Related papers: Sparse approximate matrix-matrix multiplication fo…
We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…
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…
Estimation of a high dimensional precision matrix is a critical problem to many areas of statistics including Gaussian graphical models and inference on high dimensional data. Working under the structural assumption of sparsity, we propose…
We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…
We propose a novel approach to iterated sparse matrix dense matrix multiplication, a fundamental computational kernel in scientific computing and graph neural network training. In cases where matrix sizes exceed the memory of a single…
We implement two novel algorithms for sparse-matrix dense-matrix multiplication (SpMM) on the GPU. Our algorithms expect the sparse input in the popular compressed-sparse-row (CSR) format and thus do not require expensive format conversion.…
Many real-world data sets are sparse or almost sparse. One method to measure this for a matrix $A\in \mathbb{R}^{n\times n}$ is the \emph{numerical sparsity}, denoted $\mathsf{ns}(A)$, defined as the minimum $k\geq 1$ such that…
We present new algorithms to detect and correct errors in the product of two matrices, or the inverse of a matrix, over an arbitrary field. Our algorithms do not require any additional information or encoding other than the original inputs…
This article presents a new method to compute matrices from numerical simulations based on the ideas of sparse sampling and compressed sensing. The method is useful for problems where the determination of the entries of a matrix constitutes…
Sparse Matrix-Matrix multiplication is a key kernel that has applications in several domains such as scientific computing and graph analysis. Several algorithms have been studied in the past for this foundational kernel. In this paper, we…
Variational formulations of reconstruction in computed tomography have the notable drawback of requiring repeated evaluations of both the forward Radon transform and either its adjoint or an approximate inverse transform which are…
We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…
Network pruning can reduce the high computation cost of deep neural network (DNN) models. However, to maintain their accuracies, sparse models often carry randomly-distributed weights, leading to irregular computations. Consequently, sparse…
In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient of these methods is some form of randomized dimension…
As it stands, density matrix purification is a powerful tool for linear scaling electronic structure calculations. The convergence is rapid and depends only weakly on the band gap. However, as will be shown in this paper, there is room for…
To preserve data privacy, multi-party computation (MPC) enables executing Machine Learning (ML) algorithms on private data. However, MPC frameworks do not include optimized operations on sparse data. This absence makes them unsuitable for…
In this study, we propose a simple method for fault-tolerant Strassen-like matrix multiplications. The proposed method is based on using two distinct Strassen-like algorithms instead of replicating a given one. We have realized that using…
The computation of a matrix function $f(A)$ is an important task in scientific computing appearing in machine learning, network analysis and the solution of partial differential equations. In this work, we use only matrix-vector products…
In this paper we consider the problem of estimating simultaneously low-rank and row-wise sparse matrices from nested linear measurements where the linear operator consists of the product of a linear operator $\mathcal{W}$ and a matrix…
In this paper, we show a way to exploit sparsity in the problem data in a primal-dual potential reduction method for solving a class of semidefinite programs. When the problem data is sparse, the dual variable is also sparse, but the primal…