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Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

Matrix factorization is an inference problem that has acquired importance due to its vast range of applications that go from dictionary learning to recommendation systems and machine learning with deep networks. The study of its fundamental…

Disordered Systems and Neural Networks · Physics 2023-08-01 Francesco Camilli , Marc Mézard

In a large-scale and distributed matrix multiplication problem $C=A^{\intercal}B$, where $C\in\mathbb{R}^{r\times t}$, the coded computation plays an important role to effectively deal with "stragglers" (distributed computations that may…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-19 Sinong Wang , Jiashang Liu , Ness Shroff

We analyze effective approximation of unitary matrices. In our formulation, a unitary matrix is represented as a product of rotations in two-dimensional subspaces, so-called Givens rotations. Instead of the quadratic dimension dependence…

Optimization and Control · Mathematics 2019-05-16 Thomas Frerix , Joan Bruna

This is the first of two papers to describe a matrix sparsification algorithm that takes a general real or complex matrix as input and produces a sparse output matrix of the same size. The non-zero entries in the output are chosen to…

Numerical Analysis · Mathematics 2013-04-29 Chetan Jhurani

Multiplication of a sparse matrix with another (dense or sparse) matrix is a fundamental operation that captures the computational patterns of many data science applications, including but not limited to graph algorithms, sparsely connected…

Numerical Analysis · Mathematics 2025-08-07 Aydın Buluç

Matrix multiplication (hereafter we use the acronym MM) is among the most fundamental operations of modern computations. The efficiency of its performance depends on various factors, in particular vectorization, data movement and arithmetic…

Data Structures and Algorithms · Computer Science 2015-02-09 Victor Y. Pan

The most popular method for computing the matrix logarithm is a combination of the inverse scaling and squaring method in conjunction with a Pad\'e approximation, sometimes accompanied by the Schur decomposition. The main computational…

Numerical Analysis · Mathematics 2024-01-19 Elias Jarlebring , Jorge Sastre , J. Javier Ibáñez González

This paper introduces a novel approach to approximating continuous functions over high-dimensional hypercubes by integrating matrix CUR decomposition with hyperinterpolation techniques. Traditional Fourier-based hyperinterpolation methods…

Numerical Analysis · Mathematics 2025-10-16 Maolin Che , Congpei An , Yimin Wei , Hong Yan

Fast matrix multiplication algorithms may be useful, provided that their running time is good in practice. Particularly, the leading coefficient of their arithmetic complexity needs to be small. Many sub-cubic algorithms have large leading…

Data Structures and Algorithms · Computer Science 2020-08-11 Gal Beniamini , Nathan Cheng , Olga Holtz , Elaye Karstadt , Oded Schwartz

Tensor accelerators have gained popularity because they provide a cheap and efficient solution for speeding up computational-expensive tasks in Deep Learning and, more recently, in other Scientific Computing applications. However, since…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-15 Paolo Sylos Labini , Massimo Bernaschi , Francesco Silvestri , Flavio Vella

We implement an Augmented Lagrangian method to minimize a constrained least-squares cost function designed to find polyadic decompositions of the matrix multiplication tensor. We use this method to obtain new discrete decompositions and…

Numerical Analysis · Mathematics 2023-10-05 Charlotte Vermeylen , Marc Van Barel

This paper introduces a sparse matrix discrete interpolation method to effectively compute matrix approximations in the reduced order modeling framework. The sparse algorithm developed herein relies on the discrete empirical interpolation…

Numerical Analysis · Mathematics 2015-06-16 Răzvan Ştefănescu , Adrian Sandu

Two quadrature-based algorithms for computing the matrix fractional power $A^\alpha$ are presented in this paper. These algorithms are based on the double exponential (DE) formula, which is well-known for its effectiveness in computing…

Numerical Analysis · Mathematics 2021-09-14 Fuminori Tatsuoka , Tomohiro Sogabe , Yuto Miyatake , Tomoya Kemmochi , Shao-Liang Zhang

We propose a novel sparse tensor decomposition method, namely Tensor Truncated Power (TTP) method, that incorporates variable selection into the estimation of decomposition components. The sparsity is achieved via an efficient truncation…

Machine Learning · Statistics 2016-05-04 Will Wei Sun , Junwei Lu , Han Liu , Guang Cheng

When solving partial differential equations (PDEs) using finite difference or finite element methods, efficient solvers are required for handling large sparse linear systems. In this paper, a recursive sparse LU decomposition for matrices…

Numerical Analysis · Mathematics 2024-08-27 Zhu Xuanru , Lai Jun

The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…

Machine Learning · Statistics 2021-11-23 Xiaoning Kang , Xinwei Deng

Square matrices appear in many machine learning problems and models. Optimization over a large square matrix is expensive in memory and in time. Therefore an economic approximation is needed. Conventional approximation approaches factorize…

Machine Learning · Computer Science 2021-09-20 Ruslan Khalitov , Tong Yu , Lei Cheng , Zhirong Yang

In this work we describe an efficient implementation of a hierarchy of algorithms for the decomposition of dense matrices over the field with two elements (GF(2)). Matrix decomposition is an essential building block for solving dense…

Mathematical Software · Computer Science 2010-06-10 Martin R. Albrecht , Clément Pernet

Renewed interest in mixed-precision algorithms has emerged due to growing data capacity and bandwidth concerns, as well as the advancement of GPUs, which enable significant speedup for low precision arithmetic. In light of this, we propose…

Numerical Analysis · Mathematics 2020-12-14 Alec Michael Dunton , Alyson Fox