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Kaczmarz method is one popular iterative method for solving inverse problems, especially in computed tomography. Recently, it was established that a randomized version of the method enjoys an exponential convergence for well-posed problems,…

Numerical Analysis · Mathematics 2017-12-06 Yuling Jiao , Bangti Jin , Xiliang Lu

Recursive blocked algorithms have proven to be highly efficient at the numerical solution of the Sylvester matrix equation and its generalizations. In this work, we show that these algorithms extend in a seamless fashion to…

Numerical Analysis · Mathematics 2019-05-24 Minhong Chen , Daniel Kressner

The minimum cut problem for an undirected edge-weighted graph asks us to divide its set of nodes into two blocks while minimizing the weight sum of the cut edges. Here, we introduce a linear-time algorithm to compute near-minimum cuts. Our…

Data Structures and Algorithms · Computer Science 2019-06-05 Monika Henzinger , Alexander Noe , Christian Schulz , Darren Strash

We study algorithms for the Schatten-$p$ Low Rank Approximation (LRA) problem. First, we show that by using fast rectangular matrix multiplication algorithms and different block sizes, we can improve the running time of the algorithms in…

Data Structures and Algorithms · Computer Science 2024-07-17 Praneeth Kacham , David P. Woodruff

Stochastic computing (SC) is a promising candidate for fault tolerant computing in digital circuits. We present a novel stochastic computing estimation architecture allowing to solve a large group of estimation problems including least…

Signal Processing · Electrical Eng. & Systems 2018-11-01 Michael Lunglmayr , Daniel Wiesinger , Werner Haselmayr

We provide effective algorithms for solving block tridiagonal block Toeplitz systems with $m\times m$ quasiseparable blocks, as well as quadratic matrix equations with $m\times m$ quasiseparable coefficients, based on cyclic reduction and…

Numerical Analysis · Mathematics 2016-01-06 Dario A. Bini , Stefano Massei , Leonardo Robol

This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order…

Optimization and Control · Mathematics 2021-03-26 Run Chen , Andrew L. Liu

The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a…

Optimization and Control · Mathematics 2020-04-08 E. Bergou , Y. Diouane , V. Kungurtsev

In this paper, for solving nonlinear systems we propose two pseudoinverse-free greedy block methods with momentum by combining the residual-based weighted nonlinear Kaczmarz and heavy ball methods. Without the full column rank assumptions…

Numerical Analysis · Mathematics 2025-03-14 Naiyu Jiang , Wendi Bao , Lili Xing , Weiguo Li

In this note we reconsider two known algorithms which both usually converge faster than the randomized Kaczmarz method introduced by Strohmer and Vershynin(2009), but require the additional computation of all residuals of an iteration at…

Numerical Analysis · Mathematics 2021-07-01 Jürgen Groß

In recent years, finding new satisfiability algorithms for various circuit classes has been a very active line of research. Despite considerable progress, we are still far away from a definite answer on which circuit classes allow fast…

Computational Complexity · Computer Science 2013-06-19 Stefan Schneider

The least mean squares (LMS) filter is often derived via the Wiener filter solution. For a system identification scenario, such a derivation makes it hard to incorporate prior information on the system's impulse response. We present an…

Signal Processing · Electrical Eng. & Systems 2017-12-07 Michael Lunglmayr , Oliver Lang , Mario Huemer

Solving very large linear systems of equations is a key computational task in science and technology. In many cases, the coefficient matrix of the linear system is rank-deficient, leading to systems that may be underdetermined,…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-13 Mónica Chillarón , Gregorio Quintana-Ortí , Vicente Vidal , Per-Gunnar Martinsson

The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…

Numerical Analysis · Mathematics 2018-08-21 Qiaochu Yuan , Ming Gu , Bo Li

There is a recent surge of interest in developing algorithms for finding sparse solutions of underdetermined systems of linear equations $y = \Phi x$. In many applications, extremely large problem sizes are envisioned, with at least tens of…

Information Theory · Computer Science 2009-04-08 Arian Maleki

This paper investigates two issues on identification of switched linear systems: persistence of excitation and numerical algorithms. The main contribution is a much weaker condition on the regressor to be persistently exciting that…

Systems and Control · Electrical Eng. & Systems 2021-12-07 Biqiang Mu , Tianshi Chen , Changming Cheng , Er-Wei Bai

Real-time identification of electrical equivalent circuit models is a critical requirement in many practical systems, such as batteries and electric motors. Significant work has been done in the past developing different types of algorithms…

Systems and Control · Electrical Eng. & Systems 2021-01-15 Balakumar Balasingam , Krishna Pattipati

A multi-step extended maximum residual Kaczmarz method is presented for the solution of the large inconsistent linear system of equations by using the multi-step iterations technique. Theoretical analysis proves the proposed method is…

Numerical Analysis · Mathematics 2023-09-07 Aqin Xiao , Junfeng Yin , Ning Zheng

We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior…

Optimization and Control · Mathematics 2024-06-12 Arun Jambulapati , Aaron Sidford , Kevin Tian

In this work we present a new simple but efficient scheme - Subsquares approach - for development of algorithms for enclosing the solution set of overdetermined interval linear systems. We are going to show two algorithms based on this…

Numerical Analysis · Computer Science 2013-05-07 Jaroslav Horáček , Milan Hladík