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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

Due to the substantial scale of Large Language Models (LLMs), the direct application of conventional compression methodologies proves impractical. The computational demands associated with even minimal gradient updates present challenges,…

Machine Learning · Computer Science 2023-12-13 Arnav Chavan , Nahush Lele , Deepak Gupta

In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

With lowrank approximation the storage requirements for dense data are reduced down to linear complexity and with the addition of hierarchy this also works for data without global lowrank properties. However, the lowrank factors itself are…

Mathematical Software · Computer Science 2023-08-23 Ronald Kriemann

Nonnegative matrix factorization (NMF) has been shown recently to be tractable under the separability assumption, under which all the columns of the input data matrix belong to the convex cone generated by only a few of these columns.…

Machine Learning · Statistics 2014-05-27 Nicolas Gillis , Robert Luce

This paper presents an efficient algorithm for the approximation of the rank-one convex hull in the context of nonlinear solid mechanics. It is based on hierarchical rank-one sequences and simultaneously provides first and second derivative…

Computational Engineering, Finance, and Science · Computer Science 2024-05-28 Maximilian Köhler , Timo Neumeier , Malte. A. Peter , Daniel Peterseim , Daniel Balzani

This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equations at each time step is solved with the conjugate gradient…

Numerical Analysis · Mathematics 2021-05-11 Jordi Feliu-Fabà , Lexing Ying

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

In recent years, a number of methods have been developed for the dimension reduction and decomposition of multiple linked high-content data matrices. Typically these methods assume that just one dimension, rows or columns, is shared among…

Methodology · Statistics 2020-02-10 Michael J. O'Connell , Eric F. Lock

Tensor-oriented multi-view subspace clustering has achieved significant strides in assessing high-order correlations and improving clustering analysis of multi-view data. Nevertheless, most of existing investigations are typically hampered…

Machine Learning · Computer Science 2023-08-02 Zixiao Yu , Lele Fu , Zhiling Cai , Zhoumin Lu

We present a class of fast subspace tracking algorithms based on orthogonal iterations for structured matrices/pencils that can be represented as small rank perturbations of unitary matrices. The algorithms rely upon an updated data sparse…

Numerical Analysis · Mathematics 2021-04-23 Roberto Bevilacqua , Gianna M. Del Corso , Luca Gemignani

Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…

Numerical Analysis · Mathematics 2024-02-20 Tianyu Liang , Chao Chen , Per-Gunnar Martinsson , George Biros

We present a mixed-precision benchmark called HPL-MxP that uses both a lower-precision LU factorization with a non-stationary iterative refinement based on GMRES. We evaluate the numerical stability of one of the methods of generating the…

Numerical Analysis · Mathematics 2025-09-25 Jack Dongarra , Piotr Luszczek

We introduce a new algorithm and software for solving linear equations in symmetric diagonally dominant matrices with non-positive off-diagonal entries (SDDM matrices), including Laplacian matrices. We use pre-conditioned conjugate gradient…

Numerical Analysis · Mathematics 2023-06-16 Yuan Gao , Rasmus Kyng , Daniel A. Spielman

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

We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a…

Numerical Analysis · Mathematics 2011-07-19 Massimo Fornasier , Holger Rauhut , Rachel Ward

In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-07-28 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

We investigate the problem of factorizing a matrix into several sparse matrices and propose an algorithm for this under randomness and sparsity assumptions. This problem can be viewed as a simplification of the deep learning problem where…

Machine Learning · Computer Science 2014-05-14 Behnam Neyshabur , Rina Panigrahy

We present two new algebraic multilevel hierarchical matrix algorithms to perform fast matrix-vector product (MVP) for $N$-body problems in $d$ dimensions, namely efficient $\mathcal{H}^2_{*}$ (fully nested algorithm, i.e., $\mathcal{H}^2$…

Numerical Analysis · Mathematics 2026-04-13 Ritesh Khan , Sivaram Ambikasaran

Nonnegative matrix factorization (NMF) is a powerful technique for dimension reduction, extracting latent factors and learning part-based representation. For large datasets, NMF performance depends on some major issues: fast algorithms,…

Optimization and Control · Mathematics 2015-07-01 Duy-Khuong Nguyen , Tu-Bao Ho