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We give an explicit algorithm and source code for computing optimal weights for combining a large number N of alphas. This algorithm does not cost O(N^3) or even O(N^2) operations but is much cheaper, in fact, the number of required…

Portfolio Management · Quantitative Finance 2016-12-19 Zura Kakushadze , Willie Yu

We describe an algorithm for fast multiplication of skew polynomials. It is based on fast modular multiplication of such skew polynomials, for which we give an algorithm relying on evaluation and interpolation on normal bases. Our…

Symbolic Computation · Computer Science 2017-02-07 Xavier Caruso , Jérémy Le Borgne

Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…

Disordered Systems and Neural Networks · Physics 2023-07-12 Francesco Camilli , Marc Mézard

We report on three improvements in the context of Feynman integral reduction and $\varepsilon$-factorised differential equations: Firstly, we show that with a specific choice of prefactors, we trivialise the $\varepsilon$-dependence of the…

The $N$th power of a polynomial matrix of fixed size and degree can be computed by binary powering as fast as multiplying two polynomials of linear degree in~$N$. When Fast Fourier Transform (FFT) is available, the resulting complexity is…

Symbolic Computation · Computer Science 2023-05-29 Alin Bostan , Vincent Neiger , Sergey Yurkevich

A new effective method for factorization of a class of nonrational $n\times n$ matrix-functions with \emph{stable partial indices} is proposed. The method is a generalization of the one recently proposed by the authors which was valid for…

Complex Variables · Mathematics 2016-08-24 Gennady Mishuris , Sergei Rogosin

We present an algorithm for computing the Lyndon factorization of a string that is given in grammar compressed form, namely, a Straight Line Program (SLP). The algorithm runs in $O(n^4 + mn^3h)$ time and $O(n^2)$ space, where $m$ is the…

Data Structures and Algorithms · Computer Science 2013-04-29 Tomohiro I , Yuto Nakashima , Shunsuke Inenaga , Hideo Bannai , Masayuki Takeda

In this note we prove that the factorization theorem for dominated polynomials previously proved by the authors is equivalent to an alternative factorization scheme that uses classical linear techniques and a linearization process. However,…

Functional Analysis · Mathematics 2008-12-09 Geraldo Botelho , Daniel Pellegrino , Pilar Rueda

The bound to factor large integers is dominated by the computational effort to discover numbers that are smooth, typically performed by sieving a polynomial sequence. On a von Neumann architecture, sieving has log-log amortized time…

Neural and Evolutionary Computing · Computer Science 2018-04-25 John V. Monaco , Manuel M. Vindiola

Computer algebra systems are really good at factoring polynomials, i.e. writing f as a product of irreducible factors. It is relatively easy to verify that we have a factorisation, but verifying that these factors are irreducible is a much…

Symbolic Computation · Computer Science 2024-09-17 James H. Davenport

We tackle the problems of computing the rightmost variant of the Lempel-Ziv factorizations in the online/sliding model. Previous best bounds for this problem are O(n log n) time with O(n) space, due to Amir et al. [IPL 2002] for the online…

Data Structures and Algorithms · Computer Science 2024-08-07 Wataru Sumiyoshi , Takuya Mieno , Shunsuke Inenaga

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

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

This paper deals with circulant matrices. It is shown that a circulant matrix can be multiplied by a vector in time O(n log(n)) in a ring with roots of unity without making use of an FFT algorithm. With our algorithm we achieve a speedup of…

Data Structures and Algorithms · Computer Science 2021-03-05 Andreas Rosowski

We consider a recently introduced fair repetitive scheduling problem involving a set of clients, each asking for their associated job to be daily scheduled on a single machine across a finite planning horizon. The goal is to determine a job…

Data Structures and Algorithms · Computer Science 2026-01-01 Danny Hermelin , Danny Segev , Dvir Shabtay

This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation…

Machine Learning · Statistics 2015-09-08 Ömer Deniz Akyıldız

Matrix factorization methods are important tools in data mining and analysis. They can be used for many tasks, ranging from dimensionality reduction to visualization. In this paper we concentrate on the use of matrix factorizations for…

Machine Learning · Computer Science 2017-07-28 Sanjar Karaev , Pauli Miettinen

I describe the use of NMR experiments which implement Gauss sums as a method for factoring numbers and discuss whether this approach can be computationally useful.

Quantum Physics · Physics 2008-08-28 Jonathan A. Jones

We consider algorithms for the factorization of linear partial differential operators. We introduce several new theoretical notions in order to simplify such considerations. We define an obstacle and a ring of obstacles to factorizations.…

Analysis of PDEs · Mathematics 2010-10-14 Ekaterina Shemyakova , Franz Winkler

We consider bivariate polynomials over the skew field of quaternions, where the indeterminates commute with all coefficients and with each other. We analyze existence of univariate factorizations, that is, factorizations with univariate…

Rings and Algebras · Mathematics 2021-11-08 Johanna Lercher , Hans-Peter Schröcker

In 2010, A. Shpilka and I. Volkovich established a prominent result on the equivalence of polynomial factorization and identity testing. It follows from their result that a multilinear polynomial over the finite field of order 2 can be…

Discrete Mathematics · Computer Science 2019-01-08 Pavel Emelyanov , Denis Ponomaryov
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