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We investigate the large $N$ behavior of the smallest eigenvalue, $\lambda_{N}$, of an $\left(N+1\right)\times \left(N+1\right)$ Hankel (or moments) matrix $\mathcal{H}_{N}$, generated by the weight…

Mathematical Physics · Physics 2018-04-02 Mengkun Zhu , Yang Chen , Niall Emmart , Charles Weems

In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…

Methodology · Statistics 2018-02-23 Jonathan Gillard , Konstantin Usevich

We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform [14]. The first algorithm appeared recently in [9]; here, we provide a novel…

Data Structures and Algorithms · Computer Science 2012-04-04 Christos Boutsidis

First- and second-order Reed-Muller (RM(1) and RM(2), respectively) codes are two fundamental error-correcting codes which arise in communication as well as in probabilistically-checkable proofs and learning. In this paper, we take the…

Data Structures and Algorithms · Computer Science 2007-07-16 A. R. Calderbank , Anna C. Gilbert , Martin J. Strauss

We consider the synthesis problem of Compressed Sensing - given s and an MXn matrix A, extract from it an mXn submatrix A', certified to be s-good, with m as small as possible. Starting from the verifiable sufficient conditions of…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadii S. Nemirovski

In this article, we prove new theorems bounding the rank of different sub-matrices arising from these kernel functions. Bounds like these are often useful for analyzing the complexity of various hierarchical matrix algorithms. We also plot…

Numerical Analysis · Mathematics 2024-11-27 Ritesh Khan , V A Kandappan , Sivaram Ambikasaran

This paper studies the robust Hankel recovery problem, which simultaneously removes the sparse outliers and fulfills missing entries from the partial observation. We propose a novel non-convex algorithm, coined Hankel Structured Newton-Like…

Machine Learning · Statistics 2026-01-28 HanQin Cai , Longxiu Huang , Xiliang Lu , Juntao You

We give a polynomial-time approximation algorithm for the (not necessarily metric) $k$-Median problem. The algorithm is an $\alpha$-size-approximation algorithm for $\alpha < 1 + 2 \ln(n/k)$. That is, it guarantees a solution having size at…

Data Structures and Algorithms · Computer Science 2025-11-18 Neal E. Young

This paper concerns proving almost tight (super-polynomial) running times, for achieving desired approximation ratios for various problems. To illustrate, the question we study, let us consider the Set-Cover problem with n elements and m…

Data Structures and Algorithms · Computer Science 2018-11-05 Marek Cygan , Guy Kortsarz , Bundit Laekhanukit

Structured low-rank approximation is the problem of minimizing a weighted Frobenius distance to a given matrix among all matrices of fixed rank in a linear space of matrices. We study exact solutions to this problem by way of computational…

Optimization and Control · Mathematics 2017-02-23 Giorgio Ottaviani , Pierre-Jean Spaenlehauer , Bernd Sturmfels

The randomly pivoted partial Cholesky algorithm (RPCholesky) computes a factorized rank-k approximation of an N x N positive-semidefinite (psd) matrix. RPCholesky requires only (k + 1) N entry evaluations and O(k^2 N) additional arithmetic…

Numerical Analysis · Mathematics 2024-10-23 Yifan Chen , Ethan N. Epperly , Joel A. Tropp , Robert J. Webber

We study the problem of ranking with submodular valuations. An instance of this problem consists of a ground set $[m]$, and a collection of $n$ monotone submodular set functions $f^1, \ldots, f^n$, where each $f^i: 2^{[m]} \to R_+$. An…

Data Structures and Algorithms · Computer Science 2010-07-16 Yossi Azar , Iftah Gamzu

In this paper, we introduce a novel low-rank Hankel tensor completion approach to address the problem of multi-measurement spectral compressed sensing. By lifting the multiple signals to a Hankel tensor, we reformulate this problem into a…

Information Theory · Computer Science 2025-07-08 Jinsheng Li , Xu Zhang , Shuang Wu , Wei Cui

Explicit time advancement for continuous finite elements requires the inversion of a global mass matrix. For spectral element simulations on quadrilaterals and hexahedra, there is an accurate approximate mass matrix which is diagonal,…

Analysis of PDEs · Mathematics 2019-06-27 Jay Appleton , Brian Helenbrook

Many problems are NP-hard and, unless P = NP, do not admit polynomial-time exact algorithms. The fastest known exact algorithms exactly usually take time exponential in the input size. Much research effort has gone into obtaining faster…

Data Structures and Algorithms · Computer Science 2025-01-27 Stefan Kratsch , Pascal Kunz

This paper presents an efficient algorithm for the approximation of the rank-one convex hull in the context of nonlinear solid mechanics. It is based on hierarchical rank-one sequences and simultaneously provides first and second derivative…

Computational Engineering, Finance, and Science · Computer Science 2024-05-28 Maximilian Köhler , Timo Neumeier , Malte. A. Peter , Daniel Peterseim , Daniel Balzani

This paper studies two structured approximation problems: (1) Recovering a corrupted low-rank Toeplitz matrix and (2) recovering the range of a Fourier matrix from a single observation. Both problems are computationally challenging because…

Information Theory · Computer Science 2025-11-24 Albert Fannjiang , Weilin Li

Low-rank matrix regression is a fundamental problem in data science with various applications in systems and control. Nuclear norm regularization has been widely applied to solve this problem due to its convexity. However, it suffers from…

Systems and Control · Electrical Eng. & Systems 2025-06-04 Mingzhou Yin , Matthias A. Müller

We study the column subset selection problem with respect to the entrywise $\ell_1$-norm loss. It is known that in the worst case, to obtain a good rank-$k$ approximation to a matrix, one needs an arbitrarily large $n^{\Omega(1)}$ number of…

Data Structures and Algorithms · Computer Science 2020-04-20 Zhao Song , David P. Woodruff , Peilin Zhong

In this paper we show how to recover a spectral approximations to broad classes of structured matrices using only a polylogarithmic number of adaptive linear measurements to either the matrix or its inverse. Leveraging this result we obtain…

Data Structures and Algorithms · Computer Science 2018-12-18 Arun Jambulapati , Kirankumar Shiragur , Aaron Sidford