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In addition to recent developments in computing speed and memory, methodological advances have contributed to significant gains in the performance of stochastic simulation. In this paper, we focus on variance reduction for matrix…

Machine Learning · Statistics 2023-03-28 Anant Mathur , Sarat Moka , Zdravko Botev

One of the most famous conjectures in computer algebra is that matrix multiplication might be feasible in not much more than quadratic time. The best known exponent is 2.376, due to Coppersmith and Winograd. Many attempts to solve this…

Symbolic Computation · Computer Science 2011-08-22 Nicolas T. Courtois , Gregory V. Bard , Daniel Hulme

We present algorithms to compute the Smith Normal Form of matrices over two families of local rings. The algorithms use the \emph{black-box} model which is suitable for sparse and structured matrices. The algorithms depend on a number of…

Symbolic Computation · Computer Science 2012-05-01 Mustafa Elsheikh , Mark Giesbrecht , Andy Novocin , B. David Saunders

We estimate the Boolean complexity of multiplication of structured matrices by a vector and the solution of nonsingular linear systems of equations with these matrices. We study four basic most popular classes, that is, Toeplitz, Hankel,…

Symbolic Computation · Computer Science 2014-04-21 Victor Y. Pan , Elias Tsigaridas

Triangular factorizations are an important tool for solving integral equations and partial differential equations with hierarchical matrices ($\mathcal{H}$-matrices). Experiments show that using an $\mathcal{H}$-matrix LR factorization to…

Numerical Analysis · Mathematics 2019-05-28 Steffen Börm

Multiplication of n-digit integers by long multiplication requires O(n^2) operations and can be time-consuming. In 1970 A. Schoenhage and V. Strassen published an algorithm capable of performing the task with only O(n log(n)) arithmetic…

Numerical Analysis · Computer Science 2010-06-03 Thomas Steinke , Raazesh Sainudiin

The goal of this article is to study algorithms that compute the product between two matrixes, specifically using the ingenuous methods of Strassen and Strassen-Winograd, which will be presented in Section 2. At present, the cited methods…

Symbolic Computation · Computer Science 2023-09-06 M. S. O. Poloi , T. O. Quinelato

This work focuses on accelerating the multiplication of a dense random matrix with a (fixed) sparse matrix, which is frequently used in sketching algorithms. We develop a novel scheme that takes advantage of blocking and recomputation…

Computational Engineering, Finance, and Science · Computer Science 2024-05-14 Tianyu Liang , Riley Murray , Aydın Buluç , James Demmel

The study of solving the inverse eigenvalue problem for nonnegative matrices has been around for decades. It is clear that an inverse eigenvalue problem is trivial if the desirable matrix is not restricted to a certain structure. Provided…

Numerical Analysis · Mathematics 2014-08-13 Matthew M. Lin

This paper considers fast algorithms for operations on linearized polynomials. We propose a new multiplication algorithm for skew polynomials (a generalization of linearized polynomials) which has sub-quadratic complexity in the polynomial…

Symbolic Computation · Computer Science 2017-07-12 Sven Puchinger , Antonia Wachter-Zeh

The reciprocal square root is an important computation for which many very sophisticated algorithms exist (see for example \cite{863046,863031} and the references therein). In this paper we develop a simple differential compensation (much…

Numerical Analysis · Mathematics 2021-06-14 Carlos F. Borges

Invariance transformations of polyadic decompositions of matrix multiplication tensors define an equivalence relation on the set of such decompositions. In this paper, we present an algorithm to efficiently decide whether two polyadic…

Computational Complexity · Computer Science 2022-04-15 Guillaume O. Berger , P. -A. Absil , Lieven De Lathauwer , Raphaël M. Jungers , Marc Van Barel

Consider the following Online Boolean Matrix-Vector Multiplication problem: We are given an $n\times n$ matrix $M$ and will receive $n$ column-vectors of size $n$, denoted by $v_1,\ldots,v_n$, one by one. After seeing each vector $v_i$, we…

Data Structures and Algorithms · Computer Science 2015-11-24 Monika Henzinger , Sebastian Krinninger , Danupon Nanongkai , Thatchaphol Saranurak

In this paper, we derive a family of fast and stable algorithms for multiplying and inverting $n \times n$ Pascal matrices that run in $O(n log^2 n)$ time and are closely related to De Casteljau's algorithm for B\'ezier curve evaluation.…

Numerical Analysis · Computer Science 2017-11-23 Samuel F. Potter , Ramani Duraiswami

Matrix multiplication consumes a large fraction of the time taken in many machine-learning algorithms. Thus, accelerator chips that perform matrix multiplication faster than conventional processors or even GPU's are of increasing interest.…

Data Structures and Algorithms · Computer Science 2023-07-06 Daniel Cussen , Jeffrey D. Ullman

A cumbersome operation in many scientific fields, is inverting large full-rank matrices. In this paper, we propose a coded computing approach for recovering matrix inverse approximations. We first present an approximate matrix inversion…

Information Theory · Computer Science 2022-12-21 Neophytos Charalambides , Mert Pilanci , Alfred Hero

We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We propose a new approach based on the split Bregman method to…

Machine Learning · Statistics 2015-03-17 Gui-Bo Ye , Jian-Feng Cai , Xiaohui Xie

The theory of matrix splitting is a useful tool for finding solution of rectangular linear system of equations, iteratively. The purpose of this paper is two-fold. Firstly, we revisit theory of weak regular splittings for rectangular…

Numerical Analysis · Mathematics 2016-08-23 Debasisha Mishra

A new algorithm to compute the restricted singular value decomposition of dense matrices is presented. Like Zha's method \cite{Zha92}, the new algorithm uses an implicit Kogbetliantz iteration, but with four major innovations. The first…

Numerical Analysis · Mathematics 2020-02-13 Ian N. Zwaan

Randomized sampling has recently been proven a highly efficient technique for computing approximate factorizations of matrices that have low numerical rank. This paper describes an extension of such techniques to a wider class of matrices…

Numerical Analysis · Mathematics 2015-03-25 Per-Gunnar Martinsson
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