arXiv subjects

Lorenzo Lazzarino

Publications and source records attributed to Lorenzo Lazzarino.

5 recordsLinked to original sources

arXiv2026

Blind error estimation for CUR approximation

Low-rank approximation is a fundamental tool for scalable matrix computations. While such approximations have classically been formed via the truncated SVD, recent advances in randomized numerical linear algebra have produced methods of comparable accuracy at a fraction of the cost. A key advantage of these approaches is their ability to operate with limited access to the full matrix. A prominent example is the CUR decomposition, which builds an approximation from only a subset of columns and rows, making it particularly well-suited to settings where global matrix access is unavailable, such as in the design of spectro-microscopy experiments where even matrix-vector products cannot be computed. However, the randomness inherent to these methods introduces a key challenge: efficiently assessing approximation accuracy under the stringent constraint that only a subset of matrix entries can be observed. We derive a "blind" estimator of the Frobenius error of a CUR decomposition. For this estimator, we derive a worst-case lower bound on the number of required column queries, and provide techniques for quantifying its uncertainty. Finally, we demonstrate the performance of the estimator and the uncertainty sets on a mix of synthetic problems and real spectro-microscopy examples.

math.NA↗

arXiv2026

Preconditioned normal equations for solving discretised partial differential equations

This paper explores preconditioning the normal equation for non-symmetric square linear systems arising from PDE discretization, focusing on methods like CGNE and LSQR. The concept of ``normal'' preconditioning is introduced and a strategy to construct preconditioners studying the associated ``normal'' PDE is presented. Numerical experiments on convection-diffusion problems demonstrate the effectiveness of this approach in achieving fast and stable convergence.

math.NA↗

arXiv2026

Reducing acquisition time and radiation damage: data-driven subsampling for spectro-microscopy

Spectro-microscopy is an experimental technique which can be used to observe spatial variations in chemical state and changes in chemical state over time or under experimental conditions. As a result it has broad applications across areas such as energy materials, catalysis, environmental science and biological samples. However, the technique is often limited by factors such as long acquisition times and radiation damage. We present two measurement strategies that allow for significantly shorter experiment times and total doses applied. The strategies are based on taking only a small subset of all the measurements (e.g. sparse acquisition or subsampling), and then computationally reconstructing all unobserved measurements using mathematical techniques. The methods are data-driven, using spectral and spatial importance subsampling distributions to identify important measurements. As a result, taking as little as 4-6\% of the measurements is sufficient to capture the same information as in a conventional scan.

physics.med-ph↗

arXiv2026

Matrix perturbation analysis of methods for extracting singular values from approximate singular subspaces

Given (orthonormal) approximations $\tilde{U}$ and $\tilde{V}$ to the left and right subspaces spanned by the leading singular vectors of a matrix $A$, we discuss methods to approximate the leading singular values of $A$ and study their accuracy. In particular, we focus our analysis on the generalized Nyström approximation, as surprisingly, it is able to obtain significantly better accuracy than classical methods, namely Rayleigh-Ritz and (one-sided) projected SVD. A key idea of the analysis is to view the methods as finding the exact singular values of a perturbation of $A$. In this context, we derive a matrix perturbation result that exploits the structure of such $2\times2$ block matrix perturbation. Furthermore, we extend it to block tridiagonal matrices. We then obtain bounds on the accuracy of the extracted singular values. This leads to sharp bounds that predict well the approximation error trends and explain the difference in the behavior of these methods. Finally, we present an approach to derive an a-posteriori version of those bounds, which are more amenable to computation in practice.

math.NA↗

arXiv2026

Efficient error estimators for Generalized Nyström

Randomized algorithms in numerical linear algebra have proven to be effective in ameliorating issues of scalability when working with large matrices, efficiently producing accurate low-rank approximations. A key remaining challenge, however, is to efficiently assess the approximation accuracy of randomized methods without additional expensive matrix accesses. Recent work has addressed this issue by deriving fast leave-one-out error estimators for the randomized SVD and Nyström decomposition, enabling accurate error estimation with no additional matrix accesses. In this work, we extend the leave-one-out framework to the generalized Nyström decomposition, an approach that can be applied to general rectangular matrices. We do this by deriving three new leave-one-out error estimators and validating their effectiveness through numerical experiments.

math.NA↗