activity
20112017
most citedRandomized Matrix Decompositions using R

114 citations · 171 across the 6 of their papers we have counts for

collaborators

9 papers

math.NA2017★ 2 cited

Conjugate gradient based acceleration for inverse problems

Sergey Voronin, Christophe Zaroli, Naresh P. Cuntoor

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take adv…

stat.CO2016★ 114 cited

Randomized Matrix Decompositions using R

N. Benjamin Erichson, Sergey Voronin, Steven L. Brunton +1

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital…

math.NA2015★ 5 cited

An Iteratively Reweighted Least Squares Algorithm for Sparse Regularization

Sergey Voronin, Ingrid Daubechies

We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized spar…

math.NA2015

A randomized blocked algorithm for efficiently computing rank-revealing factorizations of matrices

Per-Gunnar Martinsson, Sergey Voronin

This manuscript describes a technique for computing partial rank-revealing factorizations, such as, e.g, a partial QR factorization or a partial singular value decomposition. The m…

math.NA2015★ 26 cited

RSVDPACK: An implementation of randomized algorithms for computing the singular value, interpolative, and CUR decompositions of matrices on multi-core and GPU architectures

Sergey Voronin, Per-Gunnar Martinsson

RSVDPACK is a library of functions for computing low rank approximations of matrices. The library includes functions for computing standard (partial) factorizations such as the Sin…

math.NA2014

Efficient Algorithms for CUR and Interpolative Matrix Decompositions

Sergey Voronin, Per-Gunnar Martinsson

The manuscript describes efficient algorithms for the computation of the CUR and ID decompositions. The methods used are based on simple modifications to the classical truncated pi…

math.NA2014★ 10 cited

Convolution based smooth approximations to the absolute value function with application to non-smooth regularization

Sergey Voronin, Gorkem Ozkaya, Davis Yoshida

We present new convolution based smooth approximations to the absolute value function and apply them to construct gradient based algorithms such as the nonlinear conjugate gradient…

math.NA2014★ 14 cited

Compression Approaches for the Regularized Solutions of Linear Systems from Large-Scale Inverse Problems

Sergey Voronin, Dylan Mikesell, Guust Nolet

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first…

physics.geo-ph2011

Solving or resolving global tomographic models with spherical wavelets, and the scale and sparsity of seismic heterogeneity

Frederik J. Simons, Ignace Loris, Guust Nolet +6

We propose a class of spherical wavelet bases for the analysis of geophysical models and forthe tomographic inversion of global seismic data. Its multiresolution character allows f…