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ACM Trans Math Softw 2017 Jan;43(3)

Facebook, 1 Facebook Way, Menlo Park, CA 94025.

Recent years have witnessed intense development of randomized methods for low-rank approximation. These methods target principal component analysis and the calculation of truncated singular value decompositions. The present article presents an essentially black-box, foolproof implementation for Mathworks' MATLAB, a popular software platform for numerical computation. Read More

ACM Trans Math Softw 2014 Feb;40(2)

Stanford University.

We describe algorithm MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems or least-squares problems. If the system is singular, MINRES-QLP computes the unique minimum-length solution (also known as the pseudoinverse solution), which generally eludes MINRES. In all cases, it overcomes a potential instability in the original MINRES algorithm. Read More

ACM Trans Math Softw 2010 Apr;37(2):14

Department of Computer Science, Graduate Center, City University of New York, 365 Fifth Avenue, New York, NY 10016, USA;

Finding a feasible point that satisfies a set of constraints is a common task in scientific computing: examples are the linear feasibility problem and the convex feasibility problem. Finitely convergent sequential algorithms can be used for solving such problems; an example of such an algorithm is ART3, which is defined in such a way that its control is cyclic in the sense that during its execution it repeatedly cycles through the given constraints. Previously we found a variant of ART3 whose control is no longer cyclic, but which is still finitely convergent and in practice it usually converges faster than ART3 does. Read More