相关论文: Direct QR factorizations for tall-and-skinny matri…

We consider the problem of computing a QR (or QZ) decomposition of a real, dense, tall and very skinny matrix. That is, the number of columns is tiny compared to the number of rows, rendering most computations completely or partially…

In this paper we present a novel algorithm developed for computing the QR factorisation of extremely ill-conditioned tall-and-skinny matrices on distributed memory systems. The algorithm is based on the communication-avoiding CholeskyQR2…

Numerous algorithms are used for nonnegative matrix factorization under the assumption that the matrix is nearly separable. In this paper, we show how to make these algorithms efficient for data matrices that have many more rows than…

A QR factorization of a tall and skinny matrix with n columns can be represented as a reduction. The operation used along the reduction tree has in input two n-by-n upper triangular matrices and in output an n-by-n upper triangular matrix…

CholeskyQR2 and shifted CholeskyQR3 are two state-of-the-art algorithms for computing tall-and-skinny QR factorizations since they attain high performance on current computer architectures. However, to guarantee stability, for some…

The Singular Value Decomposition (SVD) is one of the most important matrix factorizations, enjoying a wide variety of applications across numerous application domains. In statistics and data analysis, the common applications of SVD such as…

This article proposes and analyzes several variants of the randomized Cholesky QR factorization of a matrix $X$. Instead of computing the R factor from $X^T X$, as is done by standard methods, we obtain it from a small, efficiently…

This paper introduces fast R updating algorithms specifically designed for statistical applications, including regression, filtering, and model selection, where data structures change frequently. Although traditional QR decomposition is…

Previous studies have reported that common dense linear algebra operations do not achieve speed up by using multiple geographical sites of a computational grid. Because such operations are the building blocks of most scientific…

QR factorisation plays an important role in matrix computations. Within the context of optimisation and of automatic differentiation of such computations, we need to compute the derivative of this factorisation. For tall matrices, however,…

The Cholesky QR algorithm is an efficient communication-minimizing algorithm for computing the QR factorization of a tall-skinny matrix. Unfortunately it has the inherent numerical instability and breakdown when the matrix is…

We present parallel and sequential dense QR factorization algorithms for tall and skinny matrices and general rectangular matrices that both minimize communication, and are as stable as Householder QR. The sequential and parallel algorithms…

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…

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…

Efficient task scheduling is paramount in parallel programming on multi-core architectures, where tasks are fundamental computational units. QR factorization is a critical sub-routine in Sequential Least Squares Quadratic Programming…

This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in RAM, and must instead be stored on slow external memory devices such as solid-state or spinning disk hard drives…

The selection of most informative and discriminative features from high-dimensional data has been noticed as an important topic in machine learning and data engineering. Using matrix factorization-based techniques such as nonnegative matrix…

We present parallel and sequential dense QR factorization algorithms that are both optimal (up to polylogarithmic factors) in the amount of communication they perform, and just as stable as Householder QR. Our first algorithm, Tall Skinny…

This paper introduces a randomized Householder QR factorization (RHQR). This factorization can be used to obtain a well conditioned basis of a vector space and thus can be employed in a variety of applications. The RHQR factorization of the…

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…