Related papers: Double precision is not necessary for LSQR for sol…
Current uncertainty quantification is memory and compute expensive, which hinders practical uptake. To counter, we develop Sketched Lanczos Uncertainty (SLU): an architecture-agnostic uncertainty score that can be applied to pre-trained…
Networked systems usually face different random uncertainties that make the performance of the least-squares (LS) linear filter decline significantly. For this reason, great attention has been paid to the search for other kinds of…
We develop three new methods to implement any Linear Combination of Unitaries (LCU), a powerful quantum algorithmic tool with diverse applications. While the standard LCU procedure requires several ancilla qubits and sophisticated…
For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by Gaussian white noise, the Lanczos bidiagonalization based Krylov solver LSQR and its mathematically equivalent CGLS, the Conjugate…
Solving large-scale Partial Differential Equations (PDEs) on complex three-dimensional geometries represents a central challenge in scientific and engineering computing, often impeded by expensive pre-processing stages and substantial…
We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…
The advancements of hardware technology in recent years has brought many possibilities for low-precision applications. However, the use of low precision can introduce significant computational errors, posing a considerable challenge to…
We approximate the solution of the stationary Stokes equations with various conforming and nonconforming inf-sup stable pairs of finite element spaces on simplicial meshes. Based on each pair, we design a discretization that is…
Lanczos-type algorithms are efficient and easy to implement. Unfortunately they breakdown frequently and well before convergence has been achieved. These algorithms are typically based on recurrence relations which involve formal orthogonal…
This paper studies a recovery task of finding a low multilinear-rank tensor that fulfills some linear constraints in the general settings, which has many applications in computer vision and graphics. This problem is named as the low…
The Kaczmarz algorithm is an iterative method that solves linear systems of equations. It stands out among iterative algorithms when dealing with large systems for two reasons. First, at each iteration, the Kaczmarz algorithm uses a single…
We develop a novel randomized conjugate gradient least squares (RCGLS) method for solving least-squares problems, in which iterative sketching is employed at each step to reduce the dimension and hence the computational cost. In particular,…
We exploit knowledge of linear substructure in the linear-regression Kalman filters (LRKFs) to simplify the problem of moment matching. The theoretical results yield quantifiable and significant computational speedups at no cost of…
This report shows on real data that the direct methods such as LDL decomposition and Gaussian elimination for solving linear systems with ill-conditioned matrices provide inaccurate results due to divisions by very small numbers, which in…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
A novel algorithm to solve the quadratic programming problem over ellipsoids is proposed. This is achieved by splitting the problem into two optimisation sub-problems, quadratic programming over a sphere and orthogonal projection. Next, an…
We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…
Strict linear feasibility or linear separation is usually tackled using efficient approximation/stochastic algorithms (that may even run in sub-linear times in expectation). However, today state of the art for solving…
This paper shows how partial differential problems can be solved thanks to cellular computing and an adaptation of the Least Squares Finite Elements Method. As cellular computing can be implemented on distributed parallel architectures,…
We propose a two-sided Lanczos method for the nonlinear eigenvalue problem (NEP). This two-sided approach provides approximations to both the right and left eigenvectors of the eigenvalues of interest. The method implicitly works with…