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This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…

Numerical Analysis · Mathematics 2023-09-25 Joel A. Tropp , Robert J. Webber

We present a random-subspace variant of cubic regularization algorithm that chooses the size of the subspace adaptively, based on the rank of the projected second derivative matrix. Iteratively, our variant only requires access to…

Optimization and Control · Mathematics 2025-01-09 Edward Tansley , Coralia Cartis

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Machine Learning · Computer Science 2013-05-23 Francis Bach

Kernel-based clustering algorithms have the ability to capture the non-linear structure in real world data. Among various kernel-based clustering algorithms, kernel k-means has gained popularity due to its simple iterative nature and ease…

Computer Vision and Pattern Recognition · Computer Science 2014-02-18 Radha Chitta , Rong Jin , Timothy C. Havens , Anil K. Jain

The multiplication of matrices is an important arithmetic operation in computational mathematics. In the context of hierarchical matrices, this operation can be realized by the multiplication of structured block-wise low-rank matrices,…

Numerical Analysis · Mathematics 2018-05-24 Jürgen Dölz , Helmut Harbrecht , Michael D. Multerer

A new fast algebraic method for obtaining an $\mathcal{H}^2$-approximation of a matrix from its entries is presented. The main idea behind the method is based on the nested representation and the maximum-volume principle to select…

Numerical Analysis · Mathematics 2015-11-17 A. Yu Mikhalev , I. V. Oseledets

Selecting a good column (or row) subset of massive data matrices has found many applications in data analysis and machine learning. We propose a new adaptive sampling algorithm that can be used to improve any relative-error column selection…

Data Structures and Algorithms · Computer Science 2015-10-15 Saurabh Paul , Malik Magdon-Ismail , Petros Drineas

In stochastic optimization, the population risk is generally approximated by the empirical risk. However, in the large-scale setting, minimization of the empirical risk may be computationally restrictive. In this paper, we design an…

Machine Learning · Statistics 2016-11-22 Murat A. Erdogdu , Mohsen Bayati , Lee H. Dicker

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

Binary codes are widely used to represent the data due to their small storage and efficient computation. However, there exists an ambiguity problem that lots of binary codes share the same Hamming distance to a query. To alleviate the…

Computer Vision and Pattern Recognition · Computer Science 2020-06-12 Zhenyu Weng , Yuesheng Zhu

Pseudospectral analysis is fundamental for quantifying the sensitivity and transient behavior of nonnormal matrices, yet its computational cost scales cubically with dimension, rendering it prohibitive for large-scale systems. While…

Numerical Analysis · Mathematics 2026-02-03 Vladimir R. Kostic , Dragana Lj. Cvetkovic , Ljiljana Cvetkovic

Computing low-rank approximations of kernel matrices is an important problem with many applications in scientific computing and data science. We propose methods to efficiently approximate and store low-rank approximations to kernel matrices…

Numerical Analysis · Mathematics 2025-03-14 Abraham Khan , Arvind K. Saibaba

The problem of finding aperiodic low auto-correlation binary sequences (LABS) presents a significant computational challenge, particularly as the sequence length increases. Such sequences have important applications in communication…

Data Structures and Algorithms · Computer Science 2025-05-27 Blaž Pšeničnik , Rene Mlinarič , Janez Brest , Borko Bošković

We call matrix algorithms superfast if they use much fewer flops and memory cells than the input matrix has entries. Using such algorithms is indispensable for Big Data Mining and Analysis, where the input matrices are so immense that one…

Numerical Analysis · Mathematics 2025-01-17 Victor Y. Pan , John Svadlenka

Deep Convolutional Neural Networks (CNNs) have become state-of-the art for computer vision and other signal processing tasks due to their superior accuracy. In recent years, large efforts have been made to reduce the computational costs of…

Hardware Architecture · Computer Science 2021-04-13 Mario Fischer , Juergen Wassner

We propose a novel class of kernels to alleviate the high computational cost of large-scale nonparametric learning with kernel methods. The proposed kernel is defined based on a hierarchical partitioning of the underlying data domain, where…

Machine Learning · Computer Science 2017-08-15 Jie Chen , Haim Avron , Vikas Sindhwani

We consider the problem of matrix column subset selection, which selects a subset of columns from an input matrix such that the input can be well approximated by the span of the selected columns. Column subset selection has been applied to…

Machine Learning · Statistics 2018-01-26 Yining Wang , Aarti Singh

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

In this work, we present randomized compression algorithms for flat rank-structured matrices with shared bases, termed uniform Block Low-Rank (BLR) matrices. Our main contribution is a technique called tagging, which improves upon the…

Numerical Analysis · Mathematics 2025-12-16 Katherine J. Pearce , Anna Yesypenko , James Levitt , Per-Gunnar Martinsson

The inversion of linear systems is a fundamental step in many inverse problems. Computational challenges exist when trying to invert large linear systems, where limited computing resources mean that only part of the system can be kept in…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-09-05 Yushan Gao , Thomas Blumensath