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The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using…

Optimization and Control · Mathematics 2017-11-10 Guillermo Gallego , Daniel Berjón , Narciso García

Large-scale Markov decision processes (MDPs) require planning algorithms with runtime independent of the number of states of the MDP. We consider the planning problem in MDPs using linear value function approximation with only weak…

Machine Learning · Computer Science 2020-07-14 Roshan Shariff , Csaba Szepesvári

An important class of dynamical systems with several practical applications is linear systems with quadratic outputs. These models have the same state equation as standard linear time-invariant systems but differ in their output equations,…

Systems and Control · Electrical Eng. & Systems 2024-08-13 Umair Zulfiqar , Zhi-Hua Xiao , Qiu-Yan Song , Mohammad Monir Uddin , Victor Sreeram

Enumeration algorithms have been one of recent hot topics in theoretical computer science. Different from other problems, enumeration has many interesting aspects, such as the computation time can be shorter than the total output size, by…

Data Structures and Algorithms · Computer Science 2014-07-16 Takeaki Uno

Projection algorithms are well known for their simplicity and flexibility in solving feasibility problems. They are particularly important in practice due to minimal requirements for software implementation and maintenance. In this work, we…

Optimization and Control · Mathematics 2020-04-14 Minh N. Dao , Hung M. Phan

In this paper, we tackle the problem of automatically generating algorithms for linear algebra operations by taking advantage of problem-specific knowledge. In most situations, users possess much more information about the problem at hand…

Mathematical Software · Computer Science 2012-11-27 Diego Fabregat-Traver , Paolo Bientinesi

In this paper we provide an $\tilde{O}(nd+d^{3})$ time randomized algorithm for solving linear programs with $d$ variables and $n$ constraints with high probability. To obtain this result we provide a robust, primal-dual…

Data Structures and Algorithms · Computer Science 2021-08-24 Jan van den Brand , Yin Tat Lee , Aaron Sidford , Zhao Song

Quantum computing enables the efficient resolution of complex problems, often outperforming classical methods across various applications. In 2009, Harrow, Hassidim and Lloyd proposed an algorithm for solving linear systems of equations,…

We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…

Data Structures and Algorithms · Computer Science 2023-04-06 Mehrdad Ghadiri , Richard Peng , Santosh S. Vempala

We study a version of the randomized Kaczmarz algorithm for solving systems of linear equations where the iterates are confined to the solution space of a selected subsystem. We show that the subspace constraint leads to an accelerated…

Numerical Analysis · Mathematics 2024-06-11 Jackie Lok , Elizaveta Rebrova

We propose a new algorithm to solve sparse linear systems of equations over the integers. This algorithm is based on a $p$-adic lifting technique combined with the use of block matrices with structured blocks. It achieves a sub-cubic…

Symbolic Computation · Computer Science 2007-05-23 Wayne Eberly , Mark Giesbrecht , Pascal Giorgi , Arne Storjohann , Gilles Villard

We observe that any $T(n)$ time algorithm (quantum or classical) for several central linear algebraic problems, such as computing $\det(A)$, $tr(A^3)$, or $tr(A^{-1})$ for an $n \times n$ integer matrix $A$, yields a $O(T(n)) + \tilde…

Data Structures and Algorithms · Computer Science 2025-09-25 Kyle Doney , Cameron Musco

Algorithms with fast convergence, small number of data access, and low per-iteration complexity are particularly favorable in the big data era, due to the demand for obtaining \emph{highly accurate solutions} to problems with \emph{a large…

Machine Learning · Statistics 2016-11-16 Zebang Shen , Hui Qian , Chao Zhang , Tengfei Zhou

We present an efficient algorithm for the application of sequences of planar rotations to a matrix. Applying such sequences efficiently is important in many numerical linear algebra algorithms for eigenvalues. Our algorithm is novel in…

Performance · Computer Science 2024-12-04 Thijs Steel , Julien Langou

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

In this paper we present efficient algorithmic solutions for several constrained resource allocation, management and discovery problems. We consider new types of resource allocation models and constraints, and we present new geometric…

Data Structures and Algorithms · Computer Science 2009-06-09 Mugurel Ionut Andreica , Madalina Ecaterina Andreica , Daniel Ardelean

This paper discusses a special kind of convex constrained optimization problem, whose constraints consist of box inequalities and linear equalities. For this problem, in addition to general optimization algorithms such as exact penalty…

Optimization and Control · Mathematics 2020-04-21 Yue Sun

Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…

Data Structures and Algorithms · Computer Science 2016-11-15 Zeyuan Allen-Zhu , Lorenzo Orecchia

In this paper, combining count sketch and maximal weighted residual Kaczmarz method, we propose a fast randomized algorithm for large overdetermined linear systems. Convergence analysis of the new algorithm is provided. Numerical…

Numerical Analysis · Mathematics 2020-04-07 Yanjun Zhang , Hanyu Li

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

Numerical Analysis · Mathematics 2014-07-01 Gil Shabat , Yaniv Shmueli , Amir Averbuch