相关论文: piCholesky: Polynomial Interpolation of Multiple C…

In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intractable for exact algorithms because of the large number of…

We present new algorithms to detect and correct errors in the lower-upper factorization of a matrix, or the triangular linear system solution, over an arbitrary field. Our main algorithms do not require any additional information or…

$ \ell_1 $-regularized linear inverse problems are frequently used in signal processing, image analysis, and statistics. The correct choice of the regularization parameter $ t \in \mathbb{R}_{\geq 0} $ is a delicate issue. Instead of…

Based upon the fast computation of the coefficients of the interpolation polynomials at Chebyshev-type points by FFT, DCT and IDST, respectively, together with the efficient evaluation of the modified moments by forwards recursions or by…

In this work, we consider the approximation of Hilbert space-valued meromorphic functions that arise as solution maps of parametric PDEs whose operator is the shift of an operator with normal and compact resolvent, e.g. the Helmholtz…

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for…

We describe two algorithms to efficiently solve regularized linear least squares systems based on sketching. The algorithms compute preconditioners for $\min \|Ax-b\|^2_2 + \lambda \|x\|^2_2$, where $A\in\mathbb{R}^{m\times n}$ and…

We present an algorithm where only the Cholesky basis is determined in the decomposition procedure. This allows for improved screening and a partitioned matrix decomposition scheme, both of which significantly reduce memory usage and…

The sparse inverse covariance estimation problem is commonly solved using an $\ell_{1}$-regularized Gaussian maximum likelihood estimator known as "graphical lasso", but its computational cost becomes prohibitive for large data sets. A…

We examine a special case of the multilevel factor model, with covariance given by multilevel low rank (MLR) matrix~\cite{parshakova2023factor}. We develop a novel, fast implementation of the expectation-maximization algorithm, tailored for…

We propose a very simple preprocessing algorithm for semidefinite programming. Our algorithm inspects the constraints of the problem, deletes redundant rows and columns in the constraints, and reduces the size of the variable matrix. It…

We here specialize the standard matrix-valued polynomial interpolation to the case where on the imaginary axis the interpolating polynomials admit various symmetries: Positive semidefinite, Skew-Hermitian, $J$-Hermitian, Hamiltonian and…

Matrix factorizations are among the most important building blocks of scientific computing. State-of-the-art libraries, however, are not communication-optimal, underutilizing current parallel architectures. We present novel algorithms for…

Factorization -- a simple form of standardization -- is concerned with reduction strategies, i.e. how a result is computed. We present a new technique for proving factorization theorems for compound rewriting systems in a modular way, which…

Matrix factorization techniques compute low-rank product approximations of high dimensional data matrices and as a result, are often employed in recommender systems and collaborative filtering applications. However, many algorithms for this…

In this paper, we investigate the butterfly factorization problem, i.e., the problem of approximating a matrix by a product of sparse and structured factors. We propose a new formal mathematical description of such factors, that encompasses…

We develop a simple two-step algorithm for enclosing Chebyshev expansions whose cost is linear in terms of the polynomial degree. The algorithm first transforms the expansion from Chebyshev to the Laurent basis and then applies the interval…

Some new rigorous perturbation bounds for the generalized Cholesky factorization with normwise or componentwise perturbations in the given matrix are obtained, where the componentwise perturbation has the form of backward rounding error for…

We consider the numerical evaluation of the quantity $Af(A^{-1}B)$, where $A$ is Hermitian positive definite, $B$ is Hermitian, and $f$ is a function defined on the spectrum of $A^{-1}B$. This problem is related to the Hermitian-definite…

Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…