Related papers: Solving Sparse Linear Systems Faster than Matrix M…
We study algorithms for the Schatten-$p$ Low Rank Approximation (LRA) problem. First, we show that by using fast rectangular matrix multiplication algorithms and different block sizes, we can improve the running time of the algorithms in…
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…
Efficient multiple precision linear numerical computation libraries such as MPLAPACK are critical in dealing with ill-conditioned problems. Specifically, there are optimization methods for matrix multiplication, such as the Strassen…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
Matrix scaling is a simple to state, yet widely applicable linear-algebraic problem: the goal is to scale the rows and columns of a given non-negative matrix such that the rescaled matrix has prescribed row and column sums. Motivated by…
In the recent paper [Duff I. et al, SIAM J. Sci. Comp., 37(3) (2015), A1248-A1269] the authors proposed an interesting procedure for the parallel solution of large, sparse consistent linear systems of equations. In this respect, according…
We consider a fast approximation algorithm for the linear matroid intersection problem. In this problem, we are given two $r \times n$ matrices $M_1$ and $M_2$, and the objective is to find a largest set of columns that are linearly…
Sparse coding is a core building block in many data analysis and machine learning pipelines. Typically it is solved by relying on generic optimization techniques, such as the Iterative Soft Thresholding Algorithm and its accelerated version…
We show how to solve a number of problems in numerical linear algebra, such as least squares regression, $\ell_p$-regression for any $p \geq 1$, low rank approximation, and kernel regression, in time $T(A) \poly(\log(nd))$, where for a…
We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…
There are many classes of mathematical problems which give rise to matrices, where a large number of the elements are zero. In this case it makes sense to have a special matrix type to handle this class of problems where only the non-zero…
We present a polynomial-time reduction from solving noisy linear equations over $\mathbb{Z}/q\mathbb{Z}$ in dimension $\Theta(k\log n/\mathsf{poly}(\log k,\log q,\log\log n))$ with a uniformly random coefficient matrix to noisy linear…
This is the first in a series of papers which deal with the development of novel methods for solving a system of linear algebraic equations with a time complexity lower than existing algorithms. The NxN system of linear equations, Ax = b,…
Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…
This work presents a new algorithm for matrix power series which is near-sparse, that is, there are a large number of near-zero elements in it. The proposed algorithm uses a filtering technique to improve the sparsity of the matrices…
The matrices used in many computational settings are naturally sparse, holding a small percentage of nonzero elements. Storing such matrices in specialized sparse formats enables algorithms that avoid wasting computation on zeros,…
We study the bit complexity of inverting diagonally dominant matrices, which are associated with random walk quantities such as hitting times and escape probabilities. Such quantities can be exponentially small, even on undirected…
We show new algorithms and constructions over linear delta-matroids. We observe an alternative representation for linear delta-matroids, as a contraction representation over a skew-symmetric matrix. This is equivalent to the more standard…
Finding sparse solutions of underdetermined systems of linear equations is a fundamental problem in signal processing and statistics which has become a subject of interest in recent years. In general, these systems have infinitely many…
Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization…