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We give the first input-sparsity time algorithms for the rank-$k$ low rank approximation problem in every Schatten norm. Specifically, for a given $n\times n$ matrix $A$, our algorithm computes $Y,Z\in \mathbb{R}^{n\times k}$, which, with…

Data Structures and Algorithms · Computer Science 2020-07-01 Yi Li , David Woodruff

We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…

Machine Learning · Statistics 2017-08-23 David Gamarnik , Quan Li , Hongyi Zhang

We introduce and study the problem of consistent low-rank approximation, in which rows of an input matrix $\mathbf{A}\in\mathbb{R}^{n\times d}$ arrive sequentially and the goal is to provide a sequence of subspaces that well-approximate the…

Data Structures and Algorithms · Computer Science 2026-03-03 David P. Woodruff , Samson Zhou

An influential result by Dor, Halperin, and Zwick (FOCS 1996, SICOMP 2000) implies an algorithm that can compute approximate shortest paths for all vertex pairs in $\tilde{O}(n^{2+O\left(\frac{1}{k}\right )})$ time, ensuring that the output…

Data Structures and Algorithms · Computer Science 2025-07-29 Manoj Gupta

Randomized SVD has become an extremely successful approach for efficiently computing a low-rank approximation of matrices. In particular the paper by Halko, Martinsson, and Tropp (SIREV 2011) contains extensive analysis, and has made it a…

Numerical Analysis · Mathematics 2020-09-25 Yuji Nakatsukasa

Given an input matrix polynomial whose coefficients are floating point numbers, we consider the problem of finding the nearest matrix polynomial which has rank at most a specified value. This generalizes the problem of finding a nearest…

Symbolic Computation · Computer Science 2017-12-13 Mark Giesbrecht , Joseph Haraldson , George Labahn

We revisit Matrix Balancing, a pre-conditioning task used ubiquitously for computing eigenvalues and matrix exponentials. Since 1960, Osborne's algorithm has been the practitioners' algorithm of choice and is now implemented in most…

Optimization and Control · Mathematics 2021-07-06 Jason M. Altschuler , Pablo A. Parrilo

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

Numerical Analysis · Mathematics 2014-07-01 Gil Shabat , Yaniv Shmueli , Amir Averbuch

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

Numerical Analysis · Mathematics 2024-01-08 Maike Meier , Yuji Nakatsukasa

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

The $k$-mismatch problem consists in computing the Hamming distance between a pattern $P$ of length $m$ and every length-$m$ substring of a text $T$ of length $n$, if this distance is no more than $k$. In many real-world applications, any…

Given a text $T$ of length $n$ and a pattern $P$ of length $m$, the approximate pattern matching problem asks for computation of a particular \emph{distance} function between $P$ and every $m$-substring of $T$. We consider a…

Data Structures and Algorithms · Computer Science 2019-07-24 Jan Studený , Przemysław Uznański

We study distributed low rank approximation in which the matrix to be approximated is only implicitly represented across the different servers. For example, each of $s$ servers may have an $n \times d$ matrix $A^t$, and we may be interested…

Numerical Analysis · Computer Science 2016-01-29 David P. Woodruff , Peilin Zhong

In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…

Machine Learning · Computer Science 2014-04-17 Zheng Wang , Ming-Jun Lai , Zhaosong Lu , Wei Fan , Hasan Davulcu , Jieping Ye

We revisit the task of computing the edit distance in sublinear time. In the $(k,K)$-gap edit distance problem the task is to distinguish whether the edit distance of two strings is at most $k$ or at least $K$. It has been established by…

Data Structures and Algorithms · Computer Science 2023-03-17 Karl Bringmann , Alejandro Cassis , Nick Fischer , Vasileios Nakos

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

A number of recent works have studied algorithms for entrywise $\ell_p$-low rank approximation, namely, algorithms which given an $n \times d$ matrix $A$ (with $n \geq d$), output a rank-$k$ matrix $B$ minimizing…

Data Structures and Algorithms · Computer Science 2021-02-09 Frank Ban , Vijay Bhattiprolu , Karl Bringmann , Pavel Kolev , Euiwoong Lee , David P. Woodruff

Low rank matrix approximations appear in a number of scientific computing applications. We consider the Nystr\"{o}m method for approximating a positive semidefinite matrix $A$. In the case that $A$ is very large or its entries can only be…

Numerical Analysis · Mathematics 2023-07-24 Erin Carson , Ieva Daužickaitė

The algorithmic tasks of computing the Hamming distance between a given pattern of length $m$ and each location in a text of length $n$ is one of the most fundamental algorithmic tasks in string algorithms. Unfortunately, there is evidence…

Data Structures and Algorithms · Computer Science 2015-12-15 Tsvi Kopelowitz , Ely Porat

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher