Related papers: Restoring similarity in randomized Krylov methods …
The Tucker tensor decomposition is a natural extension of the singular value decomposition (SVD) to multiway data. We propose to accelerate Tucker tensor decomposition algorithms by using randomization and parallelization. We present two…
Given a family of nearly commuting symmetric matrices, we consider the task of computing an orthogonal matrix that nearly diagonalizes every matrix in the family. In this paper, we propose and analyze randomized joint diagonalization (RJD)…
A novel linear-algebraic algorithm, multiple Arnoldi method, was developed in an interdisciplinary study between physics and applied mathematics and realized one-hundred-million-atom (100-nm-scale) electronic state calculations on the K…
We consider the problem of reconstructing rank-one matrices from random linear measurements, a task that appears in a variety of problems in signal processing, statistics, and machine learning. In this paper, we focus on the Alternating…
The problem of reducing a Hidden Markov Model (HMM) to one of smaller dimension that exactly reproduces the same marginals is tackled by using a system-theoretic approach. Realization theory tools are extended to HMMs by leveraging suitable…
An efficient way of solving 2D stability problems in fluid mechanics is to use, after discretization of the equations that cast the problem in the form of a generalized eigenvalue problem, the incomplete Arnoldi-Chebyshev method. This…
Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations $x_{t+1}=G(x_t)$, e.g., gradient descent can be viewed as iteratively applying the operation $G(x) \triangleq x-\alpha\nabla f(x)$. It…
Several recent randomized linear algebra algorithms rely upon fast dimension reduction methods. A popular choice is the Subsampled Randomized Hadamard Transform (SRHT). In this article, we address the efficacy, in the Frobenius and spectral…
In order to perform faster simulations, the model reduction is nowadays used in industrial contexts to solve large and complex problems. However, the efficiency of such an approach is sometimes cut by the interface size of the reduced model…
In this paper, we consider optimal low-rank regularized inverse matrix approximations and their applications to inverse problems. We give an explicit solution to a generalized rank-constrained regularized inverse approximation problem,…
We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…
This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…
In this study, we introduce two new Krylov subspace methods for solving rectangular large-scale linear inverse problems. The first approach is a modification of the Hessenberg iterative algorithm that is based off an LU factorization and is…
This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for…
We derive an augmented Krylov subspace method with subspace recycling for computing a sequence of matrix function applications on a set of vectors. The matrix is either fixed or changes as the sequence progresses. We assume consecutive…
Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…
First-order methods with momentum such as Nesterov's fast gradient method are very useful for convex optimization problems, but can exhibit undesirable oscillations yielding slow convergence rates for some applications. An adaptive…
We analyse an iterative algorithm to minimize quadratic functions whose Hessian matrix $H$ is the expectation of a random symmetric $d\times d$ matrix. The algorithm is a variant of the stochastic variance reduced gradient (SVRG). In…
Large-scale eigenvalue problems pose a significant challenge to classical computers. While there are efficient quantum algorithms for unitary or Hermitian matrices, eigenvalue problems for non-normal matrices remain open in quantum…
In the last decade, tensors have shown their potential as valuable tools for various tasks in numerical linear algebra. While most of the research has been focusing on how to compress a given tensor in order to maintain information as well…