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We derive an algorithm of optimal complexity which determines whether a given matrix is a Cauchy matrix, and which exactly recovers the Cauchy points defining a Cauchy matrix from the matrix entries. Moreover, we study how to approximate a…

数值分析 · 数学 2015-12-22 Jörg Liesen , Robert Luce

We study the problem of approximating orthogonal matrices so that their application is numerically fast and yet accurate. We find an approximation by solving an optimization problem over a set of structured matrices, that we call extended…

数值分析 · 数学 2021-03-24 Cristian Rusu , Lorenzo Rosasco

We compute all massive partition functions or characteristic polynomials and their complex eigenvalue correlation functions for non-Hermitean extensions of the symplectic and chiral symplectic ensemble of random matrices. Our results are…

数学物理 · 物理学 2008-11-26 G. Akemann , F. Basile

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

机器学习 · 统计学 2010-09-07 Mehryar Mohri , Ameet Talwalkar

Several new relationships between hypergeometric functions are found by comparing results for Feynman integrals calculated using different methods. A new expression for the one-loop propagator-type integral with arbitrary masses and…

数学物理 · 物理学 2015-05-30 Bernd A. Kniehl , Oleg V. Tarasov

We present a novel algorithm attaining excessively fast, the sought solution of linear systems of equations. The algorithm is short in its basic formulation and, by definition, vectorized, while the memory allocation demands are trivial,…

机器学习 · 计算机科学 2023-09-26 Nikolaos P. Bakas

We consider approximations formed by the sum of a linear combination of given functions enhanced by ridge functions -- a Linear/Ridge expansion. For an explicitly or implicitly given function, we reformulate finding a best Linear/Ridge…

数值分析 · 数学 2021-07-12 Constantin Greif , Philipp Junk , Karsten Urban

Assumed that the parameters of a generalized hypergeometric function depend linearly on a small variable $\varepsilon$, the successive derivatives of the function with respect to that small variable are evaluated at $\varepsilon=0$ to…

数学物理 · 物理学 2015-06-15 David Greynat , Javier Sesma

The problem of approximate joint diagonalization of a collection of matrices arises in a number of diverse engineering and signal processing problems. This problem is usually cast as an optimization problem, and it is the main goal of this…

We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…

最优化与控制 · 数学 2012-07-03 Vijay Krishnamurthy , Alexandre d'Aspremont

High-dimensional representations, such as radial basis function networks or tile coding, are common choices for policy evaluation in reinforcement learning. Learning with such high-dimensional representations, however, can be expensive,…

机器学习 · 计算机科学 2017-08-07 Yangchen Pan , Erfan Sadeqi Azer , Martha White

The estimation of high dimensional precision matrices has been a central topic in statistical learning. However, as the number of parameters scales quadratically with the dimension $p$, many state-of-the-art methods do not scale well to…

统计计算 · 统计学 2019-07-10 Cheng Wang , Binyan Jiang

We present a fast Jacobi-like algorithm for computing the eigenvalues, and optionally the eigenvectors, of a real normal matrix. The method gains a computational advantage by using Paardekooper's method for skew-symmetric matrices The…

数值分析 · 数学 2026-05-27 Simon Mataigne , P. -A. Absil

We explore new approaches for finding matrix multiplication algorithms in the commutative setting by adapting the flip graph technique: a method previously shown to be effective for discovering fast algorithms in the non-commutative case.…

符号计算 · 计算机科学 2025-06-30 Isaac Wood

A widely used approach to compute the action $f(A)v$ of a matrix function $f(A)$ on a vector $v$ is to use a rational approximation $r$ for $f$ and compute $r(A)v$ instead. If $r$ is not computed adaptively as in rational Krylov methods,…

数值分析 · 数学 2021-09-09 Andreas Frommer , Karsten Kahl , Manuel Tsolakis

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

Efficient deterministic algorithms to construct representations of lattice path matroids over finite fields are presented. They are built on known constructions of hierarchical secret sharing schemes, a recent characterization of…

组合数学 · 数学 2024-07-09 Carles Padró

The error function of real argument can be uniformly approximated to a given accuracy by a single closed-form expression for the whole variable range either in terms of addition, multiplication, division, and square root operations only, or…

化学物理 · 物理学 2025-10-06 Dimitri N. Laikov

This paper presents novel algorithms which exploit the intrinsic algebraic and combinatorial structure of the matrix completion task for estimating missing en- tries in the general low rank setting. For positive data, we achieve results…

机器学习 · 统计学 2014-06-12 Duncan A. J. Blythe , Louis Theran , Franz Kiraly

We use the fermionic construction of two-matrix model partition functions to evaluate integrals over rational symmetric functions. This approach is complementary to the one used in the paper ``Integrals of Rational Symmetric Functions,…

数学物理 · 物理学 2009-02-19 John Harnad , Alexander Yu. Orlov