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CholeskyQR is a simple and fast QR decomposition via Cholesky decomposition, while it has been considered highly sensitive to the condition number. In this paper, we provide a randomized preconditioner framework for CholeskyQR algorithm.…

Numerical Analysis · Mathematics 2021-11-25 Yuwei Fan , Yixiao Guo , Ting Lin

In this paper, we prove that if the matrix of the linear system is symetric, the Cholesky decomposition can be obtained from the Gauss elimination method without pivoting, without proving that the matrix of the system is positive definite.

Numerical Analysis · Mathematics 2011-07-04 Christian Rakotonirina

Suppose a given observation matrix can be decomposed as the sum of a low-rank matrix and a sparse matrix (outliers), and the goal is to recover these individual components from the observed sum. Such additive decompositions have…

Machine Learning · Statistics 2010-12-07 Daniel Hsu , Sham M. Kakade , Tong Zhang

Density fitting (DF), also known as the resolution of the identity (RI), is a widely used technique in quantum chemical calculations with various types of atomic basis sets - Gaussian-type orbitals, Slater-type orbitals, as well as…

Chemical Physics · Physics 2021-12-22 Susi Lehtola

A Random SubMatrix method (RSM) is proposed to calculate the low-rank decomposition of large-scale matrices with known entry percentage \rho. RSM is very fast as the floating-point operations (flops) required are compared favorably with the…

Numerical Analysis · Computer Science 2015-10-28 Yiguang Liu

Motivated by a connection with the factorization of multivariate polynomials, we study integral convex polytopes and their integral decompositions in the sense of the Minkowski sum. We first show that deciding decomposability of integral…

Combinatorics · Mathematics 2007-05-23 S. Gao , A. G. B. Lauder

Dual decomposition is a powerful technique for deriving decomposition schemes for convex optimization problems with separable structure. Although the Augmented Lagrangian is computationally more stable than the ordinary Lagrangian, the…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Johan A. K. Suykens

We apply a number of atomic decomposition schemes across the standard QM7 dataset -- a small model set of organic molecules at equilibrium geometry -- to inspect the possible emergence of trends among contributions to atomization energies…

Chemical Physics · Physics 2023-04-19 Frederik Ø. Kjeldal , Janus J. Eriksen

Algorithms come with multiple variants which are obtained by changing the mathematical approach from which the algorithm is derived. These variants offer a wide spectrum of performance when implemented on a multicore platform and we seek to…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-10-12 Henricus Bouwmeester , Julien Langou

Dense kernel matrices resulting from pairwise evaluations of a kernel function arise naturally in machine learning and statistics. Previous work in constructing sparse approximate inverse Cholesky factors of such matrices by minimizing…

Computation · Statistics 2025-05-12 Stephen Huan , Joseph Guinness , Matthias Katzfuss , Houman Owhadi , Florian Schäfer

This paper introduces an efficient and generic framework for finite-element simulations under an implicit time integration scheme. Being compatible with generic constitutive models, a fast matrix assembly method exploits the fact that…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-12 Ziqiu Zeng , Hadrien Courtecuisse

In nonlinear imaging problems whose forward model is described by a partial differential equation (PDE), the main computational bottleneck in solving the inverse problem is the need to solve many large-scale discretized PDEs at each step of…

Numerical Analysis · Mathematics 2016-03-08 Meghan O'Connell , Misha E. Kilmer , Eric de Sturler , Serkan Gugercin

We study the task of smoothing a circuit, i.e., ensuring that all children of a plus-gate mention the same variables. Circuits serve as the building blocks of state-of-the-art inference algorithms on discrete probabilistic graphical models…

Artificial Intelligence · Computer Science 2019-10-29 Andy Shih , Guy Van den Broeck , Paul Beame , Antoine Amarilli

We consider the multidimensional space-fractional diffusion equations with spatially varying diffusivity and fractional order. Significant computational challenges are encountered when solving these equations due both to the kernel…

Numerical Analysis · Mathematics 2021-08-31 Hasnaa Alzahrani , George Turkiyyah , Omar Knio , David Keyes

Scanning transmission electron microscopy (STEM) is an extremely versatile method for studying materials on the atomic scale. Many STEM experiments are supported or validated with electron scattering simulations. However, using the…

Low-rank approximations of large kernel matrices are ubiquitous in machine learning, particularly for scaling Gaussian Processes to massive datasets. The Pivoted Cholesky decomposition is a standard tool for this task, offering a…

Machine Learning · Computer Science 2026-01-21 Gil Shabat

We propose a novel parallel algorithm for decomposing hard CircuitSAT instances. The technique employs specialized constraints to partition an original SAT instance into a family of weakened formulas. Our approach is implemented as a…

Artificial Intelligence · Computer Science 2026-02-20 Victor Kondratiev , Irina Gribanova , Alexander Semenov

The modified Cholesky decomposition is popular for inverse covariance estimation, but often needs pre-specification on the full information of variable ordering. In this work, we propose a block Cholesky decomposition (BCD) for estimating…

Methodology · Statistics 2023-08-21 Xiaoning Kang , Jiayi Lian , Xinwei Deng

This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetric sets. The method solves a sequence of penalty subproblems…

Optimization and Control · Mathematics 2026-01-21 Ahmad Mousavi , Morteza Kimiaei , Saman Babaie-Kafaki , Vyacheslav Kungurtsev

In this paper, we propose a scalable algorithm for spectral embedding. The latter is a standard tool for graph clustering. However, its computational bottleneck is the eigendecomposition of the graph Laplacian matrix, which prevents its…

Machine Learning · Computer Science 2019-04-12 Mireille El Gheche , Giovanni Chierchia , Pascal Frossard