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This article introduces a novel structured random matrix composed blockwise from subsampled randomized Hadamard transforms (SRHTs). The block SRHT is expected to outperform well-known dimension reduction maps, including SRHT and Gaussian…

Numerical Analysis · Mathematics 2024-03-26 Oleg Balabanov , Matthias Beaupere , Laura Grigori , Victor Lederer

Random Feature Methods (RFMs) and their variants such as extreme learning machine finite-basis physics-informed neural networks (ELM-FBPINNs) offer a scalable approach for solving partial differential equations (PDEs) by using localized,…

Numerical Analysis · Mathematics 2025-09-03 Jan Willem van Beek , Victorita Dolean , Ben Moseley

We propose a photonic native procedure for computing the QR factorization of a matrix using a programmable unitary interferometer mesh. The method configures the mesh through a sequence of local power routing steps within tunable two mode…

Optics · Physics 2026-04-07 S. A. Fldzhyan , S. S. Straupe , M. Yu. Saygin

We present a new algorithm for spectral clustering based on a column-pivoted QR factorization that may be directly used for cluster assignment or to provide an initial guess for k-means. Our algorithm is simple to implement, direct, and…

Numerical Analysis · Mathematics 2017-04-18 Anil Damle , Victor Minden , Lexing Ying

Subsampled Randomized Hadamard Transform (SRHT), a popular random projection method that can efficiently project a $d$-dimensional data into $r$-dimensional space ($r \ll d$) in $O(dlog(d))$ time, has been widely used to address the…

Machine Learning · Computer Science 2020-10-07 Zijian Lei , Liang Lan

Factorizing large matrices by QR with column pivoting (QRCP) is substantially more expensive than QR without pivoting, owing to communication costs required for pivoting decisions. In contrast, randomized QRCP (RQRCP) algorithms have proven…

Numerical Analysis · Mathematics 2018-04-17 Jianwei Xiao , Ming Gu , Julien Langou

Resolving degenerate quantum eigenspaces - including topologically ordered ground states and frustrated magnets - requires preparing high-fidelity states that span every direction of the target manifold. Existing variational and projective…

Quantum Physics · Physics 2026-04-13 Stefano Scali , Brian Coyle , Giuseppe Buonaiuto , Michal Krompiec

Vector quantization via random projection followed by scalar quantization is a fundamental primitive in machine learning, with applications ranging from similarity search to federated learning and KV cache compression. While dense random…

Machine Learning · Computer Science 2026-05-14 Ying Feng , Piotr Indyk , Michael Kapralov , Dmitry Krachun , Boris Prokhorov

Sketching-based preconditioners have been shown to accelerate the solution of dense least-squares problems with coefficient matrices having substantially more rows than columns. The cost of generating these preconditioners can be reduced by…

Numerical Analysis · Mathematics 2025-06-12 Erin Carson , Ieva Daužickaitė

This paper focuses on solving large-scale, ill-conditioned, and overdetermined sparse least squares problems that arise from numerical partial differential equations (PDEs), mainly from the random feature method. To address these…

Numerical Analysis · Mathematics 2024-09-25 Jingrun Chen , Longze Tan

We consider statistical as well as algorithmic aspects of solving large-scale least-squares (LS) problems using randomized sketching algorithms. For a LS problem with input data $(X, Y) \in \mathbb{R}^{n \times p} \times \mathbb{R}^n$,…

Machine Learning · Statistics 2015-08-26 Garvesh Raskutti , Michael Mahoney

We present a hybrid quantum-classical framework for simulating generic matrix functions more amenable to early fault-tolerant quantum hardware than standard quantum singular-value transformations. The method is based on randomization over…

Quantum Physics · Physics 2024-11-28 Allan Tosta , Thais de Lima Silva , Giancarlo Camilo , Leandro Aolita

Preventing catastrophic forgetting while continually learning new tasks is an essential problem in lifelong learning. Structural regularization (SR) refers to a family of algorithms that mitigate catastrophic forgetting by penalizing the…

Machine Learning · Computer Science 2021-04-20 Haoran Li , Aditya Krishnan , Jingfeng Wu , Soheil Kolouri , Praveen K. Pilly , Vladimir Braverman

This manuscript describes a technique for computing partial rank-revealing factorizations, such as, e.g, a partial QR factorization or a partial singular value decomposition. The method takes as input a tolerance $\varepsilon$ and an…

Numerical Analysis · Mathematics 2015-06-19 Per-Gunnar Martinsson , Sergey Voronin

Linear regression is a widely used technique to fit linear models and finds widespread applications across different areas such as machine learning and statistics. In most real-world scenarios, however, linear regression problems are often…

Quantum Physics · Physics 2023-05-02 Shantanav Chakraborty , Aditya Morolia , Anurudh Peduri

This paper develops and analyzes a new algorithm for QR decomposition with column pivoting (QRCP) of rectangular matrices with many more rows than columns. The algorithm carefully combines methods from randomized numerical linear algebra to…

Numerical Analysis · Mathematics 2025-03-18 Maksim Melnichenko , Oleg Balabanov , Riley Murray , James Demmel , Michael W. Mahoney , Piotr Luszczek

We introduce an algorithmic framework for performing QR factorization with column pivoting (QRCP) on general matrices. The framework enables the design of practical QRCP algorithms through user-controlled choices for the core subroutines.…

Mathematical Software · Computer Science 2025-07-02 Maksim Melnichenko , Riley Murray , William Killian , James Demmel , Michael W. Mahoney , Piotr Luszczek , Mark Gates

This paper presents a fault-tolerant algorithm for the QR factorization of general matrices. It relies on the communication-avoiding algorithm, and uses the structure of the reduction of each part of the computation to introduce…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-04-15 Camille Coti

Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional settings. Compared to penalized least squares, scalable…

Methodology · Statistics 2022-05-06 Rebeka Man , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

Randomized Hadamard Transforms (RHTs) have emerged as a computationally efficient alternative to the use of dense unstructured random matrices across a range of domains in computer science and machine learning. For several applications such…

Machine Learning · Computer Science 2022-03-04 Yeshwanth Cherapanamjeri , Jelani Nelson