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Topic: Factorizations and decompositions

Seminar
5 seminars
Seminar · Linear Algebra

The Polar Express: Optimal Matrix Sign Methods and Their Application to the Muon Algorithm

Robert Gower · Flatiron Institute

Fri, Feb 6, 2026 · 15:30 UTC

Robert Gower introduces Polar Express for the polar decomposition and matrix sign function, motivated by Muon neural-network training. Using only matrix-matrix products makes the method suited to high-throughput GPUs. Each iteration adapts its polynomial update through minimax optimization, building on Chen and Chow and Nakatsukasa and Freund. Worst-case error minimization gives rapid initial and asymptotic convergence. The talk addresses finite-precision implementation in bfloat16 and reports improved validation loss when training GPT-2 on one billion FineWeb tokens across several learning ra

Seminar · Linear Algebra

Estimating a matrix's singular values with interpolative decompositions

Alex Townsend · Cornell University

Thu, Feb 5, 2026 · 15:30 UTC

Alex Townsend examines what greedy pivoting can guarantee in rank-revealing factorizations, which remain important alongside randomized sampling and sketching. A local maximum-volume viewpoint gives sharp criteria for reliable rank revelation by pivoted Gaussian elimination and QR. The comparison with pivoted Cholesky on smooth-kernel matrices shows that greedy pivoting there cannot exhibit Kahan-like behavior. These results clarify the theoretical strengths and limitations of deterministic steps in matrix approximation.

Seminar · Linear Algebra

The S^T S-SVD with Applications

Davide Palitta · Alma Mater Studiorum, Universita' di Bologna

Wed, Feb 4, 2026 · 21:00 UTC

Davide Palitta introduces the S^T S-SVD, a decomposition of A derived from the SVD of its sketch SA. It is exact with high probability, preserves singular values probabilistically, and makes left singular vectors orthonormal in the sketch-induced seminorm, with lower computational cost. The talk relates this perspective to subspace embeddings and least-squares residuals, assesses sketch quality, and bounds departures from ordinary orthogonality in randomized QR. A further application extends the nearest-orthogonal-matrix problem to S^T S-orthogonality. The work builds on Gilbert, Park, and Wak

Seminar · Linear Algebra

Randomized Householder-Cholesky QR Factorization with Multisketching

Daniel Szyld · Temple University

Tue, Feb 3, 2026 · 15:30 UTC

Daniel Szyld analyzes rand-cholQR, a randomized method for tall-and-skinny QR factorization using one or two sketch matrices. For numerically full-rank inputs, its orthogonality error is bounded with high probability at the scale of unit roundoff. NVIDIA A100 experiments compare multisketching with CholeskyQR2, reporting comparable or better speed and stronger stability with little additional memory or computation. Joint work with Andrew Higgins, Erik Boman, and Ichitaro Yamazaki.

Seminar · Linear Algebra

Randomized Mixed-Precision Solution of Least Squares Problems

Ilse Ipsen · North Carolina State University

Mon, Feb 2, 2026 · 15:30 UTC

Ilse Ipsen examines full-column-rank least-squares systems solved through normal equations with symmetric or nonsymmetric randomized preconditioning computed at lower arithmetic precision. Effective preconditioning can deliver accuracy close to QR-based MATLAB backslash even for badly conditioned matrices. The analysis separates the solution's accuracy from the accuracy of the preconditioner: the original least-squares residual controls the error. The talk develops realistic relative-error perturbation bounds. Joint work with James Garrison.

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