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Given a family of nearly commuting symmetric matrices, we consider the task of computing an orthogonal matrix that nearly diagonalizes every matrix in the family. In this paper, we propose and analyze randomized joint diagonalization (RJD) for performing t ...
Functional connectomes (FCs) containing pairwise estimations of functional couplings between pairs of brain regions are commonly represented by correlation matrices. As symmetric positive definite matrices, FCs can be transformed via tangent space projecti ...
A key challenge across many disciplines is to extract meaningful information from data which is often obscured by noise. These datasets are typically represented as large matrices. Given the current trend of ever-increasing data volumes, with datasets grow ...
The locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm is a popular approach for computing a few smallest eigenvalues and the corresponding eigenvectors of a large Hermitian positive definite matrix A. In this work, we propose a mix ...
Sylvester matrix equations are ubiquitous in scientific computing. However, few solution techniques exist for their generalized multiterm version, as they recently arose in stochastic Galerkin finite element discretizations and isogeometric analysis. In th ...
In this manuscript we consider denoising of large rectangular matrices: given a noisy observation of a signal matrix, what is the best way of recovering the signal matrix itself? For Gaussian noise and rotationally-invariant signal priors, we completely ch ...
State-of-the-art Artificial Intelligence (AI) algorithms, such as graph neural networks and recommendation systems, require floating-point computation of very large matrix multiplications over sparse data. Their execution in resource-constrained scenarios, ...
In this thesis we propose and analyze algorithms for some numerical linear algebra tasks: finding low-rank approximations of matrices, computing matrix functions, and estimating the trace of matrices.In the first part, we consider algorithms for building l ...
By taking inspiration from the backflow transformation for correlated systems, we introduce a tensor network Ansatz which extends the well-established matrix product state representation of a quantum many-body wave function. This structure provides enough ...
A projection-based reduced order model (ROM) based on the Fourier collocation method is proposed for compressible flows. The incorporation of localized artificial viscosity model and filtering is pursued to enhance the robustness and accuracy of the ROM fo ...