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A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…

Information Theory · Computer Science 2019-04-30 Sajad Daei , Arash Amini , Farzan Haddadi

An extremely common bottleneck encountered in statistical learning algorithms is inversion of huge covariance matrices, examples being in evaluating Gaussian likelihoods for a large number of data points. We propose general parallel…

Methodology · Statistics 2013-12-09 Anjishnu Banerjee , Joshua Vogelstein , David Dunson

Reed-Muller codes are among the most important classes of locally correctable codes. Currently local decoding of Reed-Muller codes is based on decoding on lines or quadratic curves to recover one single coordinate. To recover multiple…

Information Theory · Computer Science 2019-05-13 Ronald Cramer , Chaoping Xing , Chen Yuan

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample…

Machine Learning · Statistics 2017-03-06 Rui Zhu , Di Niu , Linglong Kong , Zongpeng Li

Recently, codes in the sum-rank metric attracted attention due to several applications in e.g. multishot network coding, distributed storage and quantum-resistant cryptography. The sum-rank analogs of Reed-Solomon and Gabidulin codes are…

Information Theory · Computer Science 2022-09-07 Felicitas Hörmann , Hannes Bartz

We give an algorithm for computing approximate PSD factorizations of nonnegative matrices. The running time of the algorithm is polynomial in the dimensions of the input matrix, but exponential in the PSD rank and the approximation error.…

Data Structures and Algorithms · Computer Science 2016-02-25 Amitabh Basu , Michael Dinitz , Xin Li

This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…

Optimization and Control · Mathematics 2018-03-20 Ying Cui , Defeng Sun , Kim-Chuan Toh

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

This paper has two contributions. First, we propose a novel coded matrix multiplication technique called Generalized PolyDot codes that advances on existing methods for coded matrix multiplication under storage and communication…

Information Theory · Computer Science 2018-11-28 Sanghamitra Dutta , Ziqian Bai , Haewon Jeong , Tze Meng Low , Pulkit Grover

Sparse and low rank tensor recovery has emerged as a significant area of research with applications in many fields such as computer vision. However, minimizing the $\ell_0$-norm of a vector or the rank of a matrix is NP-hard. Instead, their…

Optimization and Control · Mathematics 2024-04-23 Katherine Henneberger , Jing Qin

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…

Machine Learning · Computer Science 2014-05-15 Moritz Hardt

Distributed matrix multiplication is widely used in several scientific domains. It is well recognized that computation times on distributed clusters are often dominated by the slowest workers (called stragglers). Recent work has…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-11-08 Li Tang , Konstantinos Konstantinidis , Aditya Ramamoorthy

Many data analysis applications deal with large matrices and involve approximating the matrix using a small number of ``components.'' Typically, these components are linear combinations of the rows and columns of the matrix, and are thus…

Data Structures and Algorithms · Computer Science 2007-08-29 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

In this paper, we consider a secure multi-party computation problem (MPC), where the goal is to offload the computation of an arbitrary polynomial function of some massive private matrices (inputs) to a cluster of workers. The workers are…

Information Theory · Computer Science 2020-09-16 Hanzaleh Akbari Nodehi , Mohammad Ali Maddah-Ali

This article presents a new algorithm to find MDS matrices that are well suited for use as a diffusion layer in lightweight block ciphers. Using an recursive construction, it is possible to obtain matrices with a very compact description.…

Cryptography and Security · Computer Science 2013-05-16 Daniel Augot , Matthieu Finiasz

This paper introduces a new Monte Carlo algorithm to invert large matrices. It is based on simultaneous coupled draws from two random vectors whose covariance is the required inverse. It can be considered a generalization of a previously…

Data Structures and Algorithms · Computer Science 2025-10-20 L. A. Garcia-Cortes , C. Cabrillo

Matrix sketching is a recently developed data compression technique. An input matrix A is efficiently approximated with a smaller matrix B, so that B preserves most of the properties of A up to some guaranteed approximation ratio. In so…

Machine Learning · Statistics 2019-12-03 Roberta Falcone , Angela Montanari , Laura Anderlucci

Inverse Vandermonde matrix calculation is a long-standing problem to solve nonsingular linear system $Vc=b$ where the rows of a square matrix $V$ are constructed by progression of the power polynomials. It has many applications in…

Numerical Analysis · Mathematics 2019-09-19 Mahdi S. Hosseini , Alfred Chen , Konstantinos N. Plataniotis