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Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…

Machine Learning · Statistics 2025-08-08 Pierre Ablin , Simon Vary , Bin Gao , P. -A. Absil

Inverse scattering has a broad applicability in quantum mechanics, remote sensing, geophysical, and medical imaging. This paper presents a robust direct reduced order model (ROM) method for solving inverse scattering problems based on an…

Numerical Analysis · Mathematics 2023-11-29 Justin Baker , Elena Cherkaev , Vladimir Druskin , Shari Moskow , Mikhail Zaslavsky

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

We propose iterative projection methods for solving square or rectangular consistent linear systems Ax = b. Existing projection methods use sketching matrices (possibly randomized) to generate a sequence of small projected subproblems, but…

Numerical Analysis · Mathematics 2023-12-13 Johannes J. Brust , Michael A. Saunders

In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…

Information Theory · Computer Science 2015-06-15 Yuantao Gu , Jian Jin , Shunliang Mei

The so-called min-sum algorithm has been applied for decoding lattices constructed by Construction D'. We generalize this iterative decoding algorithm to decode lattices constructed by Construction D. An upper bound on the decoding…

Cryptography and Security · Computer Science 2012-01-20 Hassan Mehri

Logarithmic Number Systems (LNS) hold considerable promise in helping reduce the number of bits needed to represent a high dynamic range of real-numbers with finite precision, and also efficiently support multiplication and division.…

Mathematical Software · Computer Science 2024-01-31 Thanh Son Nguyen , Alexey Solovyev , Ganesh Gopalakrishnan

We consider the computation of averaged coefficients for the homogenization of elliptic partial differential equations. In this problem, like in many multiscale problems, a large number of similar computations parametrized by the…

Numerical Analysis · Mathematics 2016-08-14 Sébastien Boyaval

The question of list decoding error-correcting codes over finite fields (under the Hamming metric) has been widely studied in recent years. Motivated by the similar discrete structure of linear codes and point lattices in R^N, and their…

Information Theory · Computer Science 2012-04-10 Elena Grigorescu , Chris Peikert

We give a deterministic polynomial time $2^{O(r)}$-approximation algorithm for the number of bases of a given matroid of rank $r$ and the number of common bases of any two matroids of rank $r$. To the best of our knowledge, this is the…

Data Structures and Algorithms · Computer Science 2018-11-06 Nima Anari , Shayan Oveis Gharan , Cynthia Vinzant

We consider the minimization of theta functions $\theta\_\Lambda(\alpha)=\sum\_{p\in\Lambda}e^{-\pi\alpha|p|^2}$ amongst lattices $\Lambda\subset \mathbb R^d$, by reducing the dimension of the problem, following as a motivation the case…

Classical Analysis and ODEs · Mathematics 2017-09-13 Laurent Bétermin , Mircea Petrache

The Lagrange-mesh method is an approximate variational approach having the form of a mesh calculation because of the use of a Gauss quadrature. Although this method provides accurate results in many problems with small number of mesh…

Quantum Physics · Physics 2016-10-05 Jérémy Dohet-Eraly

Partial Least Square (PLS) is a dimension reduction method used to remove multicollinearities in a regression model. However contrary to Principal Components Analysis (PCA) the PLS components are also choosen to be optimal for predicting…

Statistics Theory · Mathematics 2014-05-26 Mélanie Blazère , Fabrice Gamboa , Jean-Michel Loubes

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…

Information Theory · Computer Science 2018-09-11 Shashanka Ubaru , Arya Mazumdar , Yousef Saad

Least Absolute Deviations (LAD) regression provides a robust alternative to ordinary least squares by minimizing the sum of absolute residuals. However, its widespread use has been limited by the computational cost of existing solvers,…

Methodology · Statistics 2026-03-23 Zehaan Naik , Debasis Kundu

Using lower precision in algorithms can be beneficial in terms of reducing both computation and communication costs. Motivated by this, we aim to further the state-of-the-art in developing and analyzing mixed precision variants of iterative…

Numerical Analysis · Mathematics 2022-10-18 Eda Oktay , Erin Carson

Lanczos-type algorithms are efficient and easy to implement. Unfortunately they breakdown frequently and well before convergence has been achieved. These algorithms are typically based on recurrence relations which involve formal orthogonal…

Numerical Analysis · Mathematics 2015-05-28 Muhammad Farooq , Abdellah Salhi

We introduce a low-rank algorithm inspired by the Basis-Update and Galerkin (BUG) integrator to efficiently approximate solutions to Sylvester-type equations. The algorithm can exploit both the low-rank structure of the solution as well as…

Numerical Analysis · Mathematics 2025-11-04 Georgios Vretinaris

This paper provides the theoretical foundation for the construction of lattice algorithms for multivariate $L_2$ approximation in the worst case setting, for functions in a periodic space with general weight parameters. Our construction…

Numerical Analysis · Mathematics 2026-03-04 Ronald Cools , Frances Y. Kuo , Dirk Nuyens , Ian H. Sloan

We examine a class of embeddings based on structured random matrices with orthogonal rows which can be applied in many machine learning applications including dimensionality reduction and kernel approximation. For both the…

Machine Learning · Statistics 2018-09-05 Krzysztof Choromanski , Mark Rowland , Adrian Weller