Related papers: Implementation of QR factorization of tall and ver…

In this work, we develop a new fast algorithm, spaQR -- sparsified QR, for solving large, sparse linear systems. The key to our approach is using low-rank approximations to sparsify the separators in a Nested Dissection based Householder QR…

In this work, we develop a fast hierarchical solver for solving large, sparse least squares problems. We build upon the algorithm, spaQR (sparsified QR), that was developed by the authors to solve large sparse linear systems. Our algorithm…

We present two new algorithms for Householder QR factorization of Block Low-Rank (BLR) matrices: one that performs block-column-wise QR, and another that is based on tiled QR. We show how the block-column-wise algorithm exploits BLR…

While the proper orthogonal decomposition (POD) is optimal under certain norms it's also expensive to compute. For large matrix sizes, it is well known that the QR decomposition provides a tractable alternative. Under the assumption that it…

The QR algorithm is one of the three phases in the process of computing the eigenvalues and the eigenvectors of a dense nonsymmetric matrix. This paper describes a task-based QR algorithm for reducing an upper Hessenberg matrix to real…

Tuning numerical libraries has become more difficult over time, as systems get more sophisticated. In particular, modern multicore machines make the behaviour of algorithms hard to forecast and model. In this paper, we tackle the issue of…

General matrix-matrix multiplications with double-precision real and complex entries (DGEMM and ZGEMM) in vendor-supplied BLAS libraries are best optimized for square matrices but often show bad performance for tall & skinny matrices, which…

The manuscript describes efficient algorithms for the computation of the CUR and ID decompositions. The methods used are based on simple modifications to the classical truncated pivoted QR decomposition, which means that highly optimized…

We present Flip-Flop Spectrum-Revealing QR (Flip-Flop SRQR) factorization, a significantly faster and more reliable variant of the QLP factorization of Stewart, for low-rank matrix approximations. Flip-Flop SRQR uses SRQR factorization to…

There are several factorizations of multi-dimensional tensors into lower-dimensional components, known as `tensor networks'. We consider the popular `tensor-train' (TT) format and ask: How efficiently can we compute a low-rank approximation…

Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually…

Tile low rank representations of dense matrices partition them into blocks of roughly uniform size, where each off-diagonal tile is compressed and stored as its own low rank factorization. They offer an attractive representation for many…

As Computed Tomography (CT) scans are an essential medical test, many techniques have been proposed to reconstruct high-quality images using a smaller amount of radiation. One approach is to employ algebraic factorization methods to…

We analyse some QR decomposition algorithms, and show that the I/O complexity of the tile based algorithm is asymptotically the same as that of matrix multiplication. This algorithm, we show, performs the best when the tile size is chosen…

The dominant contribution to communication complexity in factorizing a matrix using QR with column pivoting is due to column-norm updates that are required to process pivot decisions. We use randomized sampling to approximate this process…

Matrix diagonalization is almost always involved in computing the density matrix needed in quantum chemistry calculations. In the case of modest matrix sizes ($\lesssim$ 5000), performance of traditional dense diagonalization algorithms on…

We present high performance implementations of the QR and the singular value decomposition of a batch of small matrices hosted on the GPU with applications in the compression of hierarchical matrices. The one-sided Jacobi algorithm is used…

Matrix Factorization (MF) has been widely applied in machine learning and data mining. A large number of algorithms have been studied to factorize matrices. Among them, stochastic gradient descent (SGD) is a commonly used method.…

We a present and analyze rpCholesky-QR, a randomized preconditioned Cholesky-QR algorithm for computing the thin QR factorization of real mxn matrices with rank n. rpCholesky-QR has a low orthogonalization error, a residual on the order of…

Recommendation systems, social network analysis, medical imaging, and data mining often involve processing sparse high-dimensional data. Such high-dimensional data are naturally represented as tensors, and they cannot be efficiently…