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The computation of a matrix function $f(A)$ is an important task in scientific computing appearing in machine learning, network analysis and the solution of partial differential equations. In this work, we use only matrix-vector products…

Numerical Analysis · Mathematics 2026-03-03 Taejun Park , Yuji Nakatsukasa

We introduce the Fast Free Memory method (FFM), a new fast method for the numerical evaluation of convolution products. Inheriting from the Fast Multipole Method, the FFM is a descent-only and kernel-independent algorithm. We give the…

Numerical Analysis · Mathematics 2019-09-13 Matthieu Aussal , Marc Bakry

This paper addresses matrix approximation problems for matrices that are large, sparse and/or that are representations of large graphs. To tackle these problems, we consider algorithms that are based primarily on coarsening techniques,…

Numerical Analysis · Computer Science 2018-10-03 Shashanka Ubaru , Yousef Saad

To analyze the abundance of multidimensional data, tensor-based frameworks have been developed. Traditionally, the matrix singular value decomposition (SVD) is used to extract the most dominant features from a matrix containing the…

Machine Learning · Computer Science 2021-11-02 Katherine Keegan , Tanvi Vishwanath , Yihua Xu

This paper presents a product to sum approach for a fast and efficient matrix filling in a hierarchical finite-element method (FEM). Due to the existence of a coupling factor arising from the material and Jacobian inhomogeneities in curved…

Numerical Analysis · Mathematics 2017-03-29 Ehsan Khodapanah

Vortex element methods are often used to efficiently simulate incompressible flows using Lagrangian techniques. Use of the FMM (Fast Multipole Method) allows considerable speed up of both velocity evaluation and vorticity evolution terms in…

Computational Physics · Physics 2015-06-03 Nail A. Gumerov , Ramani Duraiswami

State estimates from weak constraint 4D-Var data assimilation can vary significantly depending on the data and model error covariances. As a result, the accuracy of these estimates heavily depends on the correct specification of both model…

Methodology · Statistics 2025-04-28 Sandra R. Babyale , Jodi Mead , Donna Calhoun , Patricia O. Azike

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

The dramatically growing availability of observational data is being witnessed in various domains of science and technology, which facilitates the study of causal inference. However, estimating treatment effects from observational data is…

Machine Learning · Statistics 2021-06-08 Zhixuan Chu , Stephen L. Rathbun , Sheng Li

Real-world data such as digital images, MRI scans and electroencephalography signals are naturally represented as matrices with structural information. Most existing classifiers aim to capture these structures by regularizing the regression…

Machine Learning · Statistics 2018-12-31 Yunfei Ye , Dong Han

As the severity and occurrence of flood events tend to intensify with climate change, the need for flood forecasting capability increases. In this regard, the Flood Detection, Alert and rapid Mapping (FloodDAM) project, funded by Space for…

Image and Video Processing · Electrical Eng. & Systems 2023-01-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Christophe Fatras , Peter Kettig , Gwendoline Blanchet , Santiago Pena Luque , Simon Baillarin

Vectors of data are at the heart of machine learning and data mining. Recently, vector quantization methods have shown great promise in reducing both the time and space costs of operating on vectors. We introduce a vector quantization…

Performance · Computer Science 2017-07-03 Davis W Blalock , John V Guttag

The fast multipole method (FMM) performs fast approximate kernel summation to a specified tolerance $\epsilon$ by using a hierarchical division of the domain, which groups source and receiver points into regions that satisfy local…

Numerical Analysis · Computer Science 2012-04-17 Yuancheng Luo , Ramani Duraiswami

Factorizing a large matrix into small matrices is a popular strategy for model compression. Singular value decomposition (SVD) plays a vital role in this compression strategy, approximating a learned matrix with fewer parameters. However,…

Machine Learning · Computer Science 2022-07-04 Yen-Chang Hsu , Ting Hua , Sungen Chang , Qian Lou , Yilin Shen , Hongxia Jin

We propose a novel framework for analyzing multivariate time series (MTS) data by integrating non-negative matrix factorization (NMF) with vector autoregression (VAR). Termed NMF-VAR, this method models the coefficient matrix of NMF as a…

Methodology · Statistics 2025-09-08 Kenichi Satoh

Given multiple time series data, how can we efficiently find latent patterns in an arbitrary time range? Singular value decomposition (SVD) is a crucial tool to discover hidden factors in multiple time series data, and has been used in many…

Numerical Analysis · Computer Science 2018-12-21 Jun-Gi Jang , Dongjin Choi , Jinhong Jung , U Kang

Data assimilation is a vital component in modern global medium-range weather forecasting systems to obtain the best estimation of the atmospheric state by combining the short-term forecast and observations. Recently, AI-based data…

Machine Learning · Computer Science 2024-06-05 Kun Chen , Tao Chen , Peng Ye , Hao Chen , Kang Chen , Tao Han , Wanli Ouyang , Lei Bai

We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

Methodology · Statistics 2011-12-13 Dan Yang , Zongming Ma , Andreas Buja

Methods to deal with systematic model errors are an increasingly important component of modern data assimilation systems and their effectiveness has increased in recent years thanks to advances in methodology and the quality and density of…

Applications · Statistics 2022-09-26 Massimo Bonavita , Patrick Laloyaux

We consider a fast, data-sparse directional method to realize matrix-vector products related to point evaluations of the Helmholtz kernel. The method is based on a hierarchical partitioning of the point sets and the matrix. The considered…

Numerical Analysis · Mathematics 2021-01-08 Günther Of , Raphael Watschinger