Gauss quadrature for matrix inverse forms with applications

7 Dec 2015Chengtao LiSuvrit SraStefanie Jegelka

We present a framework for accelerating a spectrum of machine learning algorithms that require computation of bilinear inverse forms $u^\top A^{-1}u$, where $A$ is a positive definite matrix and $u$ a given vector. Our framework is built on Gauss-type quadrature and easily scales to large, sparse matrices... (read more)

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