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We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…

General Physics · Physics 2009-11-07 F. Andreozzi , A. Porrino , N. Lo Iudice

In this paper, we introduce novel fast matrix inversion algorithms that leverage triangular decomposition and recurrent formalism, incorporating Strassen's fast matrix multiplication. Our research places particular emphasis on triangular…

Numerical Analysis · Mathematics 2026-02-05 Mohamed Kamel Riahi

In this paper, applied strictly monotonic increasing scaled maps, a kind of well-conditioned linear barycentric rational interpolations are proposed to approximate functions of singularities at the origin, such as $x^\alpha$ for $\alpha \in…

Numerical Analysis · Mathematics 2021-01-21 Desong Kong , Shuhuang Xiang

By exploiting the random sampling techniques, this paper derives an efficient randomized algorithm for computing a generalized CUR decomposition, which provides low-rank approximations of both matrices simultaneously in terms of some of…

Numerical Analysis · Mathematics 2023-04-07 Zhengbang Cao , Yimin Wei , Pengpeng Xie

This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a certain non-differentiable (but…

Optimization and Control · Mathematics 2013-09-06 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang

Non-negative least squares (NNLS) problem is one of the most important fundamental problems in numeric analysis. It has been widely used in scientific computation and data modeling. In big data, the limitations of algorithm speed and…

Optimization and Control · Mathematics 2015-07-10 Duy Khuong Nguyen , Tu Bao Ho

Matrix multiplication computation acceleration has been a research hotspot across various domains. Due to the characteristics of some applications, approximate matrix multiplication can achieve significant performance improvements without…

Numerical Analysis · Mathematics 2024-05-28 Hongyaoxing Gu

An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Numerical Analysis · Computer Science 2018-08-15 Maboud F. Kaloorazi , Rodrigo C. de Lamare

In spectral clustering, one defines a similarity matrix for a collection of data points, transforms the matrix to get the Laplacian matrix, finds the eigenvectors of the Laplacian matrix, and obtains a partition of the data using the…

Machine Learning · Computer Science 2012-10-19 Leonard K. M. Poon , April H. Liu , Tengfei Liu , Nevin Lianwen Zhang

We consider the problem of reconstructing a low-rank matrix from a small subset of its entries. In this paper, we describe the implementation of an efficient algorithm called OptSpace, based on singular value decomposition followed by local…

Numerical Analysis · Computer Science 2013-01-30 Raghunandan H. Keshavan , Sewoong Oh

For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…

Numerical Analysis · Computer Science 2016-06-29 Yuji Nakatsukasa , Tasuku Soma , André Uschmajew

In this paper, we propose a low-rank representation with symmetric constraint (LRRSC) method for robust subspace clustering. Given a collection of data points approximately drawn from multiple subspaces, the proposed technique can…

Computer Vision and Pattern Recognition · Computer Science 2017-05-16 Jie Chen , Hua Mao , Yongsheng Sang , Zhang Yi

The robust principal component analysis (RPCA) decomposes a data matrix into a low-rank part and a sparse part. There are mainly two types of algorithms for RPCA. The first type of algorithm applies regularization terms on the singular…

Numerical Analysis · Mathematics 2021-02-02 Ningyu Sha , Lei Shi , Ming Yan

Restricted Boltzmann Machines (RBMs) are powerful tools for modeling complex systems and extracting insights from data, but their training is hindered by the slow mixing of Markov Chain Monte Carlo (MCMC) processes, especially with highly…

Machine Learning · Computer Science 2025-12-09 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Lorenzo Rosset , Beatriz Seoane

In this work, we present a method to exponentiate non-sparse indefinite low-rank matrices on a quantum computer. Given an operation for accessing the elements of the matrix, our method allows singular values and associated singular vectors…

Quantum Physics · Physics 2018-01-31 Patrick Rebentrost , Adrian Steffens , Seth Lloyd

Alternating least squares (ALS) is often considered the workhorse algorithm for computing the rank-R canonical tensor approximation, but for certain problems its convergence can be very slow. The nonlinear conjugate gradient (NCG) method…

Numerical Analysis · Mathematics 2014-07-22 Hans De Sterck , Manda Winlaw

Large-scale eigenvalue computations on sparse matrices are a key component of graph analytics techniques based on spectral methods. In such applications, an exhaustive computation of all eigenvalues and eigenvectors is impractical and…

Hardware Architecture · Computer Science 2021-03-19 Francesco Sgherzi , Alberto Parravicini , Marco Siracusa , Marco Domenico Santambrogio

Randomized sketching accelerates large-scale numerical linear algebra by reducing computational complexity. While the traditional sketch-and-solve approach reduces the problem size directly through sketching, the sketch-and-precondition…

Numerical Analysis · Mathematics 2025-05-23 Ruihan Xu , Yiping Lu

We focus in this work on the estimation of the first $k$ eigenvectors of any graph Laplacian using filtering of Gaussian random signals. We prove that we only need $k$ such signals to be able to exactly recover as many of the smallest…

Data Structures and Algorithms · Computer Science 2016-11-07 Johan Paratte , Lionel Martin

A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…

Numerical Analysis · Mathematics 2022-06-22 Nicola Guglielmi , Christian Lubich , Stefano Sicilia
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