Related papers: Fast and Stable Pascal Matrix Algorithms
We present the first phase retrieval algorithm guaranteed to solve the multidimensional phase retrieval problem in polynomial arithmetic complexity without prior information. The method successfully terminates in O(N log(N)) operations for…
We show that accelerated gradient descent, averaged gradient descent and the heavy-ball method for non-strongly-convex problems may be reformulated as constant parameter second-order difference equation algorithms, where stability of the…
We present a novel recursive algorithm for reducing a symmetric matrix to a triangular factorization which reveals the rank profile matrix. That is, the algorithm computes a factorization $\mathbf{P}^T\mathbf{A}\mathbf{P} =…
We describe an efficient algorithm for computing the matrix vector products that appear in the numerical resolution of boundary integral equations in 2 space dimension. This work is an extension of the so-called Sparse Cardinal Sine…
We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…
We give two algorithms for output-sparse matrix multiplication (OSMM), the problem of multiplying two $n \times n$ matrices $A, B$ when their product $AB$ is promised to have at most $O(n^{\delta})$ many non-zero entries for a given value…
The $\ell_p$-norm regression problem is a classic problem in optimization with wide ranging applications in machine learning and theoretical computer science. The goal is to compute $x^{\star} =\arg\min_{Ax=b}\|x\|_p^p$, where $x^{\star}\in…
We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…
We introduce new and simple algorithms for the calculation of the number of perfect matchings of complex weighted, undirected graphs with and without loops. Our compact formulas for the hafnian and loop hafnian of $n \times n $ complex…
The Collatz conjecture, which posits that any positive integer will eventually reach 1 through a specific iterative process, is a classic unsolved problem in mathematics. This research focuses on designing an efficient algorithm to compute…
We describe an explicit algorithm to factorize an even antisymmetric N^2 matrix into triangular and trivial factors. This allows for a straight forward computation of Pfaffians (including their signs) at the cost of N^3/3 flops.
The fastest known algorithm for factoring a degree $n$ univariate polynomial over a finite field $\mathbb{F}_q$ runs in time $O(n^{3/2 + o(1)}\text{polylog } q)$, and there is a reason to believe that the $3/2$ exponent represents a…
We introduce a variant of PCPs, that we refer to as rectangular PCPs, wherein proofs are thought of as square matrices, and the random coins used by the verifier can be partitioned into two disjoint sets, one determining the row of each…
N-fold integer programming is a fundamental problem with a variety of natural applications in operations research and statistics. Moreover, it is universal and provides a new, variable-dimension, parametrization of all of integer…
A fast direct inversion scheme for the large sparse systems of linear equations resulting from the discretization of elliptic partial differential equations in two dimensions is given. The scheme is described for the particular case of a…
A new O(N) algorithm based on a recursion method, in which the computational effort is proportional to the number of atoms N, is presented for calculating the inverse of an overlap matrix which is needed in electronic structure calculations…
A practical and simple stable method for calculating Fourier integrals is proposed, effective both at low and at high frequencies. An approach based on the fruitful idea of Levin, to use of the collocation method to approximate the slowly…
This paper introduces a fast algorithm for simultaneous inversion and determinant computation of small sized matrices in the context of fully Polarimetric Synthetic Aperture Radar (PolSAR) image processing and analysis. The proposed fast…
Volker Strassen first suggested an algorithm to multiply matrices with worst case running time less than the conventional $\mathcal{O}(n^3)$ operations in 1969. He also presented a recursive algorithm with which to invert matrices, and…
Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…