Corpus ID: 3570578

Gaussian quadrature for matrix inverse forms with applications

  title={Gaussian quadrature for matrix inverse forms with applications},
  author={C. Li and S. Sra and S. Jegelka},
  • C. Li, S. Sra, S. Jegelka
  • Published in ICML 2016
  • Mathematics, Computer Science
  • We present a framework for accelerating a spectrum of machine learning algorithms that require computation of bilinear inverse forms uτ A-1 u, where A is a positive definite matrix and u a given vector. Our framework is built on Gausstype quadrature and easily scales to large, sparse matrices. Further, it allows retrospective computation of lower and upper bounds on uτ A-1 u, which in turn accelerates several algorithms. We prove that these bounds tighten iteratively and converge at a linear… CONTINUE READING
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