Related papers: Fast Eigen Decomposition for Low-Rank Matrix Appro…
We propose a novel parallel numerical algorithm for calculating the smallest eigenvalues of highly ill-conditioned matrices. It is based on the {\it LDLT} decomposition and involves finding a $k \times k$ sub-matrix of the inverse of the…
EigenDecomposition (ED) is at the heart of many computer vision algorithms and applications. One crucial bottleneck limiting its usage is the expensive computation cost, particularly for a mini-batch of matrices in the deep neural networks.…
The sole aim of this book is to give a self-contained introduction to concepts and mathematical tools in Bayesian matrix decomposition in order to seamlessly introduce matrix decomposition techniques and their applications in subsequent…
We introduce a backward stable algorithm for computing the CS decomposition of a partitioned $2n \times n$ matrix with orthonormal columns, or a rank-deficient partial isometry. The algorithm computes two $n \times n$ polar decompositions…
Many classical Computer Vision problems, such as essential matrix computation and pose estimation from 3D to 2D correspondences, can be solved by finding the eigenvector corresponding to the smallest, or zero, eigenvalue of a matrix…
The Google matrix is a positive, column-stochastic matrix that is used to compute the pagerank of all the web pages on the Internet: the eigenvector corresponding to the eigenvalue 1 is the pagerank vector. Due to its huge dimension, of the…
We present a quantum algorithm for estimating the matrix determinant based on quantum spectral sampling. The algorithm estimates the logarithm of the determinant of an $n \times n$ positive sparse matrix to an accuracy $\epsilon$ in time…
This paper presents the forward and backward derivatives of partial eigendecomposition, i.e. where it only obtains some of the eigenpairs, of a real symmetric matrix for degenerate cases. The numerical calculation of forward and backward…
Singular value decomposition is central to many problems in engineering and scientific fields. Several quantum algorithms have been proposed to determine the singular values and their associated singular vectors of a given matrix. Although…
The eigenvalue density of a matrix plays an important role in various types of scientific computing such as electronic-structure calculations. In this paper, we propose a quantum algorithm for computing the eigenvalue density in a given…
We study the decomposition of multivariate polynomials as sums of powers of linear forms. As one of our main results we give an algorithm for the following problem: given a homogeneous polynomial of degree 3, decide whether it can be…
A new algorithm to compute the restricted singular value decomposition of dense matrices is presented. Like Zha's method \cite{Zha92}, the new algorithm uses an implicit Kogbetliantz iteration, but with four major innovations. The first…
In this paper, we consider the problem of efficiently computing the eigenvalues of limited-memory quasi-Newton matrices that exhibit a compact formulation. In addition, we produce a compact formula for quasi-Newton matrices generated by any…
In this paper we derive a formula for a covariance matrix of any self-affine measure.
We consider the problem of finding nonzero eigenvalues and the corresponding eigenvectors of a matrix $AA^{\top}$, where $A$ is a special incidence matrix; This matrix can equivalently be defined based on a match relation between some…
Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…
This paper presents a quantum algorithm for efficiently computing partial sums and specific weighted partial sums of quantum state amplitudes. Computation of partial sums has important applications, including numerical integration,…
The ability to decompose a signal in an orthonormal basis (a set of orthogonal components, each normalized to have unit length) using a fast numerical procedure rests at the heart of many signal processing methods and applications. The…
The computation of eigenvalues of large-scale matrices arising from finite element discretizations has gained significant interest in the last decade. Here we present a new algorithm based on slicing the spectrum that takes advantage of the…
We propose a mixed precision Jacobi algorithm for computing the singular value decomposition (SVD) of a dense matrix. After appropriate preconditioning, the proposed algorithm computes the SVD in a lower precision as an initial guess, and…