arXiv subjects

Nathaniel Pritchard

Publications and source records attributed to Nathaniel Pritchard.

6 recordsLinked to original sources

arXiv2026

Efficient error estimators for Generalized Nystr\"om

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 Nystr\"om decomposition, enabling accurate error estimation with no additional matrix accesses. In this work, we extend the leave-one-out framework to the generalized Nystr\"om 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↗

arXiv2025

Fast Rank Adaptive CUR via a Recycled Small Sketch

The computation of accurate low-rank matrix approximations is central to improving the scalability of various techniques in machine learning, uncertainty quantification, and control. Traditionally, low-rank approximations are constructed using SVD-based approaches such as truncated SVD or RandomizedSVD. Although these SVD approaches -- especially RandomizedSVD -- have proven to be very computationally efficient, other low-rank approximation methods can offer even greater performance. One such approach is the CUR decomposition, which forms a low-rank approximation using direct row and column subsets of a matrix. Because CUR uses direct matrix subsets, it is also often better able to preserve native matrix structures like sparsity or non-negativity than SVD-based approaches and can facilitate data interpretation in many contexts. This paper introduces IterativeCUR, which draws on previous work in randomized numerical linear algebra to build a new algorithm that is highly competitive compared to prior work: (1) It is adaptive in the sense that it takes as an input parameter the desired tolerance, rather than an a priori guess of the numerical rank. (2) It typically runs significantly faster than both existing CUR algorithms and techniques such as RandomizedSVD, in particular when these methods are run in an adaptive rank mode. Its asymptotic complexity is $\mathcal{O}(mn + (m+n)r^2 + r^3)$ for an $m\times n$ matrix of numerical rank $r$. (3) It relies on a single small sketch from the matrix that is successively downdated as the algorithm proceeds. We demonstrate through extensive experiments that IterativeCUR achieves up to $4\times$ speed-up over state-of-the-art pivoting-on-sketch approaches with no loss of accuracy, and up to $40\times$ speed-up over rank-adaptive randomized SVD approaches.

math.NA↗

arXiv2025

Scientific Applications Leveraging Randomized Linear Algebra

This report showcases the role of, and future directions for, the field of Randomized Numerical Linear Algebra (RNLA) in a selection of scientific applications. These applications span the domains of imaging, genomics and dynamical systems, and are thematically connected by needing to perform linear algebra routines on large-scale matrices (with up to quantillions of entries). At such scales, the linear algebra routines face typical bottlenecks: memory constraints, data access latencies, and substantial floating-point operation costs. RNLA routines are discussed at a high-level to demonstrate how these routines are able to solve the challenges faced by traditional linear algebra routines, and, consequently, address the computational problem posed in the underlying application. For each application, RNLA's open challenges and possible future directions are also presented, which broadly fall into the categories: creating structure-aware RNLA algorithms; co-designing RNLA algorithms with hardware and mixed-precision considerations; and advancing modular, composable software infrastructure. Ultimately, this report serves two purposes: it invites domain scientists to engage with RNLA; and it offers a guide for future RNLA research grounded in real applications.

math.NA↗

arXiv2024

Solving, Tracking and Stopping Streaming Linear Inverse Problems

In large-scale applications including medical imaging, collocation differential equation solvers, and estimation with differential privacy, the underlying linear inverse problem can be reformulated as a streaming problem. In theory, the streaming problem can be effectively solved using memory-efficient, exponentially-converging streaming solvers. In practice, a streaming solver's effectiveness is undermined if it is stopped before, or well-after, the desired accuracy is achieved. In special cases when the underlying linear inverse problem is finite-dimensional, streaming solvers can periodically evaluate the residual norm at a substantial computational cost. When the underlying system is infinite dimensional, streaming solver can only access noisy estimates of the residual. While such noisy estimates are computationally efficient, they are useful only when their accuracy is known. In this work, we rigorously develop a general family of computationally-practical residual estimators and their uncertainty sets for streaming solvers, and we demonstrate the accuracy of our methods on a number of large-scale linear problems. Thus, we further enable the practical use of streaming solvers for important classes of linear inverse problems.

math.NA↗

arXiv2023

Towards Practical Large-scale Randomized Iterative Least Squares Solvers through Uncertainty Quantification

As the scale of problems and data used for experimental design, signal processing and data assimilation grow, the oft-occuring least squares subproblems are correspondingly growing in size. As the scale of these least squares problems creates prohibitive memory movement costs for the usual incremental QR and Krylov-based algorithms, randomized least squares problems are garnering more attention. However, these randomized least squares solvers are difficult to integrate application algorithms as their uncertainty limits practical tracking of algorithmic progress and reliable stopping. Accordingly, in this work, we develop theoretically-rigorous, practical tools for quantifying the uncertainty of an important class of iterative randomized least squares algorithms, which we then use to track algorithmic progress and create a stopping condition. We demonstrate the effectiveness of our algorithm by solving a 0.78 TB least squares subproblem from the inner loop of incremental 4D-Var using only 195 MB of memory.

stat.CO↗

arXiv2020

Demarcating Geographic Regions using Community Detection in Commuting Networks with Significant Self-Loops

We develop a method to identify statistically significant communities in a weighted network with a high proportion of self-looping weights. We use this method to find overlapping agglomerations of U.S. counties by representing inter-county commuting as a weighted network. We identify three types of communities; non-nodal, nodal and monads, which correspond to different types of regions. The results suggest that traditional regional delineations that rely on ad hoc thresholds do not account for important and pervasive connections that extend far beyond expected metropolitan boundaries or megaregions.

physics.soc-ph↗