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It is well known that, using fast algorithms for polynomial multiplication and division, evaluation of a polynomial $F \in \mathbb{C}[x]$ of degree $n$ at $n$ complex-valued points can be done with $\tilde{O}(n)$ exact field operations in…

Numerical Analysis · Computer Science 2016-05-30 Alexander Kobel , Michael Sagraloff

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Machine Learning · Computer Science 2026-02-18 Aurora Grefsrud , Nello Blaser , Trygve Buanes

We have recently presented a method to solve an overdetermined linear system of equations with multiple right hand side vectors, where the unknown matrix is to be symmetric and positive definite. The coefficient and the right hand side…

Optimization and Control · Mathematics 2014-09-19 Negin Bagherpour , Nezam Mahdavi-Amiri

We prove in this paper that the weighted volume of the set of integral transportation matrices between two integral histograms r and c of equal sum is a positive definite kernel of r and c when the set of considered weights forms a positive…

Machine Learning · Statistics 2012-09-13 Marco Cuturi

In this paper we explore avenues for improving the reliability of dimensionality reduction methods such as Non-Negative Matrix Factorization (NMF) as interpretive exploratory data analysis tools. We first explore the difficulties of the…

Artificial Intelligence · Computer Science 2009-04-22 Nikolaos Vasiloglou , Alexander G. Gray , David V. Anderson

Suppose we want to implement a unitary $U$, for instance a circuit for some quantum algorithm. Suppose our actual implementation is a unitary $\tilde{U}$, which we can only apply as a black-box. In general it is an exponentially-hard task…

Quantum Physics · Physics 2021-04-21 Noah Linden , Ronald de Wolf

We study the problem of estimating the number of defective items $d$ within a pile of $n$ elements up to a multiplicative factor of $\Delta>1$, using deterministic group testing algorithms. We bring lower and upper bounds on the number of…

Information Theory · Computer Science 2020-09-08 Nader H. Bshouty , Catherine A. Haddad-Zaknoon

We present and analyse a Monte-Carlo algorithm to compute the minimal polynomial of an $n\times n$ matrix over a finite field that requires $O(n^3)$ field operations and O(n) random vectors, and is well suited for successful practical…

Rings and Algebras · Mathematics 2008-04-07 Max Neunhoeffer , Cheryl E. Praeger

In this paper, an exact bitwise MAP (Maximum A Posteriori) estimation algorithm for group testing problems is presented. We assume a simplest non-adaptive group testing scenario including N-objects with binary status and M-disjunctive…

Information Theory · Computer Science 2014-01-20 Tadashi Wadayama , Taisuke Izumi

We prove that the inverse of a positive-definite matrix can be approximated by a weighted-sum of a small number of matrix exponentials. Combining this with a previous result [OSV12], we establish an equivalence between matrix inversion and…

Data Structures and Algorithms · Computer Science 2016-08-23 Sushant Sachdeva , Nisheeth K. Vishnoi

We consider partial symmetric Toeplitz matrices where a positive definite completion exists. We characterize those patterns where the maximum determinant completion is itself Toeplitz. We then extend these results with positive definite…

Optimization and Control · Mathematics 2018-02-05 Stefan Sremac , Hugo J. Woerdeman , Henry Wolkowicz

The completely positive maps, a generalization of the nonnegative matrices, are a well-studied class of maps from $n\times n$ matrices to $m\times m$ matrices. The existence of the operator analogues of doubly stochastic scalings of…

Combinatorics · Mathematics 2018-06-26 Cole Franks

We study the problem of estimating precision matrices in Gaussian distributions that are multivariate totally positive of order two ($\mathrm{MTP}_2$). The precision matrix in such a distribution is an M-matrix. This problem can be…

Machine Learning · Computer Science 2023-10-24 Jian-Feng Cai , José Vinícius de M. Cardoso , Daniel P. Palomar , Jiaxi Ying

It is known that the multiplication of an $N \times M$ matrix with an $M \times P$ matrix can be performed using fewer multiplications than what the naive $NMP$ approach suggests. The most famous instance of this is Strassen's algorithm for…

Artificial Intelligence · Computer Science 2023-07-18 Arnaud Deza , Chang Liu , Pashootan Vaezipoor , Elias B. Khalil

"Classical" First Order (FO) algorithms of convex optimization, such as Mirror Descent algorithm or Nesterov's optimal algorithm of smooth convex optimization, are well known to have optimal (theoretical) complexity estimates which do not…

Optimization and Control · Mathematics 2013-08-27 Bruce Cox , Anatoli Juditsky , Arkadi Nemirovski

We give a new method for the evaluation of a class of integrals of rational symmetric functions in N pairs of variables {x_a, y_a}_{a=1,... N} arising in coupled matrix models, valid for a broad class of two-variable measures. The result is…

Mathematical Physics · Physics 2007-05-23 J. Harnad , A. Yu. Orlov

Given symmetric matrices $A_0, A_1, \ldots, A_n$ of size $m$ with rational entries, the set of real vectors $x = (x_1, \ldots, x_n)$ such that the matrix $A_0 + x_1 A_1 + \cdots + x_n A_n$ has non-negative eigenvalues is called a…

Symbolic Computation · Computer Science 2020-06-11 Didier Henrion , Simone Naldi , Mohab Safey El Din

Single-objective bilevel optimization is a specialized form of constraint optimization problems where one of the constraints is an optimization problem itself. These problems are typically non-convex and strongly NP-Hard. Recently, there…

Neural and Evolutionary Computing · Computer Science 2024-02-13 Anuraganand Sharma

A formulation for the automated generation of algorithms via mathematical programming (optimization) is proposed. The formulation is based on the concept of optimizing within a parameterized family of algorithms, or equivalently a family of…

Optimization and Control · Mathematics 2018-02-14 Alexander Mitsos , Jaromił Najman , Ioannis G. Kevrekidis

A parallel algorithm for computing the finite difference solution to the elliptic equations with non-separable variables is presented. The resultant matrix is symmetric positive definite, thus the preconditioning conjugate gradient or the…

Numerical Analysis · Mathematics 2015-03-13 Andrew V. Terekhov