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In this work, we develop a new fast algorithm, spaQR -- sparsified QR, for solving large, sparse linear systems. The key to our approach is using low-rank approximations to sparsify the separators in a Nested Dissection based Householder QR…

Numerical Analysis · Mathematics 2020-10-15 Abeynaya Gnanasekaran , Eric Darve

In this work, we develop a fast hierarchical solver for solving large, sparse least squares problems. We build upon the algorithm, spaQR (sparsified QR), that was developed by the authors to solve large sparse linear systems. Our algorithm…

Numerical Analysis · Mathematics 2021-03-05 Abeynaya Gnanasekaran , Eric Darve

We describe a second-order accurate approach to sparsifying the off-diagonal blocks in the hierarchical approximate factorizations of sparse symmetric positive definite matrices. The norm of the error made by the new approach depends…

Numerical Analysis · Mathematics 2020-08-05 Bazyli Klockiewicz , Léopold Cambier , Ryan Humble , Hamdi Tchelepi , Eric Darve

When solving partial differential equations (PDEs) using finite difference or finite element methods, efficient solvers are required for handling large sparse linear systems. In this paper, a recursive sparse LU decomposition for matrices…

Numerical Analysis · Mathematics 2024-08-27 Zhu Xuanru , Lai Jun

Many applications rely on time-intensive matrix operations, such as factorization, which can be sped up significantly for large sparse matrices by interpreting the matrix as a sparse graph and computing a node ordering that minimizes the…

Data Structures and Algorithms · Computer Science 2024-04-25 Lara Ost , Christian Schulz , Darren Strash

The state-of-the-art deep neural networks (DNNs) have significant computational and data management requirements. The size of both training data and models continue to increase. Sparsification and pruning methods are shown to be effective…

Machine Learning · Computer Science 2021-04-27 Gunduz Vehbi Demirci , Hakan Ferhatosmanoglu

Sparsity-based methods are widely used in machine learning, statistics, and signal processing. There is now a rich class of structured sparsity approaches that expand the modeling power of the sparsity paradigm and incorporate constraints…

Data Structures and Algorithms · Computer Science 2017-12-22 Aleksander Mądry , Slobodan Mitrović , Ludwig Schmidt

We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…

Numerical Analysis · Mathematics 2018-05-08 Daria A. Sushnikova , Ivan V. Oseledets

The large sparse linear systems arising from the finite element or finite difference discretization of elliptic PDEs can be solved directly via, e.g., nested dissection or multifrontal methods. Such techniques reorder the nodes in the grid…

Numerical Analysis · Mathematics 2013-02-26 Adrianna Gillman , Per-Gunnar Martinsson

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning,…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gael Varoquaux

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

Balanced partitioning is often a crucial first step in solving large-scale graph optimization problems, e.g., in some cases, a big graph can be chopped into pieces that fit on one machine to be processed independently before stitching the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-10 Kevin Aydin , MohammadHossein Bateni , Vahab Mirrokni

This paper presents an efficient method to perform Structured Matrix Approximation by Separation and Hierarchy (SMASH), when the original dense matrix is associated with a kernel function. Given points in a domain, a tree structure is first…

Numerical Analysis · Mathematics 2017-05-17 Difeng Cai , Edmond Chow , Yousef Saad , Yuanzhe Xi

Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming…

Multiagent Systems · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

Nonnegative matrix factorization (NMF) is a powerful technique for dimension reduction, extracting latent factors and learning part-based representation. For large datasets, NMF performance depends on some major issues: fast algorithms,…

Optimization and Control · Mathematics 2015-07-01 Duy-Khuong Nguyen , Tu-Bao Ho

The problem of partitioning a large and sparse tensor is considered, where the tensor consists of a sequence of adjacency matrices. Theory is developed that is a generalization of spectral graph partitioning. A best rank-$(2,2,\lambda)$…

Numerical Analysis · Mathematics 2020-12-17 Lars Eldén , Maryam Dehghan

We address the problem of efficient sparse fixed-rank (S-FR) matrix decomposition, i.e., splitting a corrupted matrix $M$ into an uncorrupted matrix $L$ of rank $r$ and a sparse matrix of outliers $S$. Fixed-rank constraints are usually…

Computer Vision and Pattern Recognition · Computer Science 2015-03-26 German Ros , Julio Guerrero

Numerous practical medical problems often involve data that possess a combination of both sparse and non-sparse structures. Traditional penalized regularizations techniques, primarily designed for promoting sparsity, are inadequate to…

Methodology · Statistics 2023-11-10 Shun Yu , Yuehan Yang

Nonnegative matrix factorization (NMF) has become a very popular technique in machine learning because it automatically extracts meaningful features through a sparse and part-based representation. However, NMF has the drawback of being…

Machine Learning · Statistics 2012-12-07 Nicolas Gillis
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