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The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

We describe a method for fast approximation of sparse coding. The input space is subdivided by a binary decision tree, and we simultaneously learn a dictionary and assignment of allowed dictionary elements for each leaf of the tree. We…

Computer Vision and Pattern Recognition · Computer Science 2015-06-09 Arthur Szlam , Karol Gregor , Yann LeCun

Computing the convolution $A\star B$ of two length-$n$ integer vectors $A,B$ is a core problem in several disciplines. It frequently comes up in algorithms for Knapsack, $k$-SUM, All-Pairs Shortest Paths, and string pattern matching…

Data Structures and Algorithms · Computer Science 2021-07-19 Karl Bringmann , Nick Fischer , Vasileios Nakos

We present an algorithm computing the determinant of an integer matrix A. The algorithm is introspective in the sense that it uses several distinct algorithms that run in a concurrent manner. During the course of the algorithm partial…

Symbolic Computation · Computer Science 2008-09-04 Jean-Guillaume Dumas , Anna Urbanska

Can linear systems be solved faster than matrix multiplication? While there has been remarkable progress for the special cases of graph structured linear systems, in the general setting, the bit complexity of solving an $n \times n$ linear…

Data Structures and Algorithms · Computer Science 2021-01-08 Richard Peng , Santosh Vempala

Recently there has been much interest in "sparsifying" sums of rank one matrices: modifying the coefficients such that only a few are nonzero, while approximately preserving the matrix that results from the sum. Results of this sort have…

Discrete Mathematics · Computer Science 2018-01-30 Marcel K. de Carli Silva , Nicholas J. A. Harvey , Cristiane M. Sato

This is the second of two papers to describe a matrix sparsification algorithm that takes a general real or complex matrix as input and produces a sparse output matrix of the same size. The first paper presented the original algorithm, its…

Numerical Analysis · Mathematics 2013-04-29 Chetan Jhurani

Algorithmic Gaussianization is a phenomenon that can arise when using randomized sketching or sampling methods to produce smaller representations of large datasets: For certain tasks, these sketched representations have been observed to…

Machine Learning · Computer Science 2023-07-28 Michał Dereziński

We introduce a randomized algorithm for computing the minimal-norm solution to an underdetermined system of linear equations. Given an arbitrary full-rank m x n matrix A with m<n, any m x 1 vector b, and any positive real number epsilon…

Numerical Analysis · Computer Science 2009-09-08 Mark Tygert

We propose an algorithm for rotational sparse coding along with an efficient implementation using steerability. Sparse coding (also called dictionary learning) is an important technique in image processing, useful in inverse problems,…

Image and Video Processing · Electrical Eng. & Systems 2020-01-31 Michael T. McCann , Vincent Andrearczyk , Michael Unser , Adrien Depeursinge

We present a fast and approximate multifrontal solver for large-scale sparse linear systems arising from finite-difference, finite-volume or finite-element discretization of high-frequency wave equations. The proposed solver leverages the…

Mathematical Software · Computer Science 2021-10-19 Yang Liu , Pieter Ghysels , Lisa Claus , Xiaoye Sherry Li

A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…

Numerical Analysis · Mathematics 2019-07-17 Maximilian Bochmann , Lutz Kämmerer , Daniel Potts

In this paper, we consider the problem of obtaining the best $k$-sparse solution of $Ax=y$ subject to the constraint that the columns of $A$ are orthogonal. The naive approach for obtaining a solution to this problem has exponential…

Other Statistics · Statistics 2012-04-11 Phanindra V. Jampana , Sastry S. Challa

We present a fast sparse matrix permutation algorithm tailored to linear systems arising from triangle meshes. Our approach produces nested-dissection-style permutations while significantly reducing permutation runtime overhead. Rather than…

Sparsity-based methods are widely used in machine learning, statistics, and signal processing. There is now a rich class of structured sparsity approaches that expand the modeling power of the sparsity paradigm and incorporate constraints…

Data Structures and Algorithms · Computer Science 2017-12-22 Aleksander Mądry , Slobodan Mitrović , Ludwig Schmidt

We give an efficient algorithm for finding sparse approximate solutions to linear systems of equations with nonnegative coefficients. Unlike most known results for sparse recovery, we do not require {\em any} assumption on the matrix other…

Data Structures and Algorithms · Computer Science 2015-01-09 Aditya Bhaskara , Ananda Theertha Suresh , Morteza Zadimoghaddam

Fast linear transforms are ubiquitous in machine learning, including the discrete Fourier transform, discrete cosine transform, and other structured transformations such as convolutions. All of these transforms can be represented by dense…

Machine Learning · Computer Science 2021-01-01 Tri Dao , Albert Gu , Matthew Eichhorn , Atri Rudra , Christopher Ré

A simple sparse coding mechanism appears in the sensory systems of several organisms: to a coarse approximation, an input $x \in \R^d$ is mapped to much higher dimension $m \gg d$ by a random linear transformation, and is then sparsified by…

Neural and Evolutionary Computing · Computer Science 2020-06-09 Sanjoy Dasgupta , Christopher Tosh

For every fixed constant $\alpha > 0$, we design an algorithm for computing the $k$-sparse Walsh-Hadamard transform of an $N$-dimensional vector $x \in \mathbb{R}^N$ in time $k^{1+\alpha} (\log N)^{O(1)}$. Specifically, the algorithm is…

Information Theory · Computer Science 2015-04-30 Mahdi Cheraghchi , Piotr Indyk