Related papers: Fast, High-Accuracy, Randomized Nullspace Computat…
Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…
In this paper we present a comprehensive framework for learning robust low-rank representations by combining and extending recent ideas for learning fast sparse coding regressors with structured non-convex optimization techniques. This…
A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…
Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…
Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…
We propose and evaluate new techniques for compressing and speeding up dense matrix multiplications as found in the fully connected and recurrent layers of neural networks for embedded large vocabulary continuous speech recognition (LVCSR).…
In this paper, we present a Rank Revealing Randomized Singular Value Decomposition (R3SVD) algorithm to incrementally construct a low-rank approximation of a potentially large matrix while adaptively estimating the appropriate rank that can…
Clustering analysis by nonnegative low-rank approximations has achieved remarkable progress in the past decade. However, most approximation approaches in this direction are still restricted to matrix factorization. We propose a new low-rank…
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…
Randomized methods are becoming increasingly popular in numerical linear algebra. However, few attempts have been made to use them in developing preconditioners. Our interest lies in solving large-scale sparse symmetric positive definite…
Given (orthonormal) approximations $\tilde{U}$ and $\tilde{V}$ to the left and right subspaces spanned by the leading singular vectors of a matrix $A$, we discuss methods to approximate the leading singular values of $A$ and study their…
The Reeb space is a fundamental data structure in computational topology that represents the fiber topology of a multi-field (or multiple scalar fields), extending the level set topology of a scalar field. Efficient algorithms have been…
With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of total least squares problems, i.e., solving $\min_{E,r}…
In this paper, we tackle two important problems in low-rank learning, which are partial singular value decomposition and numerical rank estimation of huge matrices. By using the concepts of Krylov subspaces such as Golub-Kahan…
Robust principal component analysis (RPCA) is a widely used tool for dimension reduction. In this work, we propose a novel non-convex algorithm, coined Iterated Robust CUR (IRCUR), for solving RPCA problems, which dramatically improves the…
LSQR and its mathematically equivalent CGLS have been popularly used over the decades for large-scale linear discrete ill-posed problems, where the iteration number $k$ plays the role of the regularization parameter. It has been long known…
We propose the reduced-shifted Conjugate-Gradient (RSCG) method, which is numerically efficient to calculate a matrix element of a Green's function defined as a resolvent of a Hamiltonian operator, by solving linear equations with a desired…
We describe our software package Block Locally Optimal Preconditioned Eigenvalue Xolvers (BLOPEX) publicly released recently. BLOPEX is available as a stand-alone serial library, as an external package to PETSc (``Portable, Extensible…
We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods,…
Due to the ever growing amounts of data leveraged for machine learning and scientific computing, it is increasingly important to develop algorithms that sample only a small portion of the data at a time. In the case of linear least-squares,…