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We consider the problem of estimating log-determinants of large, sparse, positive definite matrices. A key focus of our algorithm is to reduce computational cost, and it is based on sparse approximate inverses. The algorithm can be…

Numerical Analysis · Mathematics 2024-03-22 Owen Deen , Colton River Waller , John Paul Ward

Rotating Synthetic Aperture Radar (ROSAR) can generate a 360$^\circ$ image of its surrounding environment using the collected data from a single moving track. Due to its non-linear track, the Back-Projection Algorithm (BPA) is commonly used…

Signal Processing · Electrical Eng. & Systems 2023-09-18 Wei Zhao , Cai Wen , Quan Yuan , Rong Zheng

We propose a new method for PolSAR (Polarimetric Synthetic Aperture Radar) imagery classification based on stochastic distances in the space of random matrices obeying complex Wishart distributions. Given a collection of prototypes…

Computer Vision and Pattern Recognition · Computer Science 2016-02-17 Luis Gomez , Luis Alvarez , Luis Mazorra , Alejandro C. Frery

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

In inverting large sparse matrices, the key difficulty lies in effectively exploiting sparsity during the inversion process. One well-established strategy is the nested dissection, which seeks the so-called sparse Cholesky factorization. We…

Numerical Analysis · Mathematics 2025-05-14 Michał Kos , Krzysztof Podgórski , Hanqing Wu

We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an…

The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…

Machine Learning · Computer Science 2016-03-30 Luc Le Magoarou , Rémi Gribonval

An extremely common bottleneck encountered in statistical learning algorithms is inversion of huge covariance matrices, examples being in evaluating Gaussian likelihoods for a large number of data points. We propose general parallel…

Methodology · Statistics 2013-12-09 Anjishnu Banerjee , Joshua Vogelstein , David Dunson

In this article, we introduce a fast and memory efficient solver for sparse matrices arising from the finite element discretization of elliptic partial differential equations (PDEs). We use a fast direct (but approximate) multifrontal…

Numerical Analysis · Computer Science 2015-04-23 AmirHossein Aminfar , Eric Darve

In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently…

Numerical Analysis · Mathematics 2022-08-11 Andrew V. Terekhov

An optical neural network is proposed and demonstrated with programmable matrix transformation and nonlinear activation function of photodetection (square-law detection). Based on discrete phase-coherent spatial modes, the dimensionality of…

Optics · Physics 2021-08-20 Shikang Li , Baohua Ni , Xue Feng , Kaiyu Cui , Fang Liu , Wei Zhang , Yidong Huang

The hyperbolic Radon transform is a commonly used tool in seismic processing, for instance in seismic velocity analysis, data interpolation and for multiple removal. A direct implementation by summation of traces with different moveouts is…

Numerical Analysis · Mathematics 2017-05-24 Viktor V. Nikitin , Fredrik Andersson , Marcus Carlsson , Anton A. Duchkov

In this article, we consider fast direct solvers for nonlocal operators. The pivotal idea is to combine a wavelet representation of the system matrix, yielding a quasi-sparse matrix, with the nested dissection ordering scheme. The latter…

Numerical Analysis · Mathematics 2021-02-03 Helmut Harbrecht , Michael Multerer

We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…

Information Theory · Computer Science 2020-02-28 Ralf R. Müller , Bernhard Gäde , Ali Bereyhi

Matrix factorization (MF) is a widely used collaborative filtering (CF) algorithm for recommendation systems (RSs), due to its high prediction accuracy, great flexibility and high efficiency in big data processing. However, with the…

Information Retrieval · Computer Science 2026-03-26 Yining Wu , Shengyu Duan , Gaole Sai , Chenhong Cao , Guobing Zou

Sparse matrix multiplication is an important component of linear algebra computations. Implementing sparse matrix multiplication on an associative processor (AP) enables high level of parallelism, where a row of one matrix is multiplied in…

Mathematical Software · Computer Science 2017-05-23 L. Yavits , A. Morad , R. Ginosar

Fast matrix algorithms have become the fundamental tools of machine learning in big data era. The generalized matrix regression problem is widely used in the matrix approximation such as CUR decomposition, kernel matrix approximation, and…

Machine Learning · Computer Science 2019-12-30 Haishan Ye , Shusen Wang , Zhihua Zhang , Tong Zhang

Selected inversion is essential for applications such as Bayesian inference, electronic structure calculations, and inverse covariance estimation, where computing only specific elements of large sparse matrix inverses significantly reduces…

Performance · Computer Science 2025-09-03 Esmail Abdul Fattah , Hatem Ltaief , Havard Rue , David Keyes

A deep neural networks based method is proposed to convert single polarization grayscale SAR image to fully polarimetric. It consists of two components: a feature extractor network to extract hierarchical multi-scale spatial features of…

Computer Vision and Pattern Recognition · Computer Science 2017-07-25 Qian Song , Feng Xu , Ya-Qiu Jin

How can we compute the pseudoinverse of a sparse feature matrix efficiently and accurately for solving optimization problems? A pseudoinverse is a generalization of a matrix inverse, which has been extensively utilized as a fundamental…

Machine Learning · Computer Science 2020-11-10 Jinhong Jung , Lee Sael