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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

CUR matrix decomposition computes the low rank approximation of a given matrix by using the actual rows and columns of the matrix. It has been a very useful tool for handling large matrices. One limitation with the existing algorithms for…

Machine Learning · Computer Science 2014-11-05 Miao Xu , Rong Jin , Zhi-Hua Zhou

As compared to using randomly generated sensing matrices, optimizing the sensing matrix w.r.t. a carefully designed criterion is known to lead to better quality signal recovery given a set of compressive measurements. In this paper, we…

Information Theory · Computer Science 2021-10-07 Ameya Anjarlekar , Ajit Rajwade

In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered…

Numerical Analysis · Mathematics 2024-03-12 Yifan Chen , Houman Owhadi , Florian Schäfer

This article presents a method for solving large-scale linear inverse problems regular- ized with a nonlinear, edge-preserving penalty term such as the total variation or Perona-Malik. In the proposed scheme, the nonlinearity is handled…

Numerical Analysis · Mathematics 2013-09-02 Simon R. Arridge , Marta M. Betcke , Lauri Harhanen

This paper considers the problem of matrix completion when some number of the columns are completely and arbitrarily corrupted, potentially by a malicious adversary. It is well-known that standard algorithms for matrix completion can return…

Machine Learning · Statistics 2016-04-26 Yudong Chen , Huan Xu , Constantine Caramanis , Sujay Sanghavi

We examine a special case of the multilevel factor model, with covariance given by multilevel low rank (MLR) matrix~\cite{parshakova2023factor}. We develop a novel, fast implementation of the expectation-maximization algorithm, tailored for…

Machine Learning · Statistics 2025-08-26 Tetiana Parshakova , Trevor Hastie , Stephen Boyd

Parameter quantization for Large Language Models (LLMs) has attracted increasing attentions recently in reducing memory costs and improving computational efficiency. Early approaches have been widely adopted. However, the existing methods…

Machine Learning · Computer Science 2024-06-04 Haoyu Wang , Bei Liu , Hang Shao , Bo Xiao , Ke Zeng , Guanglu Wan , Yanmin Qian

Symmetric positive semidefinite (SPSD) matrix approximation is an important problem with applications in kernel methods. However, existing SPSD matrix approximation methods such as the Nystr\"om method only have weak error bounds. In this…

Machine Learning · Computer Science 2016-05-23 Shusen Wang , Luo Luo , Zhihua Zhang

Incomplete LU factorizations of sparse matrices are widely used as preconditioners in Krylov subspace methods to speed up solving linear systems. Unfortunately, computing the preconditioner itself can be time-consuming and sensitive to…

Machine Learning · Computer Science 2024-12-12 Paul Häusner , Aleix Nieto Juscafresa , Jens Sjölund

In today's information systems, the availability of massive amounts of data necessitates the development of fast and accurate algorithms to summarize these data and represent them in a succinct format. One crucial problem in big data…

Data Structures and Algorithms · Computer Science 2013-12-27 Ahmed K. Farahat , Ahmed Elgohary , Ali Ghodsi , Mohamed S. Kamel

We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization…

Numerical Analysis · Mathematics 2009-04-07 Pierre Maréchal , Aude Rondepierre

The Nystrom method is a popular technique that uses a small number of landmark points to compute a fixed-rank approximation of large kernel matrices that arise in machine learning problems. In practice, to ensure high quality…

Machine Learning · Statistics 2019-12-04 Farhad Pourkamali-Anaraki , Stephen Becker

Coupled Matrix Tensor Factorization (CMTF) facilitates the integration and analysis of multiple data sources and helps discover meaningful information. Nonnegative CMTF (N-CMTF) has been employed in many applications for identifying latent…

Machine Learning · Computer Science 2020-03-10 Thirunavukarasu Balasubramaniam , Richi Nayak , Chau Yuen

The low-rank matrix factorization as a L1 norm minimization problem has recently attracted much attention due to its intrinsic robustness to the presence of outliers and missing data. In this paper, we propose a new method, called the…

Numerical Analysis · Computer Science 2012-04-26 Deyu Meng , Zongben Xu

We consider the problem of finding the optimal coefficient vector that maximizes the computation rate at a relay in the compute-and-forward scheme. Based on the idea of sphere decoding, we propose a highly efficient algorithm that finds the…

Information Theory · Computer Science 2016-06-28 Jinming Wen , Baojian Zhou , Wai Ho Mow , Xiao-Wen Chang

The paper considers the problem of finding a submatrix $X_{\mathcal{S}} \in \mathbb{R}^{m \times k}$ in a matrix $X \in \mathbb{R}^{m \times n}$, such that the spectral or Frobenius norm of $X_{\mathcal{S}}^{\dag} X$ is limited, which…

Numerical Analysis · Mathematics 2026-04-17 Alexander Osinsky , Ivan Kozyrev

This study is mainly focused on iterative solutions to shifted linear systems arising from a Quantum Chromodynamics (QCD) problem. To solve such system efficiently, we explore a kind of shifted QMRCGstab (SQMRCGstab) methods, which is…

Numerical Analysis · Mathematics 2013-05-27 Jing Meng , Pei-yong Zhu , Hou-Biao Li

Multiple-input multiple-output (MIMO) systems are playing an important role in the recent wireless communication. The complexity of the different systems models challenge different researches to get a good complexity to performance balance.…

Information Theory · Computer Science 2016-07-13 Nizar Ouni , Ridha Bouallegue

Nonnegative matrix factorization is the following problem: given a nonnegative input matrix $V$ and a factorization rank $K$, compute two nonnegative matrices, $W$ with $K$ columns and $H$ with $K$ rows, such that $WH$ approximates $V$ as…

Optimization and Control · Mathematics 2025-01-10 Valentin Leplat , Yurii Nesterov , Nicolas Gillis , François Glineur