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Perturbing a deterministic $n$-dimensional matrix with small Gaussian noise is a cornerstone of smoothed analysis of algorithms [Spielman and Teng, JACM 2004], as it reduces the condition number of the input to $O(n)$, and with it the…

Data Structures and Algorithms · Computer Science 2026-04-28 Shabarish Chenakkod , Michał Dereziński , Xiaoyu Dong , Mark Rudelson

This paper presents an adaptive randomized algorithm for computing the butterfly factorization of a $m\times n$ matrix with $m\approx n$ provided that both the matrix and its transpose can be rapidly applied to arbitrary vectors. The…

Numerical Analysis · Mathematics 2020-02-11 Yang Liu , Xin Xing , Han Guo , Eric Michielssen , Pieter Ghysels , Xiaoye Sherry Li

Solving a Poisson equation is generally reduced to solving a linear system with a coefficient matrix $A$ of entries $a_{ij}$, $i,j=1,2,...,n$, from the discretized Poisson equation. Although the variational quantum algorithms are promising…

Quantum Physics · Physics 2023-09-25 Hui-Min Li , Zhi-Xi Wang , Shao-Ming Fei

For a large Hermitian matrix $A\in \mathbb{C}^{N\times N}$, it is often the case that the only affordable operation is matrix-vector multiplication. In such case, randomized method is a powerful way to estimate the spectral density (or…

Numerical Analysis · Mathematics 2015-11-24 Lin Lin

We give two algorithms for output-sparse matrix multiplication (OSMM), the problem of multiplying two $n \times n$ matrices $A, B$ when their product $AB$ is promised to have at most $O(n^{\delta})$ many non-zero entries for a given value…

Data Structures and Algorithms · Computer Science 2025-08-15 Huck Bennett , Karthik Gajulapalli , Alexander Golovnev , Evelyn Warton

In second-order optimization, a potential bottleneck can be computing the Hessian matrix of the optimized function at every iteration. Randomized sketching has emerged as a powerful technique for constructing estimates of the Hessian which…

Optimization and Control · Mathematics 2021-07-16 Michał Dereziński , Jonathan Lacotte , Mert Pilanci , Michael W. Mahoney

Given an $n$-length input signal $\mbf{x}$, it is well known that its Discrete Fourier Transform (DFT), $\mbf{X}$, can be computed in $O(n \log n)$ complexity using a Fast Fourier Transform (FFT). If the spectrum $\mbf{X}$ is exactly…

Data Structures and Algorithms · Computer Science 2015-01-27 Sameer Pawar , Kannan Ramchandran

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

Randomized algorithms in numerical linear algebra can be fast, scalable and robust. This paper examines the effect of sketching on the right singular vectors corresponding to the smallest singular values of a tall-skinny matrix. We analyze…

Numerical Analysis · Mathematics 2023-05-29 Yuji Nakatsukasa , Taejun Park

Artificial intelligence workloads, especially transformer models, exhibit emergent sparsity in which computations perform selective sparse access to dense data. The workloads are inefficient on hardware designed for dense computations and…

Data Structures and Algorithms · Computer Science 2024-02-23 Brian Wheatman , Meghana Madhyastha , Randal Burns

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

Let $A \in \{0,1\}^{n \times n}$ be a matrix with $z$ zeroes and $u$ ones and $x$ be an $n$-dimensional vector of formal variables over a semigroup $(S, \circ)$. How many semigroup operations are required to compute the linear operator…

Computational Complexity · Computer Science 2019-01-07 Alexander S. Kulikov , Ivan Mikhailin , Andrey Mokhov , Vladimir Podolskii

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Artificial Intelligence · Computer Science 2011-11-10 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

We consider the well-studied Sparse Fourier transform problem, where one aims to quickly recover an approximately Fourier $k$-sparse vector $\widehat{x} \in \mathbb{C}^{n^d}$ from observing its time domain representation $x$. In the exact…

Data Structures and Algorithms · Computer Science 2023-01-24 Karl Bringmann , Michael Kapralov , Mikhail Makarov , Vasileios Nakos , Amir Yagudin , Amir Zandieh

In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called…

Numerical Analysis · Mathematics 2020-06-24 Lutz Kämmerer , Felix Krahmer , Toni Volkmer

We present a general method of designing fast approximation algorithms for cut-based minimization problems in undirected graphs. In particular, we develop a technique that given any such problem that can be approximated quickly on trees,…

Data Structures and Algorithms · Computer Science 2010-11-09 Aleksander Madry

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

We analyze a sublinear RAlSFA (Randomized Algorithm for Sparse Fourier Analysis) that finds a near-optimal B-term Sparse Representation R for a given discrete signal S of length N, in time and space poly(B,log(N)), following the approach…

Numerical Analysis · Mathematics 2007-05-23 Jing Zou , Anna Gilbert , Martin Strauss , Ingrid Daubechies

In this paper, we consider the extensively studied problem of computing a $k$-sparse approximation to the $d$-dimensional Fourier transform of a length $n$ signal. Our algorithm uses $O(k \log k \log n)$ samples, is dimension-free, operates…

Data Structures and Algorithms · Computer Science 2019-09-26 Vasileios Nakos , Zhao Song , Zhengyu Wang

In this paper, we study the nonnegative matrix factorization problem under the separability assumption (that is, there exists a cone spanned by a small subset of the columns of the input nonnegative data matrix containing all columns),…

Machine Learning · Statistics 2014-04-07 Nicolas Gillis , Stephen A. Vavasis