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In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-07-28 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

Numerical Analysis · Mathematics 2016-02-02 Gil Shabat , Yaniv Shmueli , Yariv Aizenbud , Amir Averbuch

This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is…

Machine Learning · Statistics 2016-11-18 Akshay Soni , Swayambhoo Jain , Jarvis Haupt , Stefano Gonella

This paper extends the framework of randomised matrix multiplication to a coarser partition and proposes an algorithm as a complement to the classical algorithm, especially when the optimal probability distribution of the latter one is…

Numerical Analysis · Mathematics 2019-05-20 Yue Wu

Randomized algorithms for low-rank approximation of quaternion matrices have gained increasing attention in recent years. However, existing methods overlook pass efficiency, the ability to limit the number of passes over the input…

Numerical Analysis · Mathematics 2026-03-25 Salman Ahmadi-Asl , Malihe Nobakht Kooshkghazi , Valentin Leplat

In many problems in Computational Physics and Chemistry, one finds a special kind of sparse matrices, termed "banded matrices". These matrices, which are defined as having non-zero entries only within a given distance from the main…

Computational Physics · Physics 2013-06-21 Pablo García-Risueño , Pablo Echenique

We present two novel approaches for the computation of the exact distribution of a pattern in a long sequence. Both approaches take into account the sparse structure of the problem and are two-part algorithms. The first approach relies on a…

Probability · Mathematics 2013-05-21 Grégory Nuel , Jean-Guillaume Dumas

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

We present a randomized algorithm for producing a quasi-optimal hierarchically semi-separable (HSS) approximation to an $N\times N$ matrix $A$ using only matrix-vector products with $A$ and $A^T$. We prove that, using $O(k \log(N/k))$…

Numerical Analysis · Mathematics 2025-09-09 Noah Amsel , Tyler Chen , Feyza Duman Keles , Diana Halikias , Cameron Musco , Christopher Musco , David Persson

Although some preconditioners are available for solving dense linear systems, there are still many matrices for which preconditioners are lacking, in particular in cases where the size of the matrix $N$ becomes very large. There remains…

Numerical Analysis · Mathematics 2016-02-05 Pieter Coulier , Hadi Pouransari , Eric Darve

In solving a linear system with iterative methods, one is usually confronted with the dilemma of having to choose between cheap, inefficient iterates over sparse search directions (e.g., coordinate descent), or expensive iterates in…

Numerical Analysis · Computer Science 2019-08-07 Michael T. Schaub , Maguy Trefois , Paul Van Dooren , Jean-Charles Delvenne

Matrix completion problem has been previously studied under various adaptive and passive settings. Previously, researchers have proposed passive, two-phase and single-phase algorithms using coherence parameter, and multi phase algorithm…

Machine Learning · Computer Science 2022-03-17 Ilqar Ramazanli

Sparsity has become one of the promising methods to compress and accelerate Deep Neural Networks (DNNs). Among different categories of sparsity, structured sparsity has gained more attention due to its efficient execution on modern…

Machine Learning · Computer Science 2022-09-19 Sheng-Chun Kao , Amir Yazdanbakhsh , Suvinay Subramanian , Shivani Agrawal , Utku Evci , Tushar Krishna

We study polynomial-time approximation algorithms for (edge/vertex) Sparsest Cut and Small Set Expansion in terms of $k$, the number of edges or vertices cut in the optimal solution. Our main results are $\mathcal{O}(\text{polylog}\,…

Data Structures and Algorithms · Computer Science 2024-03-15 Aditya Anand , Euiwoong Lee , Jason Li , Thatchaphol Saranurak

Generalized sparse matrix-matrix multiplication is a key primitive for many high performance graph algorithms as well as some linear solvers such as multigrid. We present the first parallel algorithms that achieve increasing speedups for an…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-09 Aydın Buluç , John R. Gilbert

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…

Numerical Analysis · Mathematics 2016-07-06 Namgil Lee , Andrzej Cichocki

We give a new framework for solving the fundamental problem of low-rank matrix completion, i.e., approximating a rank-$r$ matrix $\mathbf{M} \in \mathbb{R}^{m \times n}$ (where $m \ge n$) from random observations. First, we provide an…

Machine Learning · Computer Science 2023-08-08 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…

Optimization and Control · Mathematics 2024-06-05 Taisei Miyaishi , Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

Sparse coding consists in representing signals as sparse linear combinations of atoms selected from a dictionary. We consider an extension of this framework where the atoms are further assumed to be embedded in a tree. This is achieved…

Machine Learning · Statistics 2011-08-18 Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski , Francis Bach