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Projecting a vector onto a simplex is a well-studied problem that arises in a wide range of optimization problems. Numerous algorithms have been proposed for determining the projection; however, the primary focus of the literature has been…

Optimization and Control · Mathematics 2023-10-11 Yongzheng Dai , Chen Chen

We propose a sparse algebra for samplet compressed kernel matrices, to enable efficient scattered data analysis. We show the compression of kernel matrices by means of samplets produces optimally sparse matrices in a certain S-format. It…

Numerical Analysis · Mathematics 2023-05-05 H. Harbrecht , M. Multerer , O. Schenk , Ch. Schwab

In this paper we study formulations and algorithms for the cycle clustering problem, a partitioning problem over the vertex set of a directed graph with nonnegative arc weights that is used to identify cyclic behavior in simulation data…

Optimization and Control · Mathematics 2024-01-17 Leon Eifler , Jakob Witzig , Ambros Gleixner

The kernel herding algorithm is used to construct quadrature rules in a reproducing kernel Hilbert space (RKHS). While the computational efficiency of the algorithm and stability of the output quadrature formulas are advantages of this…

Numerical Analysis · Mathematics 2022-07-18 Kazuma Tsuji , Ken'ichiro Tanaka

Kernel quadratures and other kernel-based approximation methods typically suffer from prohibitive cubic time and quadratic space complexity in the number of function evaluations. The problem arises because a system of linear equations needs…

Numerical Analysis · Mathematics 2018-01-09 Toni Karvonen , Simo Särkkä

Numerous practical medical problems often involve data that possess a combination of both sparse and non-sparse structures. Traditional penalized regularizations techniques, primarily designed for promoting sparsity, are inadequate to…

Methodology · Statistics 2023-11-10 Shun Yu , Yuehan Yang

Partitioning a graph into balanced blocks such that few edges run between blocks is a key problem for large-scale distributed processing. A current trend for partitioning huge graphs are streaming algorithms, which use low computational…

Data Structures and Algorithms · Computer Science 2022-02-02 Marcelo Fonseca Faraj , Christian Schulz

The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…

Machine Learning · Computer Science 2016-03-30 Luc Le Magoarou , Rémi Gribonval

This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…

Data Structures and Algorithms · Computer Science 2015-02-11 David P. Woodruff

In this work, we study a variant of nonnegative matrix factorization where we wish to find a symmetric factorization of a given input matrix into a sparse, Boolean matrix. Formally speaking, given $\mathbf{M}\in\mathbb{Z}^{m\times m}$, we…

Machine Learning · Computer Science 2022-01-14 Sitan Chen , Zhao Song , Runzhou Tao , Ruizhe Zhang

We consider a sparse matrix-matrix multiplication (SpGEMM) setting where one matrix is square and the other is tall and skinny. This special variant, called TS-SpGEMM, has important applications in multi-source breadth-first search,…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-23 Isuru Ranawaka , Md Taufique Hussain , Charles Block , Gerasimos Gerogiannis , Josep Torrellas , Ariful Azad

We study the potential utility of classical techniques of spectral sparsification of graphs as a preprocessing step for digital quantum algorithms, in particular, for Hamiltonian simulation. Our results indicate that spectral sparsification…

Quantum Physics · Physics 2019-10-08 Steven Herbert , Sathyawageeswar Subramanian

Solution and analysis of mathematical programming problems may be simplified when these problems are symmetric under appropriate linear transformations. In particular, a knowledge of the symmetries may help reduce the problem dimension, cut…

Optimization and Control · Mathematics 2020-10-13 A. V. Eremeev , A. S. Yurkov

Polynomial optimization problems are infinite-dimensional, nonconvex, NP-hard, and are often handled in practice with the moment-sums of squares hierarchy of semidefinite programming bounds. We consider problems where the objective function…

Optimization and Control · Mathematics 2025-11-25 Igor Klep , Victor Magron , Tobias Metzlaff , Jie Wang

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

Recently, MapReduce based spatial query systems have emerged as a cost effective and scalable solution to large scale spatial data processing and analytics. MapReduce based systems achieve massive scalability by partitioning the data and…

Databases · Computer Science 2015-09-04 Ablimit Aji , Vo Hoang , Fusheng Wang

We introduce a randomized algorithm, namely RCHOL, to construct an approximate Cholesky factorization for a given Laplacian matrix (a.k.a., graph Laplacian). From a graph perspective, the exact Cholesky factorization introduces a clique in…

Numerical Analysis · Mathematics 2021-09-06 Chao Chen , Tianyu Liang , George Biros

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

Graph-based representations underlie a wide range of scientific problems. Graph connectivity is typically represented as a sparse matrix in the Compressed Sparse Row format. Large-scale graphs rely on distributed storage, allocating…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-14 Bruno Magalhaes , Felix Schürmann

We propose a new algorithm for the fast solution of large, sparse, symmetric positive-definite linear systems, spaND -- sparsified Nested Dissection. It is based on nested dissection, sparsification and low-rank compression. After…

Numerical Analysis · Mathematics 2020-01-28 Léopold Cambier , Chao Chen , Erik G Boman , Sivasankaran Rajamanickam , Raymond S. Tuminaro , Eric Darve