Papers for
numerical linear algebra developers
Papers whose findings have a practical use for this group, as judged from the abstract. Open a paper to read what it means in practice.
Fast algorithm finds balanced sign assignments for matrix columns
Fast Spectral Signing for Vector Balancing
Abstract: The Komlós conjecture, now a theorem, asserts that whenever the columns of a matrix $A\in\mathbb{R}^{m\times n}$ have Euclidean norm at most one, some signs $\varepsilon\in\{-1,1\}^n$ make every coordinate of $A\varepsilon$ bounded by an absolute constant. Guo, Fang, and Lu gave the first polynomial-time algorithm for finding such signs, a deterministic spectral signing procedure with discrepancy $8272$ and running time $O((mn^9+n^{10})\log(m+n))$. We give a deterministic algorithm that finds signs with $\|A\varepsilon\|_\infty<99$ using $O(mn+n^{ω+2}\log^3 n)$ arithmetic operations, where $ω>2$ is any fixed attainable matrix-multiplication exponent; with the current bounds on $ω$ this is $\widetilde O(mn+n^{4.372})$. Our algorithm uses the same framework: it rounds a single fractional coloring and watches all rows through the top eigenvalue of a Gram matrix of energy-corrected barriers. Steps follow flat directions, rescaled so that no barrier near its threshold moves faster than a constant, and the regularizer grows as coordinates freeze; together these bound the number of updates by $O(n^2\log n)$. A weak quadratic charge on the tracked row sums leaves $O(n\log^2 n)$ rows to evaluate at any time, and a motion clock bounds when any other row could approach its barrier. Each update is a short sequence of matrix products. Its direction is read off by conditional expectations from a polynomial soft projector, its small constraint residual is repaired in affine row representations, and one identity accounts for every change of representation. For rational input the algorithm has polynomial bit complexity.
Random matrix eigenvalue approximation depends on polynomial degree threshold
Eigenvalue and Eigenvector Approximation for Random Matrices Using Low-Degree Polynomials
Abstract: We initiate the study of approximating the top eigenvalue and eigenvector of a random symmetric matrix $ A \in \mathbb{R}^{n\times n} $ using $ q(A)b $ where $q$ is a degree-$d$ polynomial and $b$ is a standard Gaussian vector independent of $A$. For spiked GOE $ Y = λvv^\top + X $, we identify $ d_\star = \frac{\log(n)}{2\log(λ)} $ to be the critical degree threshold above which accurate approximation of the top eigenvalue and eigenvector is possible. This sharpens the common belief that spectral methods can be implemented by $ O(\log(n)) $-step power iterations and offers a precise connection between spectral methods and low-degree polynomial algorithms, a popular proxy for all polynomial-time algorithms. For GOE $X$, we identify $ d_\star = n^{1/3+o(1)} $ to be the critical degree threshold for top eigenvector approximation, whereas constant degree suffices for top eigenvalue approximation. Moreover, in the limit where $ d/n^{1/3} $ converges to a positive finite constant, we compute the exact asymptotic eigenvector approximation accuracy in terms of the expected squared overlap. These results significantly improve upon predictions made in randomized numerical linear algebra for deterministic data matrices that the iteration count of power methods is governed by the inverse spectral gap. Technically, our analyses leverage extremal properties of Chebyshev polynomials and draw upon the rich literature of random matrix theory.
Optimizing low-parametric orthogonal matrices using Riemannian geometry tools
Riemannian Structure and Optimization for a Class of Low-Parametric Orthogonal Matrices
Abstract: In this paper, we are concerned with matrices formed by block-diagonal factors interleaved with fixed permutations -- a flexible family of structured matrices. This class has recently drawn interest in deep learning architectures for its balanced expressivity-efficiency trade-off, yet efficient computational strategies for working with it remain to be found. We approach this problem through Riemannian geometry and examine under what conditions this class admits a smooth manifold structure. For the practically important case of orthogonal two-factor matrices, we derive the essential Riemannian tools and propose efficient algorithms for their implementation. The algorithms leverage automatic differentiation, support parameter sharing within each factor, and avoid explicit dense matrix construction. We test them within the Riemannian optimization framework on the best matrix approximation problem and for parameter-efficient fine-tuning of large language models. Beyond the two-factor setting, we study the geometric and matrix-theoretic properties of factorizations with a larger number of block-diagonal factors.
Toeplitz matrix determinants broken down by simpler band factors
Toeplitz multiplication and graded factorization of determinant recurrences
Abstract: Toeplitz matrices are matrices whose entries are constant along each diagonal. When only finitely many diagonals are nonzero, the determinants of successively larger matrices obey a fixed linear recurrence: each new determinant is a fixed linear combination of finitely many preceding ones. We ask whether the recurrence for a complicated band can be built from recurrences for simpler factors, and show that it can. Multiplying two finite banded Toeplitz matrices reproduces the expected product throughout the interior, with discrepancies only near two opposite corners. Shifting the factors relative to the main diagonal redistributes these boundary discrepancies, and the different shifts account exactly for the pieces from which the full determinant recurrence is assembled. For several factors, all allowed shifts are described by a finite system of linear inequalities, giving a systematic decomposition of the recurrence. This viewpoint also leads to a recursive construction that works directly with polynomial coefficients, without solving for their roots. When a factorization into bounded-degree pieces is supplied, a valid recurrence can be constructed using essentially a linear number of arithmetic operations in the number of coefficients that must be output. A five-diagonal example shows how a sixth-order recurrence is assembled from two tridiagonal Toeplitz factors together with two boundary contributions.
Polynomial time algorithms provide efficient Kadison-Singer problem solutions
Polynomial Time Algorithms for the Kadison-Singer Problem
Abstract: Marcus, Spielman, and Srivastava [MSS15] established the existence of Kadison--Singer partitions. We provide polynomial-time algorithms for the Kadison--Singer problem. For Hermitian matrices $A_1,\ldots,A_m\in\mathbb C^{n\times n}$ of rank at most one, we give two algorithms that find signs $σ\in\{\pm1\}^m$ satisfying $\|\sum_i σ_iA_i\|\le C\|\sum_i A_i^2\|^{1/2}$. The deterministic algorithm achieves $C=3.3443$ using $\widetilde O(mn^2+n^{56})$ arithmetic operations. The randomized algorithm achieves $C=4.8628$ using $\widetilde O(mn^2+n^{5.88})$ arithmetic operations in expectation. For vectors satisfying $\sum_i a_ia_i^*=I$ and $\|a_i\|^2\leα$, the algorithms yield partitions $[m]=I_1\cup I_2$ satisfying $\|\sum_{i\in I_j}a_ia_i^*-I/2\|\le (C/2)\sqrtα$ for $j=1,2$.