Related papers: Much Faster Algorithms for Matrix Scaling
Matrix scaling is a simple to state, yet widely applicable linear-algebraic problem: the goal is to scale the rows and columns of a given non-negative matrix such that the rescaled matrix has prescribed row and column sums. Motivated by…
Matrix scaling and matrix balancing are two basic linear-algebraic problems with a wide variety of applications, such as approximating the permanent, and pre-conditioning linear systems to make them more numerically stable. We study the…
The alternate row and column scaling algorithm applied to a positive $n\times n$ matrix $A$ converges to a doubly stochastic matrix $S(A)$, sometimes called the \emph{Sinkhorn limit} of $A$. For every positive integer $n$, a two parameter…
The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, called the \emph{Sinkhorn limit} of $A$. Exact formulae for the Sinkhorn…
We consider the problem of computing the rank of an m x n matrix A over a field. We present a randomized algorithm to find a set of r = rank(A) linearly independent columns in \~O(|A| + r^\omega) field operations, where |A| denotes the…
The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…
This paper deals with simultaneously fast and in-place algorithms for formulae where the result has to be linearly accumulated: some output variables are also input variables, linked by a linear dependency. Fundamental examples include the…
The process of alternately row scaling and column scaling a positive $n \times n$ matrix $A$ converges to a doubly stochastic positive $n \times n$ matrix $S(A)$, often called the \emph{Sinkhorn limit} of $A$. The main result in this paper…
In this paper, we study matrix scaling and balancing, which are fundamental problems in scientific computing, with a long line of work on them that dates back to the 1960s. We provide algorithms for both these problems that, ignoring…
The fastest known algorithms for dealing with structured matrices, in the sense of the displacement rank measure, are randomized. For handling classical displacement structures, they achieve the complexity bounds…
We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…
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…
Classic cache-oblivious parallel matrix multiplication algorithms achieve optimality either in time or space, but not both, which promotes lots of research on the best possible balance or tradeoff of such algorithms. We study modern…
Matrix multiplication is a fundamental computation in many scientific disciplines. In this paper, we show that novel fast matrix multiplication algorithms can significantly outperform vendor implementations of the classical algorithm and…
We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…
In this paper we propose and study a new complexity model for approximation algorithms. The main motivation are practical problems over large data sets that need to be solved many times for different scenarios, e.g., many multicast trees…
We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where…
A new scaling and recovering algorithm is proposed for simultaneously computing the matrix $\varphi$-functions that arise in exponential integrator methods for the numerical solution of certain first-order systems of ordinary differential…
Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…
We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…