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A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates,…

Machine Learning · Computer Science 2014-04-30 Michael Mathieu , Yann LeCun

Current deep learning architectures are growing larger in order to learn from complex datasets. These architectures require giant matrix multiplication operations to train millions of parameters. Conversely, there is another growing trend…

Machine Learning · Statistics 2016-12-06 Ryan Spring , Anshumali Shrivastava

Matrix multiplication is a fundamental building block for large scale computations arising in various applications, including machine learning. There has been significant recent interest in using coding to speed up distributed matrix…

Information Theory · Computer Science 2019-05-17 Wei-Ting Chang , Ravi Tandon

We present a sub-matrix update algorithm for the continuous-time auxiliary field method that allows the simulation of large lattice and impurity problems. The algorithm takes optimal advantage of modern CPU architectures by consistently…

Strongly Correlated Electrons · Physics 2011-05-09 Emanuel Gull , Peter Staar , Sebastian Fuchs , Phani Nukala , Michael S. Summers , Thomas Pruschke , Thomas Schulthess , Thomas Maier

The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…

Optimization and Control · Mathematics 2025-01-22 Vito Cerone , Sophie M. Fosson , Diego Regruto

In this paper, we present novel deterministic algorithms for multiplying two $n \times n$ matrices approximately. Given two matrices $A,B$ we return a matrix $C'$ which is an \emph{approximation} to $C = AB$. We consider the notion of…

Data Structures and Algorithms · Computer Science 2014-08-21 Shiva Manne , Manjish Pal

This article introduces HODLR2D, a new hierarchical low-rank representation for a class of dense matrices arising out of $N$ body problems in two dimensions. Using this new hierarchical framework, we propose a new fast matrix-vector product…

Numerical Analysis · Mathematics 2022-04-13 V A Kandappan , Vaishnavi Gujjula , Sivaram Ambikasaran

Artificial intelligence workloads, especially transformer models, exhibit emergent sparsity in which computations perform selective sparse access to dense data. The workloads are inefficient on hardware designed for dense computations and…

Data Structures and Algorithms · Computer Science 2024-02-23 Brian Wheatman , Meghana Madhyastha , Randal Burns

We consider optimization problems involving the multiplication of variable matrices to be selected from a given family, which might be a discrete set, a continuous set or a combination of both. Such nonlinear, and possibly discrete,…

Optimization and Control · Mathematics 2021-03-12 Burak Kocuk

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…

Machine Learning · Computer Science 2022-02-09 John Paul Ryan , Anil Damle

We consider a scalar function depending on a numerical solution of an initial value problem, and its second-derivative (Hessian) matrix for the initial value. The need to extract the information of the Hessian or to solve a linear system…

Numerical Analysis · Mathematics 2020-07-09 Shin-ichi Ito , Takeru Matsuda , Yuto Miyatake

We present a fast direct solver for structured linear systems based on multilevel matrix compression. Using the recently developed interpolative decomposition of a low-rank matrix in a recursive manner, we embed an approximation of the…

Numerical Analysis · Mathematics 2014-04-10 Kenneth L. Ho , Leslie Greengard

Low-rank approximations are essential in modern data science. The interpolative decomposition provides one such approximation. Its distinguishing feature is that it reuses columns from the original matrix. This enables it to preserve matrix…

Numerical Analysis · Mathematics 2022-06-08 Rishi Advani , Sean O'Hagan

The high-order relations between the content in social media sharing platforms are frequently modeled by a hypergraph. Either hypergraph Laplacian matrix or the adjacency matrix is a big matrix. Randomized algorithms are used for low-rank…

Social and Information Networks · Computer Science 2019-08-23 Georgios Karantaidis , Ioannis Sarridis , Constantine Kotropoulos

We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning,…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gael Varoquaux

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gaël Varoquaux

Many important applications across science, data analytics, and AI workloads depend on distributed matrix multiplication. Prior work has developed a large array of algorithms suitable for different problem sizes and partitionings including…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-13 Benjamin Brock , Renato Golin

Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…

Machine Learning · Computer Science 2026-03-31 Wan Tian , Hui Yang , Zhouhui Lian , Lingyue Zhang , Yijie Peng

We present new algorithms to detect and correct errors in the lower-upper factorization of a matrix, or the triangular linear system solution, over an arbitrary field. Our main algorithms do not require any additional information or…

Symbolic Computation · Computer Science 2019-01-31 Jean-Guillaume Dumas , Joris Van Der Hoeven , Clément Pernet , Daniel Roche
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