Related papers: Divide and conquer methods for functions of matric…
This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…
Low rank matrix approximation is a popular topic in machine learning. In this paper, we propose a new algorithm for this topic by minimizing the least-squares estimation over the Riemannian manifold of fixed-rank matrices. The algorithm is…
In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…
Many algorithms in scientific computing and data science take advantage of low-rank approximation of matrices and kernels, and understanding why nearly-low-rank structure occurs is essential for their analysis and further development. This…
The problem of approximating a matrix by a low-rank one has been extensively studied. This problem assumes, however, that the whole matrix has a low-rank structure. This assumption is often false for real-world matrices. We consider the…
Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…
We consider the learning of algorithmic tasks by mere observation of input-output pairs. Rather than studying this as a black-box discrete regression problem with no assumption whatsoever on the input-output mapping, we concentrate on tasks…
In this paper, we consider networks with topologies described by some connected undirected graph ${\mathcal{G}}=(V, E)$ and with some agents (fusion centers) equipped with processing power and local peer-to-peer communication, and…
New algorithms are proposed for the Tucker approximation of a 3-tensor, that access it using only the tensor-by-vector-by-vector multiplication subroutine. In the matrix case, Krylov methods are methods of choice to approximate the dominant…
We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…
The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…
The multiplication of matrices is an important arithmetic operation in computational mathematics. In the context of hierarchical matrices, this operation can be realized by the multiplication of structured block-wise low-rank matrices,…
In this paper, we propose a new splitting algorithm for dynamical low-rank approximation motivated by the fibre bundle structure of the set of fixed rank matrices. We first introduce a geometric description of the set of fixed rank matrices…
EigenDecomposition (ED) is at the heart of many computer vision algorithms and applications. One crucial bottleneck limiting its usage is the expensive computation cost, particularly for a mini-batch of matrices in deep neural networks. Our…
A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…
We propose a divide-and-conquer algorithm to find recursively the Scattering matrix of general tight-binding structures. The Scattering matrix allows a direct calculation of transport properties in mesoscopic systems by using the Landauer…
We consider an effective new method for solving trust-region and norm-regularization problems that arise as subproblems in many optimization applications. We show that the solutions to such subproblems effectively lie in a…
CUR and low-rank approximations are among most fundamental subjects of numerical linear algebra, with a wide range of applications to a variety of highly important areas of modern computing, which range from the machine learning theory and…
Low-rank Krylov methods are one of the few options available in the literature to address the numerical solution of large-scale general linear matrix equations. These routines amount to well-known Krylov schemes that have been equipped with…
An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…