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In this paper, we investigate the randomized algorithms for block matrix multiplication from random sampling perspective. Based on the A-optimal design criterion, the optimal sampling probabilities and sampling block sizes are obtained. To improve the practicability of the block sizes, two modified ones with less computation cost are provided. With respect to the second one, a two step algorithm is also devised. Moreover, the probability error bounds for the proposed algorithms are given. Extensive numerical results show that our methods outperform the existing one in the literature.
The sampling Kaczmarz-Motzkin (SKM) method is a generalization of the randomized Kaczmarz and Motzkin methods. It first samples some rows of coefficient matrix randomly to build a set and then makes use of the maximum violation criterion within this
Given a function $uin L^2=L^2(D,mu)$, where $Dsubset mathbb R^d$ and $mu$ is a measure on $D$, and a linear subspace $V_nsubset L^2$ of dimension $n$, we show that near-best approximation of $u$ in $V_n$ can be computed from a near-optimal budget of
This work considers the problem of computing the CANDECOMP/PARAFAC (CP) decomposition of large tensors. One popular way is to translate the problem into a sequence of overdetermined least squares subproblems with Khatri-Rao product (KRP) structure. I
Reduced model spaces, such as reduced basis and polynomial chaos, are linear spaces $V_n$ of finite dimension $n$ which are designed for the efficient approximation of families parametrized PDEs in a Hilbert space $V$. The manifold $mathcal{M}$ that
The eigenvectors of the particle number operator in second quantization are characterized by the block sparsity of their matrix product state representations. This is shown to generalize to other classes of operators. Imposing block sparsity yields a