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This article presents a new method to compute matrices from numerical simulations based on the ideas of sparse sampling and compressed sensing. The method is useful for problems where the determination of the entries of a matrix constitutes…

Chemical Physics · Physics 2014-10-21 Jacob N. Sanders , Xavier Andrade , Alán Aspuru-Guzik

We consider the problem of recovering a matrix from its action on a known vector in the setting where the matrix can be represented efficiently in a known matrix dictionary. Connections with sparse signal recovery allows for the use of…

Numerical Analysis · Mathematics 2015-04-23 Götz E. Pfander , Holger Rauhut , Jared Tanner

Square matrices appear in many machine learning problems and models. Optimization over a large square matrix is expensive in memory and in time. Therefore an economic approximation is needed. Conventional approximation approaches factorize…

Machine Learning · Computer Science 2021-09-20 Ruslan Khalitov , Tong Yu , Lei Cheng , Zhirong Yang

Many real-world data sets are sparse or almost sparse. One method to measure this for a matrix $A\in \mathbb{R}^{n\times n}$ is the \emph{numerical sparsity}, denoted $\mathsf{ns}(A)$, defined as the minimum $k\geq 1$ such that…

Data Structures and Algorithms · Computer Science 2021-07-06 Vladimir Braverman , Robert Krauthgamer , Aditya Krishnan , Shay Sapir

We exploit the truncated singular value decomposition and the recently proposed circulant decomposition for an efficient first-order approximation of the multiplication of large dense matrices. A decomposition of each matrix into a sum of a…

Numerical Analysis · Mathematics 2026-04-27 Suvendu Kar , Hariprasad M. , Sai Gowri J. N. , Murugesan Venkatapathi

In this paper we consider parallel implementations of approximate multiplication of large matrices with exponential decay of elements. Such matrices arise in computations related to electronic structure calculations and some other fields of…

Numerical Analysis · Mathematics 2021-02-23 Anton G. Artemov

In this paper, a method via sparse-sparse iteration for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix is proposed. The resulting factorized sparse approximate inverse is used as a…

Numerical Analysis · Mathematics 2008-08-03 Davod Khojasteh Salkuyeh , Faezeh Toutounian

We provide a computational framework for approximating a class of structured matrices; here, the term structure is very general, and may refer to a regular sparsity pattern (e.g., block-banded), or be more highly structured (e.g., symmetric…

Numerical Analysis · Mathematics 2021-05-05 Misha E. Kilmer , Arvind K. Saibaba

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

This is the first of two papers to describe a matrix sparsification algorithm that takes a general real or complex matrix as input and produces a sparse output matrix of the same size. The non-zero entries in the output are chosen to…

Numerical Analysis · Mathematics 2013-04-29 Chetan Jhurani

This paper addresses spatial programming of sparse matrix computations for productive performance. The challenge is how to express an irregular computation and its optimizations in a regular way. A sparse matrix has (non-zero) values and a…

Mathematical Software · Computer Science 2018-10-18 Hongbo Rong

We introduce an algorithm for estimating the trace of a matrix function $f(\mathbf{A})$ using implicit products with a symmetric matrix $\mathbf{A}$. Existing methods for implicit trace estimation of a matrix function tend to treat…

Numerical Analysis · Mathematics 2023-08-30 Tyler Chen , Eric Hallman

The choice of the sensing matrix is crucial in compressed sensing. Random Gaussian sensing matrices satisfy the restricted isometry property, which is crucial for solving the sparse recovery problem using convex optimization techniques.…

Signal Processing · Electrical Eng. & Systems 2023-12-29 Kartheek Kumar Reddy Nareddy , Abijith Jagannath Kamath , Chandra Sekhar Seelamantula

The standard approach for computing the trace of the inverse of a very large, sparse matrix $A$ is to view the trace as the mean value of matrix quadratures, and use the Monte Carlo algorithm to estimate it. This approach is heavily used in…

High Energy Physics - Lattice · Physics 2013-02-19 Andreas Stathopoulos , Jesse Laeuchli , Kostas Orginos

There have been many matching pursuit algorithms (MPAs) which handle the sparse signal recovery problem a.k.a. compressed sensing (CS). In the MPAs, the correlation computation step has a dominant computational complexity. In this letter,…

Information Theory · Computer Science 2012-05-21 Kee-Hoon Kim , Hosung Park , Seokbeom Hong , Jong-Seon No , Habong Chung

In recent years, the fervent demand for computational power across various domains has prompted hardware manufacturers to introduce specialized computing hardware aimed at enhancing computational capabilities. Particularly, the utilization…

Numerical Analysis · Mathematics 2024-03-12 Hongyaoxing Gu

In the dictionary learning (or sparse coding) problem, we are given a collection of signals (vectors in $\mathbb{R}^d$), and the goal is to find a "basis" in which the signals have a sparse (approximate) representation. The problem has…

Machine Learning · Computer Science 2019-05-30 Aditya Bhaskara , Wai Ming Tai

We present an approach to decomposition and factor analysis of matrices with ordinal data. The matrix entries are grades to which objects represented by rows satisfy attributes represented by columns, e.g. grades to which an image is red, a…

Machine Learning · Computer Science 2013-03-07 Radim Belohlavek , Vilem Vychodil

The decomposition of a matrix, as a product of factors with particular properties, is a much used tool in numerical analysis. Here we develop methods for decomposing a matrix $C$ into a product $X Y$, where the factors $X$ and $Y$ are…

Optimization and Control · Mathematics 2016-01-07 Veit Elser

Compressed sensing of simultaneously sparse and low-rank matrices enables recovery of sparse signals from a few linear measurements of their bilinear form. One important question is how many measurements are needed for a stable…

Information Theory · Computer Science 2016-07-01 Kiryung Lee , Yihong Wu , Yoram Bresler