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The Kaczmarz method is an algorithm for finding the solution to an overdetermined consistent system of linear equations Ax=b by iteratively projecting onto the solution spaces. The randomized version put forth by Strohmer and Vershynin…
Linear regression is a widely used technique to fit linear models and finds widespread applications across different areas such as machine learning and statistics. In most real-world scenarios, however, linear regression problems are often…
Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…
This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…
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…
The complexity of matrix multiplication is a central topic in computer science. While the focus has traditionally been on exact algorithms, a long line of literature also considers randomized algorithms, which return an approximate solution…
Kernel Regularized Least Squares (KRLS) is a popular method for flexibly estimating models that may have complex relationships between variables. However, its usefulness to many researchers is limited for two reasons. First, existing…
The generalized eigenvalue (GE) problems are of particular importance in various areas of science engineering and machine learning. We present a variational quantum algorithm for finding the desired generalized eigenvalue of the GE problem,…
The computation of stationary distributions of Markov chains is an important task in the simulation of stochastic models. The linear systems arising in such applications involve non-symmetric M-matrices, making algebraic multigrid methods a…
In the last decade, tensors have shown their potential as valuable tools for various tasks in numerical linear algebra. While most of the research has been focusing on how to compress a given tensor in order to maintain information as well…
Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…
Space-efficient streaming estimation of quantiles in massive datasets is a fundamental problem with numerous applications in data monitoring and analysis. While theoretical research led to optimal algorithms, such as the Greenwald-Khanna…
Gaussian Markov random fields are used in a large number of disciplines in machine vision and spatial statistics. The models take advantage of sparsity in matrices introduced through the Markov assumptions, and all operations in inference…
Kernel Ridge Regression (KRR) is a simple yet powerful technique for non-parametric regression whose computation amounts to solving a linear system. This system is usually dense and highly ill-conditioned. In addition, the dimensions of the…
Randomized methods such as PRM and RRT are widely used in motion planning. However, in some cases, their running-time suffers from inherent instability, leading to ``catastrophic'' performance even for relatively simple instances. We apply…
A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…
This paper has proposed the GMRES that augments Krylov subspaces with a set of approximate right singular vectors. The proposed method suppresses the error norms of a linear system of equations. Numerical experiments comparing the proposed…
Sparse linear regression is one of the classic problems in the field of statistics, which has deep connections and high intersections with optimization, computation, and machine learning. To address the effective handling of…
We present a new framework for the analysis and design of randomized algorithms for solving various types of linear systems, including consistent or inconsistent, full rank or rank-deficient. Our method is formulated with four randomized…
The present paper gives a review of our recent progress and latest results for novel linear-algebraic algorithms and its application to large-scale quantum material simulations or electronic structure calculations. The algorithms are…