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Randomized sampling has recently been proven a highly efficient technique for computing approximate factorizations of matrices that have low numerical rank. This paper describes an extension of such techniques to a wider class of matrices…

数值分析 · 数学 2015-03-25 Per-Gunnar Martinsson

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

数值分析 · 数学 2008-06-17 Per-Gunnar Martinsson

Given matrices $X,Y \in R^{n \times K}$ and $S \in R^{K \times K}$ with positive elements, this paper proposes an algorithm fastRG to sample a sparse matrix $A$ with low rank expectation $E(A) = XSY^T$ and independent Poisson elements. This…

统计计算 · 统计学 2017-03-10 Karl Rohe , Jun Tao , Xintian Han , Norbert Binkiewicz

In this paper we describe a parallel Gaussian elimination algorithm for matrices with entries in a finite field. Unlike previous approaches, our algorithm subdivides a very large input matrix into smaller submatrices by subdividing both…

环与代数 · 数学 2018-06-13 Stephen Linton , Gabriele Nebe , Alice Niemeyer , Richard Parker , Jon Thackray

We consider the problem of doing fast and reliable estimation of the number of non-zero entries in a sparse boolean matrix product. This problem has applications in databases and computer algebra. Let n denote the total number of non-zero…

数据结构与算法 · 计算机科学 2011-02-23 Rasmus Resen Amossen , Andrea Campagna , Rasmus Pagh

Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…

数值分析 · 计算机科学 2014-11-06 Prateek Jain , Praneeth Netrapalli

The algorithm and complexity of approximating the permanent of a matrix is an extensively studied topic. Recently, its connection with quantum supremacy and more specifically BosonSampling draws special attention to the average-case…

数据结构与算法 · 计算机科学 2019-12-02 Zhengfeng Ji , Zhihan Jin , Pinyan Lu

We introduce a fast algorithm for entry-wise evaluation of the Gauss-Newton Hessian (GNH) matrix for the fully-connected feed-forward neural network. The algorithm has a precomputation step and a sampling step. While it generally requires…

数值分析 · 数学 2020-11-17 Chao Chen , Severin Reiz , Chenhan Yu , Hans-Joachim Bungartz , George Biros

Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em…

机器学习 · 统计学 2014-07-22 Yudong Chen , Srinadh Bhojanapalli , Sujay Sanghavi , Rachel Ward

We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…

数值分析 · 数学 2022-07-21 Jess Banks , Jorge Garza-Vargas , Archit Kulkarni , Nikhil Srivastava

We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…

机器学习 · 统计学 2017-08-23 David Gamarnik , Quan Li , Hongyi Zhang

In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…

数值分析 · 数学 2016-02-11 Yariv Aizenbud , Amir Averbuch

We give an efficient algorithm to generate a graph from a distribution $\epsilon$-close to $G(n,p)$, in the sense of total variation distance. In particular, if $p$ is represented with $O(\log n)$-bit accuracy, then, with high probability,…

数据结构与算法 · 计算机科学 2012-07-13 Antonio Blanca , Milena Mihail

Recent advances in random linear systems on finite fields have paved the way for the construction of constant-time data structures representing static functions and minimal perfect hash functions using less space with respect to existing…

数据结构与算法 · 计算机科学 2016-03-24 Marco Genuzio , Giuseppe Ottaviano , Sebastiano Vigna

In many problems in Computational Physics and Chemistry, one finds a special kind of sparse matrices, termed "banded matrices". These matrices, which are defined as having non-zero entries only within a given distance from the main…

计算物理 · 物理学 2013-06-21 Pablo García-Risueño , Pablo Echenique

We consider the problem of embedding a subset of $\mathbb{R}^n$ into a low-dimensional Hamming cube in an almost isometric way. We construct a simple, data-oblivious, and computationally efficient map that achieves this task with high…

概率论 · 数学 2022-09-07 Sjoerd Dirksen , Shahar Mendelson , Alexander Stollenwerk

The class of quasiseparable matrices is defined by the property that any submatrix entirely below or above the main diagonal has small rank, namely below a bound called the order of quasiseparability. These matrices arise naturally in…

符号计算 · 计算机科学 2019-10-22 Clement Pernet , Arne Storjohann

We present a simple randomized algorithm for approximate matrix multiplication (AMM) whose error scales with the *output* norm $\|AB\|_F$. Given any $n\times n$ matrices $A,B$ and a runtime parameter $r\leq n$, the algorithm produces in…

数据结构与算法 · 计算机科学 2026-02-05 Yahel Uffenheimer , Omri Weinstein

Robust low-rank approximation under row-wise adversarial corruption can be achieved with a single pass, randomized procedure that detects and removes outlier rows by thresholding their projected norms. We propose a scalable, non-iterative…

机器学习 · 计算机科学 2025-04-04 Aidan Tiruvan

Motivated by a sampling problem basic to computational statistical inference, we develop a nearly optimal algorithm for a fundamental problem in spectral graph theory and numerical analysis. Given an $n\times n$ SDDM matrix ${\bf…

数据结构与算法 · 计算机科学 2014-10-21 Dehua Cheng , Yu Cheng , Yan Liu , Richard Peng , Shang-Hua Teng
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