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The Kaczmarz method is an iterative algorithm for solving systems of linear equations Ax=b. Theoretical convergence rates for this algorithm were largely unknown until recently when work was done on a randomized version of the algorithm. It…

Numerical Analysis · Mathematics 2010-04-01 Deanna Needell

Binary quadratic programming problems have attracted much attention in the last few decades due to their potential applications. This type of problems are NP-hard in general, and still considered a challenge in the design of efficient…

Data Structures and Algorithms · Computer Science 2014-11-20 Khaled Elbassioni , Trung Thanh Nguyen

Iterative majorize-minimize (MM) (also called optimization transfer) algorithms solve challenging numerical optimization problems by solving a series of "easier" optimization problems that are constructed to guarantee monotonic descent of…

Computation · Statistics 2015-10-23 Madison G. McGaffin , Jeffrey A. Fessler

Matrix factorization learned by implicit alternating least squares (iALS) is a popular baseline in recommender system research publications. iALS is known to be one of the most computationally efficient and scalable collaborative filtering…

Information Retrieval · Computer Science 2021-10-28 Steffen Rendle , Walid Krichene , Li Zhang , Yehuda Koren

The Extended Randomized Kaczmarz method is a well known iterative scheme which can find the Moore-Penrose inverse solution of a possibly inconsistent linear system and requires only one additional column of the system matrix in each…

Numerical Analysis · Mathematics 2022-07-21 Frank Schöpfer , Dirk A Lorenz , Lionel Tondji , Maximilian Winkler

We present new results on Boolean matrix factorization and a new algorithm based on these results. The results emphasize the significance of factorizations that provide from-below approximations of the input matrix. While the previously…

Numerical Analysis · Computer Science 2015-06-26 Radim Belohlavek , Martin Trnecka

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to…

Machine Learning · Statistics 2012-12-04 Prateek Jain , Praneeth Netrapalli , Sujay Sanghavi

In this paper we factorize matrix polynomials into a complete set of spectral factors using a new design algorithm and we provide a complete set of block roots (solvents). The procedure is an extension of the (scalar) Horner method for the…

Signal Processing · Electrical Eng. & Systems 2018-03-29 Belkacem Bekhiti , Abdelhakim Dahimene , Kamel Hariche , George F. Fragulis

High-order methods gain more and more attention in computational fluid dynamics. However, the potential advantage of these methods depends critically on the availability of efficient elliptic solvers. With spectral-element methods, static…

Numerical Analysis · Computer Science 2017-08-23 Immo Huismann , Jörg Stiller , Jochen Fröhlich

Some fast algorithms for computing the eigenvalues of a block companion matrix $A = U + XY^H$, where $U\in \mathbb C^{n\times n}$ is unitary block circulant and $X, Y \in\mathbb{C}^{n \times k}$, have recently appeared in the literature.…

Numerical Analysis · Mathematics 2019-08-30 Roberto Bevilacqua , Gianna M. Del Corso , Luca Gemignani

In this paper the problem of forecasting high dimensional time series is considered. Such time series can be modeled as matrices where each column denotes a measurement. In addition, when missing values are present, low rank matrix…

Machine Learning · Computer Science 2017-12-27 San Gultekin , John Paisley

Binary matrix factorisation is an essential tool for identifying discrete patterns in binary data. In this paper we consider the rank-k binary matrix factorisation problem (k-BMF) under Boolean arithmetic: we are given an n x m binary…

Optimization and Control · Mathematics 2021-08-05 Reka A. Kovacs , Oktay Gunluk , Raphael A. Hauser

Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data' has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper…

Machine Learning · Statistics 2018-05-02 N. Benjamin Erichson , Ariana Mendible , Sophie Wihlborn , J. Nathan Kutz

In many modern imaging applications the desire to reconstruct high resolution images, coupled with the abundance of data from acquisition using ultra-fast detectors, have led to new challenges in image reconstruction. A main challenge is…

Numerical Analysis · Mathematics 2020-06-24 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

A new hybrid algorithm for LDU-factorization for large sparse matrix combining iterative solver, which can keep the same accuracy as the classical factorization, is proposed. The last Schur complement will be generated by iterative solver…

Numerical Analysis · Mathematics 2022-08-04 Atsushi Suzuki

We study Kaczmarz type methods to solve consistent linear matrix equations. We first present a block Kaczmarz (BK) method that employs a deterministic cyclic row selection strategy. Assuming that the associated coefficient matrix has full…

Numerical Analysis · Mathematics 2026-02-04 Wenli Wang , Duo Liu , Gangrong Qu , Michiel E. Hochstenbach

The inversion of extremely high order matrices has been a challenging task because of the limited processing and memory capacity of conventional computers. In a scenario in which the data does not fit in memory, it is worth to consider…

Numerical Analysis · Mathematics 2018-05-08 Iria C. S. Cosme , Isaac F. Fernandes , João L. de Carvalho , Samuel Xavier-de-Souza

This article focuses on the problem of reconstructing low-rank matrices from underdetermined measurements using alternating optimization strategies. We endeavour to combine an alternating least-squares based estimation strategy with ideas…

Statistics Theory · Mathematics 2014-07-15 Kezhi Li , Martin Sundin , Cristian R. Rojas , Saikat Chatterjee , Magnus Jansson

Many data-analysis problems involve large dense matrices that describe the covariance of stationary noise processes; the computational cost of inverting these matrices, or equivalently of solving linear systems that contain them, is often a…

Instrumentation and Methods for Astrophysics · Physics 2015-06-22 Rutger van Haasteren , Michele Vallisneri