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相关论文: Randomized Cholesky QR factorizations

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The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

信号处理 · 电气工程与系统科学 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

Based on the column pivoted QR decomposition, we propose some randomized algorithms including pass-efficient ones for the generalized CUR decompositions of matrix pair and matrix triplet. Detailed error analyses of these algorithms are…

数值分析 · 数学 2023-03-14 Guihua Zhang , Hanyu Li , Yimin Wei

This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand…

数值分析 · 数学 2018-05-25 Elvar K. Bjarkason

The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this paper, we propose a simple iterative least squares algorithm…

统计方法学 · 统计学 2023-08-02 Yong He , Ran Zhao , Wen-Xin Zhou

Shor's factorisation algorithm is a combination of classical pre- and post-processing and a quantum period finding (QPF) subroutine which allows an exponential speed up over classical factoring algorithms. We consider the stability of this…

量子物理 · 物理学 2009-09-29 Simon J. Devitt , Austin G. Fowler , Lloyd C. L. Hollenberg

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

数值分析 · 计算机科学 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

The hierarchical matrix framework partitions matrices into subblocks that are either small or of low numerical rank, enabling linear storage complexity and efficient matrix-vector multiplication. This work focuses on the $H^2$-matrix format…

数值分析 · 数学 2026-02-02 Anna Yesypenko , Per-Gunnar Martinsson

We introduce a task-parallel algorithm for sparse incomplete Cholesky factorization that utilizes a 2D sparse partitioned-block layout of a matrix. Our factorization algorithm follows the idea of algorithms-by-blocks by using the block…

数学软件 · 计算机科学 2016-01-26 Kyungjoo Kim , Sivasankaran Rajamanickam , George Stelle , H. Carter Edwards , Stephen L. Olivier

A novel adaptive Markov chain Monte Carlo algorithm is presented. The algorithm utilizes sparsity in the partial correlation structure of a density to efficiently estimate the covariance matrix through the Cholesky factor of the precision…

统计计算 · 统计学 2016-02-09 Jonas Wallin , David Bolin

The high computational cost involved in modeling of the progressive fracture simulations using large discrete lattice networks stems from the requirement to solve {\it a new large set of linear equations} every time a new lattice bond is…

材料科学 · 物理学 2009-11-11 Phani Kumar V. V. Nukala , Srdjan Simunovic

Penalized quantile regression (QR) is widely used for studying the relationship between a response variable and a set of predictors under data heterogeneity in high-dimensional settings. Compared to penalized least squares, scalable…

统计方法学 · 统计学 2022-05-06 Rebeka Man , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou

Manifold regularization methods for matrix factorization rely on the cluster assumption, whereby the neighborhood structure of data in the input space is preserved in the factorization space. We argue that using the k-neighborhoods of all…

机器学习 · 计算机科学 2020-10-21 Priya Mani , Carlotta Domeniconi , Igor Griva

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…

数值分析 · 数学 2014-09-23 Hanyu Li , Yanfei Yang

As multicore systems continue to gain ground in the High Performance Computing world, linear algebra algorithms have to be reformulated or new algorithms have to be developed in order to take advantage of the architectural features on these…

数学软件 · 计算机科学 2008-06-12 Alfredo Buttari , Julien Langou , Jakub Kurzak , Jack Dongarra

One-parameter interpolations between any two unitary matrices (e.g., quantum gates) $U_1$ and $U_2$ along efficient paths contained in the unitary group are constructed. Motivated by applications, we propose the continuous unitary path…

量子物理 · 物理学 2018-10-12 Ramis Movassagh

This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian…

机器学习 · 计算机科学 2017-11-21 Shaunak D. Bopardikar , George S. Eskander Ekladious

We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of…

最优化与控制 · 数学 2010-08-25 M. Journée , F. Bach , P. -A. Absil , R. Sepulchre

Integral equations are commonly encountered when solving complex physical problems. Their discretization leads to a dense kernel matrix that is block or hierarchically low-rank. This paper proposes a new way to build a low-rank…

数值分析 · 数学 2020-01-28 Léopold Cambier , Eric Darve

We consider a version of Shor's quantum factoring algorithm such that the quantum Fourier transform is replaced by an extremely simple one where decomposition coefficients take only the values of $1,i,-1,-i$. In numerous calculations which…

量子物理 · 物理学 2007-05-23 Felix M Lev

The successful implementation of algorithms on quantum processors relies on the accurate control of quantum bits (qubits) to perform logic gate operations. In this era of noisy intermediate-scale quantum (NISQ) computing, systematic…