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This letter proposes the inverse LDM' and LU factorizations of a matrix partitioned into 2x2 blocks, which include the square-root and division free version. The proposed squareroot and division free inverse LDM' factorization is applied to…

Signal Processing · Electrical Eng. & Systems 2019-12-11 Hufei Zhu

For vertical Bell Laboratories layered space-time architecture (V-BLAST), the original fast recursive algorithm was proposed, and then several improvements were proposed successively to further reduce the computational complexity. The…

Signal Processing · Electrical Eng. & Systems 2026-01-13 Hufei Zhu , Yanyang Liang , Fuqin Deng , Genquan Chen , Jiaming Zhong

This paper proposes the recursive and square-root BLS algorithms to improve the original BLS for new added inputs, which utilize the inverse and inverse Cholesky factor of the Hermitian matrix in the ridge inverse, respectively, to update…

Machine Learning · Computer Science 2023-01-26 Hufei Zhu

We present three methods for distributed memory parallel inverse factorization of block-sparse Hermitian positive definite matrices. The three methods are a recursive variant of the AINV inverse Cholesky algorithm, iterative refinement, and…

Numerical Analysis · Mathematics 2024-12-20 Anton G. Artemov , Elias Rudberg , Emanuel H. Rubensson

Many neural learning algorithms require to solve large least square systems in order to obtain synaptic weights. Moore-Penrose inverse matrices allow for solving such systems, even with rank deficiency, and they provide minimum-norm vectors…

Neural and Evolutionary Computing · Computer Science 2008-12-18 Pierre Courrieu

V-BLAST detection method suffers large computational complexity due to its successive detection of symbols. In this paper, we propose a modified V-BLAST algorithm to decrease the computational complexity by reducing the number of detection…

Information Theory · Computer Science 2015-04-08 Karam Ahmed , Sherif Abuelenin , Heba Soliman , Khairy Al-Barbary

Matrix square roots and their inverses arise frequently in machine learning, e.g., when sampling from high-dimensional Gaussians $\mathcal{N}(\mathbf 0, \mathbf K)$ or whitening a vector $\mathbf b$ against covariance matrix $\mathbf K$.…

Machine Learning · Computer Science 2020-12-02 Geoff Pleiss , Martin Jankowiak , David Eriksson , Anil Damle , Jacob R. Gardner

Sparse linear algebra routines are fundamental building blocks of a large variety of scientific applications. Direct solvers, which are methods for solving linear systems via the factorization of matrices into products of triangular…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-21 Valentin Le Fèvre , Tetsuzo Usui , Marc Casas

We present improved algorithms for fast calculation of the inverse square root for single-precision floating-point numbers. The algorithms are much more accurate than the famous fast inverse square root algorithm and have the same or…

Numerical Analysis · Computer Science 2018-02-22 Cezary J. Walczyk , Leonid V. Moroz , Jan L. Cieśliński

We present a fast sparse matrix permutation algorithm tailored to linear systems arising from triangle meshes. Our approach produces nested-dissection-style permutations while significantly reducing permutation runtime overhead. Rather than…

We present a new variant of serial right-looking supernodal sparse Cholesky factorization (RL). Our comparison of RL with the multifrontal method confirms that RL is simpler, slightly faster, and requires slightly less storage. The key to…

Mathematical Software · Computer Science 2024-09-23 M. Ozan Karsavuran , Esmond G. Ng , Barry W. Peyton , Jonathan L. Peyton

Cholesky factorization is a widely used method for solving linear systems involving symmetric, positive-definite matrices, and can be an attractive choice in applications where a high degree of numerical stability is needed. One such…

Numerical Analysis · Mathematics 2023-05-09 Felix Liu , Albin Fredriksson , Stefano Markidis

A novel method which is called the Chebyshev inertial iteration for accelerating the convergence speed of fixed-point iterations is presented. The Chebyshev inertial iteration can be regarded as a valiant of the successive over relaxation…

Optimization and Control · Mathematics 2021-06-09 Tadashi Wadayama , Satoshi Takabe

Nowadays computational complexity of fast walsh hadamard transform and nonlinearity for Boolean functions and large substitution boxes is a major challenge of modern cryptography research on strengthening encryption schemes against linear…

Cryptography and Security · Computer Science 2020-04-27 Behrooz Khadem , Reza Ghasemi

This article proposes and analyzes several variants of the randomized Cholesky QR factorization of a matrix $X$. Instead of computing the R factor from $X^T X$, as is done by standard methods, we obtain it from a small, efficiently…

Numerical Analysis · Mathematics 2022-10-25 Oleg Balabanov

Kernel-based clustering algorithm can identify and capture the non-linear structure in datasets, and thereby it can achieve better performance than linear clustering. However, computing and storing the entire kernel matrix occupy so large…

Machine Learning · Computer Science 2020-02-10 Li Chen , Shuisheng Zhou , Jiajun Ma

Geostatistics represents one of the most challenging classes of scientific applications due to the desire to incorporate an ever increasing number of geospatial locations to accurately model and predict environmental phenomena. For example,…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-12 Sameh Abdulah , Hatem Ltaief , Ying Sun , Marc G. Genton , David E. Keyes

A detection scheme for uplink massive MIMO, dubbed massive-BLAST or M-BLAST, is proposed. The derived algorithm is an enhancement of the well-known soft parallel interference cancellation. Using computer simulations in massive MIMO…

Information Theory · Computer Science 2017-12-05 Ori Shental , Sivarama Venkatesan , Alexei Ashikhmin , Reinaldo A. Valenzuela

The paper proposes a new covariance estimator for large covariance matrices when the variables have a natural ordering. Using the Cholesky decomposition of the inverse, we impose a banded structure on the Cholesky factor, and select the…

Applications · Statistics 2008-12-18 Elizaveta Levina , Adam Rothman , Ji Zhu

The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…

Machine Learning · Statistics 2021-11-23 Xiaoning Kang , Xinwei Deng
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