Related papers: Randomized Cholesky QR factorizations
The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…
Based on the column pivoted QR decomposition, we propose some randomized algorithms including pass-efficient ones for the generalized CUR decompositions of matrix pair and matrix triplet. Detailed error analyses of these algorithms are…
This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand…
The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this paper, we propose a simple iterative least squares algorithm…
Shor's factorisation algorithm is a combination of classical pre- and post-processing and a quantum period finding (QPF) subroutine which allows an exponential speed up over classical factoring algorithms. We consider the stability of this…
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…
The hierarchical matrix framework partitions matrices into subblocks that are either small or of low numerical rank, enabling linear storage complexity and efficient matrix-vector multiplication. This work focuses on the $H^2$-matrix format…
We introduce a task-parallel algorithm for sparse incomplete Cholesky factorization that utilizes a 2D sparse partitioned-block layout of a matrix. Our factorization algorithm follows the idea of algorithms-by-blocks by using the block…
A novel adaptive Markov chain Monte Carlo algorithm is presented. The algorithm utilizes sparsity in the partial correlation structure of a density to efficiently estimate the covariance matrix through the Cholesky factor of the precision…
The high computational cost involved in modeling of the progressive fracture simulations using large discrete lattice networks stems from the requirement to solve {\it a new large set of linear equations} every time a new lattice bond is…
Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional settings. Compared to penalized least squares, scalable…
Manifold regularization methods for matrix factorization rely on the cluster assumption, whereby the neighborhood structure of data in the input space is preserved in the factorization space. We argue that using the k-neighborhoods of all…
Some new rigorous perturbation bounds for the generalized Cholesky factorization with normwise or componentwise perturbations in the given matrix are obtained, where the componentwise perturbation has the form of backward rounding error for…
As multicore systems continue to gain ground in the High Performance Computing world, linear algebra algorithms have to be reformulated or new algorithms have to be developed in order to take advantage of the architectural features on these…
One-parameter interpolations between any two unitary matrices (e.g., quantum gates) $U_1$ and $U_2$ along efficient paths contained in the unitary group are constructed. Motivated by applications, we propose the continuous unitary path…
This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian…
We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of…
Integral equations are commonly encountered when solving complex physical problems. Their discretization leads to a dense kernel matrix that is block or hierarchically low-rank. This paper proposes a new way to build a low-rank…
We consider a version of Shor's quantum factoring algorithm such that the quantum Fourier transform is replaced by an extremely simple one where decomposition coefficients take only the values of $1,i,-1,-i$. In numerous calculations which…
The successful implementation of algorithms on quantum processors relies on the accurate control of quantum bits (qubits) to perform logic gate operations. In this era of noisy intermediate-scale quantum (NISQ) computing, systematic…