series of an arbitrary lattice, and more specifically a related quantity known as the flatness factor, has been recently shown to be important for lattice code design in various wireless communication setups. However,…

Information Theory · Computer Science 2020-06-23 Amaro Barreal , Mohamed Taoufiq Damir , Ragnar Freij-Hollanti , Camilla Hollanti

The main result of this paper is a new exact algorithm computing the estimate given by the Least Trimmed Squares (LTS). The algorithm works under very weak assumptions. To prove that, we study the respective objective function using basic…

Computation · Statistics 2017-05-31 Karel Klouda

One of the most interesting tools that have recently entered the data science toolbox is topological data analysis (TDA). With the explosion of available data sizes and dimensions, identifying and extracting the underlying structure of a…

Computational Geometry · Computer Science 2023-06-26 Seonmi Choi , Jinseok Oh , Jeong Rye Park , Seung Yeop Yang , Hongdae Yun

In scientific computing and machine learning applications, matrices and more general multidimensional arrays (tensors) can often be approximated with the help of low-rank decompositions. Since matrices and tensors of fixed rank form smooth…

Optimization and Control · Mathematics 2021-10-26 Alexander Novikov , Maxim Rakhuba , Ivan Oseledets

We study the problem of scheduling $n$ independent moldable tasks on $m$ processors that arises in large-scale parallel computations. When tasks are monotonic, the best known result is a $(\frac{3}{2}+\epsilon)$-approximation algorithm for…

Data Structures and Algorithms · Computer Science 2023-03-30 Xiaohu Wu , Patrick Loiseau