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Phase retrieval aims at recovering a complex-valued signal from magnitude-only measurements, which attracts much attention since it has numerous applications in many disciplines. However, phase recovery involves solving a system of…
Block coordinate descent (BCD) methods approach optimization problems by performing gradient steps along alternating subgroups of coordinates. This is in contrast to full gradient descent, where a gradient step updates all coordinates…
The classic method for computing the spectral decomposition of a real symmetric matrix, the Jacobi algorithm, can be accelerated by using mixed precision arithmetic. The Jacobi algorithm is aiming to reduce the off-diagonal entries…
One of the most common, but at the same time expensive operations in linear algebra, is multiplying two matrices $A$ and $B$. With the rapid development of machine learning and increases in data volume, performing fast matrix intensive…
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…
We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…
For a symmetric positive semidefinite linear system of equations $\mathcal{Q} {\bf x} = {\bf b}$, where ${\bf x} = (x_1,\ldots,x_s)$ is partitioned into $s$ blocks, with $s \geq 2$, we show that each cycle of the classical block symmetric…
The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD)…
This paper introduces an algorithm designed to approximate quantum transformation matrix with a restricted number of gates by using the block decomposition technique. Addressing challenges posed by numerous gates in handling large qubit…
In the present study, we establish two new block variants of the Conjugate Orthogonal Conjugate Gradient (COCG) and the Conjugate A-Orthogonal Conjugate Residual (COCR) Krylov subspace methods for solving complex symmetric linear systems…
In this work we describe an Adaptive Regularization using Cubics (ARC) method for large-scale nonconvex unconstrained optimization using Limited-memory Quasi-Newton (LQN) matrices. ARC methods are a relatively new family of optimization…
This article introduces randomized block Gram-Schmidt process (RBGS) for QR decomposition. RBGS extends the single-vector randomized Gram-Schmidt (RGS) algorithm and inherits its key characteristics such as being more efficient and having…
The randomized coordinate descent (RCD) method is a classical algorithm with simple, lightweight iterations that is widely used for various optimization problems, including the solution of positive semidefinite linear systems. As a linear…
Matrix decomposition is a very important mathematical tool in numerical linear algebra for data processing. In this paper, we introduce a new randomized matrix decomposition algorithm, which is called randomized approximate SVD based on…
In this paper we study the convex problem of optimizing the sum of a smooth function and a compactly supported non-smooth term with a specific separable form. We analyze the block version of the generalized conditional gradient method when…
The extended cyclic reduction algorithm developed by Swarztrauber in 1974 was used to solve the block-tridiagonal linear system. The paper fills in the gap of theoretical results concerning the zeros of matrix polynomial $B_{i}^{(r)}$ with…
We describe and analyze a simple algorithm for principal component analysis and singular value decomposition, VR-PCA, which uses computationally cheap stochastic iterations, yet converges exponentially fast to the optimal solution. In…
A square-root-free matrix QR decomposition (QRD) scheme was rederived in [1] based on [2] to simplify computations when solving least-squares (LS) problems on embedded systems. The scheme of [1] aims at eliminating both the square-root and…
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…
In this paper, we propose a stochastic method for solving equality constrained optimization problems that utilizes predictive variance reduction. Specifically, we develop a method based on the sequential quadratic programming paradigm that…