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We propose a new method for preconditioning Kaczmarz method by sketching. Kaczmarz method is a stochastic method for solving overdetermined linear systems based on a sampling of matrix rows. The standard approach to speed up convergence of…
We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…
We describe an essentially perfect hashing algorithm for calculating the position of an element in an ordered list, appropriate for the construction and manipulation of many-body Hamiltonian, sparse matrices. Each element of the list…
Hierarchical matrices (usually abbreviated ${\mathcal H}$-matrices) are frequently used to construct preconditioners for systems of linear equations. Since it is possible to compute approximate inverses or $LU$ factorizations in ${\mathcal…
In this paper, we study numerical homogenization methods based on integral equations. Our work is motivated by materials such as concrete, modeled as composites structured as randomly distributed inclusions imbedded in a matrix. We…
The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an…
We present a distributed-memory library for computations with dense structured matrices. A matrix is considered structured if its off-diagonal blocks can be approximated by a rank-deficient matrix with low numerical rank. Here, we use…
This note considers the spectral estimation problems of sparse spectral measures under unknown noise levels. The main technical tool is the eigenmatrix method for solving unstructured sparse recovery problems. When the noise level is…
Color image segmentation is an important topic in the image processing field. MRF-MAP is often adopted in the unsupervised segmentation methods, but their performance are far behind recent interactive segmentation tools supervised by user…
This paper proposes a rational filtering domain decomposition technique for the solution of large and sparse symmetric generalized eigenvalue problems. The proposed technique is purely algebraic and decomposes the eigenvalue problem…
This paper introduces the hierarchical interpolative factorization for elliptic partial differential equations (HIF-DE) in two (2D) and three dimensions (3D). This factorization takes the form of an approximate generalized LU/LDL…
Computing eigenvalues of very large matrices is a critical task in many machine learning applications, including the evaluation of log-determinants, the trace of matrix functions, and other important metrics. As datasets continue to grow in…
Hierarchical matrices approximate a given matrix by a decomposition into low-rank submatrices that can be handled efficiently in factorized form. $\mathcal{H}^2$-matrices refine this representation following the ideas of fast multipole…
In this work, we develop a fast hierarchical solver for solving large, sparse least squares problems. We build upon the algorithm, spaQR (sparsified QR), that was developed by the authors to solve large sparse linear systems. Our algorithm…
We study the problem of hyperparameter tuning in sparse matrix factorization under Bayesian framework. In the prior work, an analytical solution of sparse matrix factorization with Laplace prior was obtained by variational Bayes method…
This paper studies the hierarchy of sparse matrix Moment-SOS relaxations for solving sparse polynomial optimization problems with matrix constraints. First, we prove a sufficient and necessary condition for the sparse hierarchy to be tight.…
We present an iterative algorithm, called the symmetric tensor eigen-rank-one iterative decomposition (STEROID), for decomposing a symmetric tensor into a real linear combination of symmetric rank-1 unit-norm outer factors using only…
Numerous methods for computing conformal mesh paramterizations has been developed due to the vast applications in the field of geometry processing. Spectral conformal parameterization (SCP) is one of these methods to computing a quality…
Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…
In several geophysical applications, such as full waveform inversion and data modelling, we are facing the solution of inhomogeneous Helmholtz equation. The difficulties of solving the Helmholtz equa- tion are two fold. Firstly, in the case…