Related papers: Extended block Hessenberg process for the evaluati…
A convex envelope for the problem of finding the best approximation to a given matrix with a prescribed rank is constructed. This convex envelope allows the usage of traditional optimization techniques when additional constraints are added…
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…
A matrix-compression algorithm is derived from a novel isogenic block decomposition for square matrices. The resulting compression and inflation operations possess strong functorial and spectral-permanence properties. The basic observation…
We study the convergence of a family of numerical integration methods where the numerical integral is formulated as a finite matrix approximation to a multiplication operator. For bounded functions, the convergence has already been…
Matrices are typically considered over fields or rings. Motivated by applications in parametric differential equations and data-driven modeling, we suggest to study matrices with entries from a Hilbert space and present an elementary theory…
This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…
We consider the numerical approximation of $f({\cal A})b$ where $b\in{\mathbb R}^{N}$ and $\cal A$ is the sum of Kronecker products, that is ${\cal A}=M_2 \otimes I + I \otimes M_1\in{\mathbb R}^{N\times N}$. Here $f$ is a regular function…
Generalized matrix approximation plays a fundamental role in many machine learning problems, such as CUR decomposition, kernel approximation, and matrix low rank approximation. Especially with today's applications involved in larger and…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
Solving and visualizing the potential roots of complex functions is essential in both theoretical and applied domains, yet often computationally intensive. We present a hardware-accelerated algorithm for complex function roots density graph…
Stretching is a new sparse matrix method that makes matrices sparser by making them larger. Stretching has implications for computational complexity theory and applications in scientific and parallel computing. It changes matrix sparsity…
Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…
We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…
We use elementary triangular matrices to obtain some factorization, multiplication, and inversion properties of triangular matrices. We also obtain explicit expressions for the inverses of strict $k$-Hessenberg matrices and banded matrices.…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
This paper introduces a new method for constructing approximate solutions to a class of Wiener--Hopf equations. This is particularly useful since exact solutions of this class of Wiener--Hopf equations, at the moment, cannot be obtained.…
In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently…
The distance matrix of a dataset $X$ of $n$ points with respect to a distance function $f$ represents all pairwise distances between points in $X$ induced by $f$. Due to their wide applicability, distance matrices and related families of…
Block-structured integer linear programs (ILPs) play an important role in various application fields. We address $n$-fold ILPs where the matrix $\mathcal{A}$ has a specific structure, i.e., where the blocks in the lower part of…
An algorithm for computing an analytic function of a matrix $A$ is described. The algorithm is intended for the case where $A$ has some close eigenvalues, and clusters (subsets) of close eigenvalues are separated from each other. This…