相关论文: An Improved Square-root Algorithm for V-BLAST Base…

It is classical that, when the small deformation is assumed, the incremental analysis problem of an elastoplastic structure with a piecewise-linear yield condition and a linear strain hardening model can be formulated as a convex quadratic…

This paper explores the performance optimization of out-of-core (OOC) Cholesky factorization on shared-memory systems equipped with multiple GPUs. We employ fine-grained computational tasks to expose concurrency while creating opportunities…

Optimizing large-scale nonconvex problems, common in deep learning, demands balancing rapid convergence with computational efficiency. First-order (FO) optimizers, which serve as today's baselines, provide fast convergence and good…

In the framework of sparsity-enforcing regularisation for linear inverse problems, we consider the minimisation of a square-root Lasso cost function. To solve this problem we devise a simple modification (called SQRT-ISTA) of the Iterative…

In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine…

We propose a low-complexity variable forgetting factor (VFF) mechanism for recursive least square (RLS) algorithms in interference suppression applications. The proposed VFF mechanism employs an updated component related to the time average…

We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We propose a new approach based on the split Bregman method to…

In this article, we design fast algorithms for the computation of approximant bases in shifted Popov normal form. We first recall the algorithm known as PM-Basis, which will be our second fundamental engine after polynomial matrix…

A very simple and efficient local variational iteration method for solving problems of nonlinear science is proposed in this paper. The analytical iteration formula of this method is derived first using a general form of first order…

If a tensor with various symmetries is properly unfolded, then the resulting matrix inherits those symmetries. As tensor computations become increasingly important it is imperative that we develop efficient structure preserving methods for…

We propose a pivotal method for estimating high-dimensional sparse linear regression models, where the overall number of regressors $p$ is large, possibly much larger than $n$, but only $s$ regressors are significant. The method is a…

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…

Randomly pivoted Cholesky (RPCholesky) is an algorithm for constructing a low-rank approximation of a positive-semidefinite matrix using a small number of columns. This paper develops an accelerated version of RPCholesky that employs block…

Purpose: To develop a novel aperture-based algorithm for volumetric modulated arc therapy (VMAT) treatment plan optimization with high quality and high efficiency. Methods: The VMAT optimization problem is formulated as a large-scale convex…

iALS is a popular algorithm for learning matrix factorization models from implicit feedback with alternating least squares. This algorithm was invented over a decade ago but still shows competitive quality compared to recent approaches like…

The performance of the V-BLAST approach, which utilizes successive interference cancellation (SIC) with optimal ordering, over independent Nakagami-m fading channels is studied. Systems with two transmit and n receive antennas are employed…

Subspace clustering (SC) is a popular method for dimensionality reduction of high-dimensional data, where it generalizes Principal Component Analysis (PCA). Recently, several methods have been proposed to enhance the robustness of PCA and…

In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently…

This note presents fast Cholesky/LU/QR decomposition algorithms with $O(n^{2.529})$ time complexity when using the fastest known matrix multiplication. The algorithms have potential application, since a quickly made implementation using…

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…