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In this paper, we study the problem of approximately computing the product of two real matrices. In particular, we analyze a dimensionality-reduction-based approximation algorithm due to Sarlos [1], introducing the notion of nuclear rank as…

Statistics Theory · Mathematics 2014-04-01 Anastasios Kyrillidis , Michail Vlachos , Anastasios Zouzias

Given a positive definite covariance matrix $\widehat \Sigma$, we strive to construct an optimal \emph{approximate} factor analysis model $HH^\top +D$, with $H$ having a prescribed number of columns and $D>0$ diagonal. The optimality…

Probability · Mathematics 2023-02-27 Lorenzo Finesso , Peter Spreij

We examine the problem of approximating, in the Frobenius-norm sense, a positive, semidefinite symmetric matrix by a rank-one matrix, with an upper bound on the cardinality of its eigenvector. The problem arises in the decomposition of a…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Alexandre d'Aspremont , Laurent El Ghaoui , Michael I. Jordan , Gert R. G. Lanckriet

Submodular functions and their optimization have found applications in diverse settings ranging from machine learning and data mining to game theory and economics. In this work, we consider the constrained maximization of a submodular…

Data Structures and Algorithms · Computer Science 2025-07-15 Moran Feldman , Alan Kuhnle

Submodular maximization constitutes a prominent research topic in combinatorial optimization and theoretical computer science, with extensive applications across diverse domains. While substantial advancements have been achieved in…

Data Structures and Algorithms · Computer Science 2026-03-17 Shengminjie Chen , Yiwei Gao , Kaifeng Lin , Xiaoming Sun , Jialin Zhang

Approximate morphisms have seen significant study across many areas of mathematics, for instance, in the theory of Absolute (Neighborhood) Retracts in topology, or of almost-commuting unitary matrices in analysis. This paper initiates study…

Operator Algebras · Mathematics 2026-01-14 Samantha Pilgrim

This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…

Econometrics · Economics 2024-10-21 Jungjun Choi , Hyukjun Kwon , Yuan Liao

In this paper, we prove that any collocation matrix of Bessel polynomials at positive points is strictly totally positive, that is, all its minors are positive. Moreover, an accurate method to construct the bidiagonal factorization of these…

Numerical Analysis · Mathematics 2025-01-20 Jorge Delgado , Héctor Orera , Juan Manuel Peña

Sylvester's criterion characterizes positive definite (PD) and positive semidefinite (PSD) matrices without the need of eigendecomposition. It states that a symmetric matrix is PD if and only if all of its leading principal minors are…

Rings and Algebras · Mathematics 2025-01-03 Mingrui Zhang , Peng Ding

By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…

Functional Analysis · Mathematics 2019-01-11 R. N. Gumerov , A. S. Sharafutdinov

We continue studying the problem of analytic approximation of matrix functions. We introduce the notion of a partial canonical factorization of a badly approximable matrix function $\Phi$ and the notion of a canonical factorization of a…

Functional Analysis · Mathematics 2007-05-23 R. B. Alexeev , V. V. Peller

The Lasserre hierarchy is a systematic procedure for constructing a sequence of increasingly tight relaxations that capture the convex formulations used in the best available approximation algorithms for a wide variety of optimization…

Data Structures and Algorithms · Computer Science 2014-04-03 Monaldo Mastrolilli

The problem of reconstructing functions from their asymptotic expansions in powers of a small variable is addressed by deriving a novel type of approximants. The derivation is based on the self-similar approximation theory, which presents…

Statistical Mechanics · Physics 2009-11-07 S. Gluzman , V. I. Yukalov , D. Sornette

The girth of a matrix is the least number of linearly dependent columns, in contrast to the rank which is the largest number of linearly independent columns. This paper considers the construction of {\it high-girth} matrices, whose…

Information Theory · Computer Science 2015-02-06 Emmanuel Abbe , Yuval Wigderson

In this paper we provide an identity between determinant and generalized matrix function. Also, a criterion of positive semi-definite matrices affirming the permanent dominant conjecture is given. As a consequence, infinitely many infinite…

Rings and Algebras · Mathematics 2023-11-01 Kijti Rodtes

We consider the problem of approximating a given matrix by a low-rank matrix so as to minimize the entrywise $\ell_p$-approximation error, for any $p \geq 1$; the case $p = 2$ is the classical SVD problem. We obtain the first provably good…

Data Structures and Algorithms · Computer Science 2017-05-19 Flavio Chierichetti , Sreenivas Gollapudi , Ravi Kumar , Silvio Lattanzi , Rina Panigrahy , David P. Woodruff

We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems…

Optimization and Control · Mathematics 2010-11-29 Guillaume Sagnol

We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…

Machine Learning · Computer Science 2013-06-05 Alex Gittens , Michael W. Mahoney

To give vector-based representations of meaning more structure, one approach is to use positive semidefinite (psd) matrices. These allow us to model similarity of words as well as the hyponymy or is-a relationship. Psd matrices can be…

Computation and Language · Computer Science 2020-06-01 Gemma De las Cuevas , Andreas Klingler , Martha Lewis , Tim Netzer

We study the problem of maximizing constrained non-monotone submodular functions and provide approximation algorithms that improve existing algorithms in terms of either the approximation factor or simplicity. Our algorithms combine…

Data Structures and Algorithms · Computer Science 2016-03-01 Salman Fadaei , MohammadAmin Fazli , MohammadAli Safari