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A sketch-and-select Arnoldi process to generate a well-conditioned basis of a Krylov space at low cost is proposed. At each iteration the procedure utilizes randomized sketching to select a limited number of previously computed basis…

Numerical Analysis · Mathematics 2024-05-13 Stefan Güttel , Igor Simunec

Finding nonoverlapping balls with given centers in any metric space, maximizing the sum of radii of the balls, can be expressed as a linear program. Its dual linear program expresses the problem of finding a minimum-weight set of cycles…

Computational Geometry · Computer Science 2017-10-09 David Eppstein

We consider in this paper the optimal approximations of convex univariate functions with feed-forward Relu neural networks. We are interested in the following question: what is the minimal approximation error given the number of…

Machine Learning · Computer Science 2019-09-11 Bo Liu , Yi Liang

Computing rational minimax approximations can be very challenging when there are singularities on or near the interval of approximation - precisely the case where rational functions outperform polynomials by a landslide. We show that far…

Numerical Analysis · Mathematics 2018-05-14 Silviu-Ioan Filip , Yuji Nakatsukasa , Lloyd N. Trefethen , Bernhard Beckermann

We propose an optimal approximation formula for analytic functions that are defined on a complex region containing the real interval $(-1,1)$ and possibly have algebraic singularities at the endpoints of the interval. As a space of such…

Numerical Analysis · Mathematics 2018-08-31 Ken'ichiro Tanaka , Tomoaki Okayama , Masaaki Sugihara

The paper is concerned with methods for computing the best low multilinear rank approximation of large and sparse tensors. Krylov-type methods have been used for this problem; here block versions are introduced. For the computation of…

Numerical Analysis · Mathematics 2020-12-17 L. Eldén , M. Dehghan

We study the problem of approximating a matrix $\mathbf{A}$ with a matrix that has a fixed sparsity pattern (e.g., diagonal, banded, etc.), when $\mathbf{A}$ is accessed only by matrix-vector products. We describe a simple randomized…

Data Structures and Algorithms · Computer Science 2024-03-27 Noah Amsel , Tyler Chen , Feyza Duman Keles , Diana Halikias , Cameron Musco , Christopher Musco

We introduce a novel algorithm for approximating the logarithm of the determinant of a symmetric positive definite (SPD) matrix. The algorithm is randomized and approximates the traces of a small number of matrix powers of a specially…

Data Structures and Algorithms · Computer Science 2016-09-01 Christos Boutsidis , Petros Drineas , Prabhanjan Kambadur , Eugenia-Maria Kontopoulou , Anastasios Zouzias

For any real numbers $B \ge 1$ and $\delta \in (0, 1)$ and function $f: [0, B] \rightarrow \mathbb{R}$, let $d_{B; \delta} (f) \in \mathbb{Z}_{> 0}$ denote the minimum degree of a polynomial $p(x)$ satisfying $\sup_{x \in [0, B]} \big| p(x)…

Computational Complexity · Computer Science 2022-05-13 Amol Aggarwal , Josh Alman

In this paper, we apply a Threshold-Decreasing Algorithm to maximize $k$-submodular functions under a matroid constraint, which reduces the query complexity of the algorithm compared to the greedy algorithm with little loss in approximation…

Data Structures and Algorithms · Computer Science 2023-07-27 Shuxian Niu , Qian Liu , Yang Zhou , Min Li

We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…

Data Structures and Algorithms · Computer Science 2025-07-17 Michał Dereziński , Aaron Sidford

The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…

Optimization and Control · Mathematics 2021-01-01 Yuning Yang

The goal of this paper is to understand how exponential-time approximation algorithms can be obtained from existing polynomial-time approximation algorithms, existing parameterized exact algorithms, and existing parameterized approximation…

Data Structures and Algorithms · Computer Science 2023-06-28 Barış Can Esmer , Ariel Kulik , Dániel Marx , Daniel Neuen , Roohani Sharma

We consider discrete best approximation problems in the setting of tropical algebra, which is concerned with the theory and application of algebraic systems with idempotent operations. Given a set of input--output pairs of an unknown…

Numerical Analysis · Mathematics 2025-11-18 Nikolai Krivulin

A deterministic approximation algorithm is presented for the maximization of non-monotone submodular functions over a ground set of size $n$ subject to cardinality constraint $k$; the algorithm is based upon the idea of interlacing two…

Data Structures and Algorithms · Computer Science 2019-10-28 Alan Kuhnle

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

We consider linear ill-conditioned operator equations in a Hilbert space setting. Motivated by the aggregation method, we consider approximate solutions constructed from linear combinations of Tikhonov regularization, which amounts to…

Numerical Analysis · Mathematics 2023-06-07 Stefan Kindermann , Werner Zellinger

In min-min optimization or max-min optimization, one has to compute the gradient of a function defined as a minimum. In most cases, the minimum has no closed-form, and an approximation is obtained via an iterative algorithm. There are two…

Machine Learning · Statistics 2020-02-11 Pierre Ablin , Gabriel Peyré , Thomas Moreau

Rational minimax approximation of real functions on real intervals is an established topic, but when it comes to complex functions or domains, there appear to be no algorithms currently in use. Such a method is introduced here, the {\em…

Numerical Analysis · Mathematics 2019-08-19 Yuji Nakatsukasa , Lloyd N. Trefethen

Given pointwise samples of an unknown function belonging to a certain model set, one seeks in Optimal Recovery to recover this function in a way that minimizes the worst-case error of the recovery procedure. While it is often known that…

Numerical Analysis · Mathematics 2023-08-01 Simon Foucart