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Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…
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…
We present an approach to decomposition and factor analysis of matrices with ordinal data. The matrix entries are grades to which objects represented by rows satisfy attributes represented by columns, e.g. grades to which an image is red, a…
We consider an optimization problem related to semi-active damping of vibrating systems. The main problem is to determine the best damping matrix able to minimize influence of the input on the output of the system. We use a minimization…
High order exponential integrators require computing linear combination of exponential like $\varphi$-functions of large matrices $A$ times a vector $v$. Krylov projection methods are the most general and remain an efficient choice for…
In this paper, we propose a distributed stochastic second-order proximal method that enables agents in a network to cooperatively minimize the sum of their local loss functions without any centralized coordination. The proposed algorithm,…
The CUR matrix decomposition and the Nystr\"{o}m approximation are two important low-rank matrix approximation techniques. The Nystr\"{o}m method approximates a symmetric positive semidefinite matrix in terms of a small number of its…
Update formulas for the Hessian approximations in quasi-Newton methods such as BFGS can be derived as analytical solutions to certain nearest-matrix problems. In this article, we propose a similar idea for deriving new limited memory…
We describe a randomized algorithm for producing a near-optimal hierarchical off-diagonal low-rank (HODLR) approximation to an $n\times n$ matrix $\mathbf{A}$, accessible only though matrix-vector products with $\mathbf{A}$ and…
The problem of minimizing the maximum of $N$ convex, Lipschitz functions plays significant roles in optimization and machine learning. It has a series of results, with the most recent one requiring $O(N\epsilon^{-2/3} + \epsilon^{-8/3})$…
Given a query and dataset, the optimal way of answering the query is to make use all the information available. Modern LLMs exhibit impressive ability to memorize training data, but data not deemed important during training is forgotten,…
Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…
We present an adaptive imaging technique that optically computes a low-rank approximation of a scene's hyperspectral image, conceptualized as a matrix. Central to the proposed technique is the optical implementation of two measurement…
Computation of the trace of a matrix function plays an important role in many scientific computing applications, including applications in machine learning, computational physics (e.g., lattice quantum chromodynamics), network analysis and…
We give a simple and natural method for computing approximately optimal solutions for minimizing a convex function $f$ over a convex set $K$ given by a separation oracle. Our method utilizes the Frank--Wolfe algorithm over the cone of valid…
In this paper, we propose a new choice of poles to define reliable rational Krylov methods. These methods are used for approximating function of positive definite matrices. In particular, the fractional power and the fractional resolvent…
Low-rank matrix approximation is a fundamental tool in data analysis for processing large datasets, reducing noise, and finding important signals. In this work, we present a novel truncated LU factorization called Spectrum-Revealing LU…
In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…
We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…
The Universal Operator Growth Hypothesis formulates time evolution of operators through Lanczos coefficients. In practice, however, numerical instability and memory cost limit the number of coefficients that can be computed exactly. In…