Related papers: Exact Matrix Factorization Updates for Nonlinear P…

Fill-ins are new nonzero elements in the summation of the upper and lower triangular factors generated during LU factorization. For large sparse matrices, they will increase the memory usage and computational time, and be reduced through…

Prior to computing the Cholesky factorization of a sparse, symmetric positive definite matrix, a reordering of the rows and columns is computed so as to reduce both the number of fill elements in Cholesky factor and the number of arithmetic…

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

LU-factorization of matrices is one of the fundamental algorithms of linear algebra. The widespread use of supercomputers with distributed memory requires a review of traditional algorithms, which were based on the common memory of a…

Many matrices appearing in numerical methods for partial differential equations and integral equations are rank-structured, i.e., they contain submatrices that can be approximated by matrices of low rank. A relatively general class of…

In this paper, we study the general problem of optimizing a convex function $F(L)$ over the set of $p \times p$ matrices, subject to rank constraints on $L$. However, existing first-order methods for solving such problems either are too…

We introduce a new algorithm and software for solving linear equations in symmetric diagonally dominant matrices with non-positive off-diagonal entries (SDDM matrices), including Laplacian matrices. We use pre-conditioned conjugate gradient…

Square matrices appear in many machine learning problems and models. Optimization over a large square matrix is expensive in memory and in time. Therefore an economic approximation is needed. Conventional approximation approaches factorize…

The algorithms in the current sequential numerical linear algebra libraries (e.g. LAPACK) do not parallelize well on multicore architectures. A new family of algorithms, the tile algorithms, has recently been introduced. Previous research…

In this paper we consider a general matrix factorization model which covers a large class of existing models with many applications in areas such as machine learning and imaging sciences. To solve this possibly nonconvex, nonsmooth and…

Rearranging the rows or columns of a sparse matrix using an appropriate ordering can significantly reduce fill-ins, i.e., new nonzeros introduced during matrix factorization, decreasing memory usage and runtime. However, finding an ordering…

Nowadays, the availability of large-scale data in disparate application domains urges the deployment of sophisticated tools for extracting valuable knowledge out of this huge bulk of information. In that vein, low-rank representations…

This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…

The matrix LU factorization algorithm is a fundamental algorithm in linear algebra. We propose a generalization of the LU and LEU algorithms to accommodate the case of a commutative domain and its field of quotients. This algorithm…

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Rank regularized minimization problem is an ideal model for the low-rank matrix completion/recovery problem. The matrix factorization approach can transform the high-dimensional rank regularized problem to a low-dimensional factorized…

Nonnegative matrix factorization (NMF) is an emerging technique with a wide spectrum of potential applications in data analysis. Mathematically, NMF can be formulated as a minimization problem with nonnegative constraints. This problem is…

We propose two novel techniques for overcoming load-imbalance encountered when implementing so-called look-ahead mechanisms in relevant dense matrix factorizations for the solution of linear systems. Both techniques target the scenario…

This article proposes and analyzes several variants of the randomized Cholesky QR factorization of a matrix $X$. Instead of computing the R factor from $X^T X$, as is done by standard methods, we obtain it from a small, efficiently…

We introduce the sparsified Cholesky and sparsified multigrid algorithms for solving systems of linear equations. These algorithms accelerate Gaussian elimination by sparsifying the nonzero matrix entries created by the elimination process.…