arXiv Machine Learning By Georgios I. Orfanidis, Dimitris A. Pados, George Sklivanitis, Elizabeth Serena Bentley

Hankel and Toeplitz Rank-1 Decomposition of Arbitrary Matrices with Applications to Signal Direction-of-Arrival Estimation

Read the original on arXiv Machine Learning →

arXiv:2604. 26787v2 Announce Type: replace Abstract: We consider the problems of computing the optimal rank-1 Hankel and Toeplitz-structured approximation of arbitrary matrices under L2 and L1-norm error.

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arXiv Machine Learning
5d ago

Fast Length-Squared Sampling for Positive-Semidefinite Matrices

arXiv:2608. 12503v1 Announce Type: cross Abstract: We describe a simple rejection-sampling-based algorithm to perform length-squared sampling on an $n \times n$ positive-semidefinite (psd) matrix: that is, to sample a column with probability proportional to its squared $\ell_2$-norm.

By Rajarshi Bhattacharjee, Ethan N. Epperly, Cameron Musco, Aaron Tian