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We study faster algorithms for producing the minimum degree ordering used to speed up Gaussian elimination. This ordering is based on viewing the non-zero elements of a symmetric positive definite matrix as edges of an undirected graph, and…

Data Structures and Algorithms · Computer Science 2017-11-23 Matthew Fahrbach , Gary L. Miller , Richard Peng , Saurabh Sawlani , Junxing Wang , Shen Chen Xu

The minimum degree algorithm is one of the most widely-used heuristics for reducing the cost of solving large sparse systems of linear equations. It has been studied for nearly half a century and has a rich history of bridging techniques…

Data Structures and Algorithms · Computer Science 2023-04-11 Robert Cummings , Matthew Fahrbach , Animesh Fatehpuria

In this paper we consider graph algorithms in models of computation where the space usage (random accessible storage, in addition to the read only input) is sublinear in the number of edges $m$ and the access to input data is constrained.…

Data Structures and Algorithms · Computer Science 2015-04-21 Kook Jin Ahn , Sudipto Guha

Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…

Numerical Analysis · Mathematics 2021-05-05 Alec Michael Dunton , Alireza Doostan

A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…

Numerical Analysis · Mathematics 2022-03-25 Oleg Balabanov , Anthony Nouy

We consider sketching algorithms which first compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low-rank approximation and regression. In the learning-based…

Machine Learning · Computer Science 2024-04-12 Yi Li , Honghao Lin , Simin Liu , Ali Vakilian , David P. Woodruff

We develop a new framework for generalizing approximation algorithms from the structural graph algorithm literature so that they apply to graphs somewhat close to that class (a scenario we expect is common when working with real-world…

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

We consider sketching algorithms which first quickly compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low rank approximation. In the learning-based…

Machine Learning · Computer Science 2021-06-08 Simin Liu , Tianrui Liu , Ali Vakilian , Yulin Wan , David P. Woodruff

We study dynamic graph algorithms in the Massively Parallel Computation model, which was inspired by practical data processing systems. Our goal is to provide algorithms that can efficiently handle large batches of edge insertions and…

Data Structures and Algorithms · Computer Science 2021-01-12 Krzysztof Nowicki , Krzysztof Onak

We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the…

Machine Learning · Computer Science 2015-03-16 Abhisek Kundu , Petros Drineas , Malik Magdon-Ismail

Matrix sketching is a powerful tool for reducing the size of large data matrices. Yet there are fundamental limitations to this size reduction when we want to recover an accurate estimator for a task such as least square regression. We show…

Data Structures and Algorithms · Computer Science 2024-05-10 Sachin Garg , Kevin Tan , Michał Dereziński

Sketched gradient algorithms have been recently introduced for efficiently solving the large-scale constrained Least-squares regressions. In this paper we provide novel convergence analysis for the basic method {\it Gradient Projection…

Optimization and Control · Mathematics 2017-06-05 Junqi Tang , Mohammad Golbabaee , Mike Davies

Algorithms in the data stream model use $O(polylog(N))$ space to compute some property of an input of size $N$, and many of these algorithms are implemented and used in practice. However, sketching algorithms in the graph semi-streaming…

Data Structures and Algorithms · Computer Science 2025-04-25 Michael A. Bender , Martín Farach-Colton , Riko Jacob , Hanna Komlós , David Tench , Evan West

We study polynomial-time approximation algorithms for (edge/vertex) Sparsest Cut and Small Set Expansion in terms of $k$, the number of edges or vertices cut in the optimal solution. Our main results are $\mathcal{O}(\text{polylog}\,…

Data Structures and Algorithms · Computer Science 2024-03-15 Aditya Anand , Euiwoong Lee , Jason Li , Thatchaphol Saranurak

Randomized algorithms in numerical linear algebra can be fast, scalable and robust. This paper examines the effect of sketching on the right singular vectors corresponding to the smallest singular values of a tall-skinny matrix. We analyze…

Numerical Analysis · Mathematics 2023-05-29 Yuji Nakatsukasa , Taejun Park

We present a general framework of designing efficient dynamic approximate algorithms for optimization on undirected graphs. In particular, we develop a technique that, given any problem that admits a certain notion of vertex sparsifiers,…

Data Structures and Algorithms · Computer Science 2020-05-06 Li Chen , Gramoz Goranci , Monika Henzinger , Richard Peng , Thatchaphol Saranurak

Matrix sketching is a recently developed data compression technique. An input matrix A is efficiently approximated with a smaller matrix B, so that B preserves most of the properties of A up to some guaranteed approximation ratio. In so…

Machine Learning · Statistics 2019-12-03 Roberta Falcone , Angela Montanari , Laura Anderlucci

We consider the problem of recovering an $n_1 \times n_2$ low-rank matrix with $k$-sparse singular vectors from a small number of linear measurements (sketch). We propose a sketching scheme and an algorithm that can recover the singular…

Information Theory · Computer Science 2024-07-02 Xiaoqi Liu , Ramji Venkataramanan

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying
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