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A common data analysis task is the reduced-rank regression problem: $$\min_{\textrm{rank-}k \ X} \|AX-B\|,$$ where $A \in \mathbb{R}^{n \times c}$ and $B \in \mathbb{R}^{n \times d}$ are given large matrices and $\|\cdot\|$ is some norm.…

Data Structures and Algorithms · Computer Science 2021-07-02 Praneeth Kacham , David P. Woodruff

Vertex similarity is a major problem in network science with a wide range of applications. In this work we provide novel perspectives on finding (dis)similar vertices within a network and across two networks with the same number of vertices…

Social and Information Networks · Computer Science 2013-05-28 Charalampos E. Tsourakakis

We study the computational model where we can access a matrix $\mathbf{A}$ only by computing matrix-vector products $\mathbf{A}\mathrm{x}$ for vectors of the form $\mathrm{x} = \mathrm{x}_1 \otimes \cdots \otimes \mathrm{x}_q$. We prove…

Data Structures and Algorithms · Computer Science 2025-02-14 Raphael A. Meyer , William Swartworth , David P. Woodruff

This paper is concerned with the problem of approximating the determinant of A for a large sparse symmetric positive definite matrix A. It is shown that an efficient solution of this problem is obtained by using a sparse approximate inverse…

High Energy Physics - Lattice · Physics 2007-05-23 Arnold Reusken

We show that badly approximable matrices are exactly those that, for any inhomogeneous parameter, can not be inhomogeneous approximated at every monotone divergent rate, which generalizes Ram\'irez's result (2018). We also establish some…

Number Theory · Mathematics 2025-04-04 Bing Li , Bo Wang

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright

We introduce efficient $(1+\varepsilon)$-approximation algorithms for the binary matrix factorization (BMF) problem, where the inputs are a matrix $\mathbf{A}\in\{0,1\}^{n\times d}$, a rank parameter $k>0$, as well as an accuracy parameter…

Data Structures and Algorithms · Computer Science 2023-06-06 Ameya Velingker , Maximilian Vötsch , David P. Woodruff , Samson Zhou

We consider solving nonconvex composite optimization problems in which the sum of a smooth function and a nonsmooth function is minimized. Many of convergence analyses of proximal gradient-type methods rely on global descent property…

Optimization and Control · Mathematics 2026-04-09 Shotaro Yagishita , Masaru Ito

We address the problem of finding the nearest graph Laplacian to a given matrix, with the distance measured using the Frobenius norm. Specifically, for the directed graph Laplacian, we propose two novel algorithms by reformulating the…

Optimization and Control · Mathematics 2024-04-05 Kazuhiro Sato , Masato Suzuki

We study the computability of the operator norm of a matrix with respect to norms induced by linear operators. Our findings reveal that this problem can be solved exactly in polynomial time in certain situations, and we discuss how it can…

Numerical Analysis · Mathematics 2025-10-23 Adrian Kulmburg

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Machine Learning · Computer Science 2014-12-01 Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

It is well known that the affine matrix rank minimization problem is NP-hard and all known algorithms for exactly solving it are doubly exponential in theory and in practice due to the combinational nature of the rank function. In this…

Optimization and Control · Mathematics 2018-04-24 Angang Cui , Haiyang Li , Jigen Peng , Junxiong Jia

Given a structured matrix $A$ we study the problem of finding the closest normal matrix with the same structure. The structures of our interest are: Hamiltonian, skew-Hamiltonian, per-Hermitian, and perskew-Hermitian. We develop a…

Numerical Analysis · Mathematics 2024-03-20 Erna Begovic

Given a positive integer k, it is natural to ask for a formula for the distance between a given density matrix (i.e., mixed quantum state) and the set of density matrices of rank at most k. This problem has already been solved when…

Quantum Physics · Physics 2026-01-26 Nathaniel Johnston , Chi-Kwong Li

We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…

Optimization and Control · Mathematics 2019-10-14 Nikitas Rontsis , Paul J. Goulart

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Optimization and Control · Mathematics 2012-09-19 Bart Vandereycken

Given a connected undirected weighted graph, we are concerned with problems related to partitioning the graph. First of all we look for the closest disconnected graph (the minimum cut problem), here with respect to the Euclidean norm. We…

Numerical Analysis · Mathematics 2017-12-19 Eleonora Andreotti , Dominik Edelmann , Nicola Guglielmi , Christian Lubich

We consider the convergence of iterative solvers for problems of nonlinear magnetostatics. Using the equivalence to an underlying minimization problem, we can establish global linear convergence of a large class of methods, including the…

Numerical Analysis · Mathematics 2024-03-28 Herbert Egger , Felix Engertsberger , Bogdan Radu
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