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We survey and unify recent results on the existence of accurate algorithms for evaluating multivariate polynomials, and more generally for accurate numerical linear algebra with structured matrices. By "accurate" we mean that the computed…

Numerical Analysis · Mathematics 2008-05-21 James Demmel , Ioana Dumitriu , Olga Holtz , Plamen Koev

We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning,…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gael Varoquaux

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

In a large-scale and distributed matrix multiplication problem $C=A^{\intercal}B$, where $C\in\mathbb{R}^{r\times t}$, the coded computation plays an important role to effectively deal with "stragglers" (distributed computations that may…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-19 Sinong Wang , Jiashang Liu , Ness Shroff

Motivated by recent Linear Programming solvers, we design dynamic data structures for maintaining the inverse of an $n\times n$ real matrix under $\textit{low-rank}$ updates, with polynomially faster amortized running time. Our data…

Data Structures and Algorithms · Computer Science 2020-04-17 Shunhua Jiang , Zhao Song , Omri Weinstein , Hengjie Zhang

The theory of matrix splitting is a useful tool for finding solution of rectangular linear system of equations, iteratively. The purpose of this paper is two-fold. Firstly, we revisit theory of weak regular splittings for rectangular…

Numerical Analysis · Mathematics 2016-08-23 Debasisha Mishra

We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…

Numerical Analysis · Mathematics 2026-04-24 Michael Griebel , Helmut Harbrecht , Michael Multerer

Bidiagonal matrices are widespread in numerical linear algebra, not least because of their use in the standard algorithm for computing the singular value decomposition and their appearance as LU factors of tridiagonal matrices. We show that…

Numerical Analysis · Mathematics 2023-11-14 Nicholas J. Higham

In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…

Numerical Analysis · Mathematics 2016-02-11 Yariv Aizenbud , Amir Averbuch

A novel parallel algorithm for matrix multiplication is presented. The hyper-systolic algorithm makes use of a one-dimensional processor abstraction. The procedure can be implemented on all types of parallel systems. It can handle…

Mathematical Software · Computer Science 2007-05-23 Thomas Lippert , Nikolay Petkov , Paolo Palazzari , Klaus Schilling

Many neural learning algorithms require to solve large least square systems in order to obtain synaptic weights. Moore-Penrose inverse matrices allow for solving such systems, even with rank deficiency, and they provide minimum-norm vectors…

Neural and Evolutionary Computing · Computer Science 2008-12-18 Pierre Courrieu

Gradient descent optimizations and backpropagation are the most common methods for training neural networks, but they are computationally expensive for real time applications, need high memory resources, and are difficult to converge for…

Machine Learning · Computer Science 2022-07-05 Seyyed Mostafa Mousavi Janbeh Sarayi , Mansour Nikkhah Bahrami

Matrix recovery from sparse observations is an extensively studied topic emerging in various applications, such as recommendation system and signal processing, which includes the matrix completion and compressed sensing models as special…

Methodology · Statistics 2026-04-13 Ziyuan Chen , Ying Yang , Fang Yao

Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…

Mathematical Software · Computer Science 2026-05-25 Xiaoye Sherry Li , Yang Liu

This work presents a new algorithm to compute the matrix exponential within a given tolerance. Combined with the scaling and squaring procedure, the algorithm incorporates Taylor, partitioned and classical Pad\'e methods shown to be…

Numerical Analysis · Mathematics 2024-04-22 Sergio Blanes , Nikita Kopylov , Muaz Seydaoğlu

In this paper, we developed new numeric and symbolic algorithms to find the inverse of any nonsingular heptadiagonal matrix. Symbolic algorithm will not break and it is without setting any restrictive conditions. The computational cost of…

Numerical Analysis · Mathematics 2014-12-19 A. A. Karawia

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

We propose a fast greedy algorithm to compute sparse representations of signals from continuous dictionaries that are factorizable, i.e., with atoms that can be separated as a product of sub-atoms. Existing algorithms strongly reduce the…

Signal Processing · Electrical Eng. & Systems 2020-12-01 Gilles Monnoyer de Galland , Luc Vandendorpe , Laurent Jacques
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