Related papers: Rapid factorization of structured matrices via ran…
The multiplication of matrices is an important arithmetic operation in computational mathematics. In the context of hierarchical matrices, this operation can be realized by the multiplication of structured block-wise low-rank matrices,…
Data often comes in the form of an array or matrix. Matrix factorization techniques attempt to recover missing or corrupted entries by assuming that the matrix can be written as the product of two low-rank matrices. In other words, matrix…
Randomized algorithms for low-rank approximation of quaternion matrices have gained increasing attention in recent years. However, existing methods overlook pass efficiency, the ability to limit the number of passes over the input…
Randomized SVD has become an extremely successful approach for efficiently computing a low-rank approximation of matrices. In particular the paper by Halko, Martinsson, and Tropp (SIREV 2011) contains extensive analysis, and has made it a…
Matrix factorization techniques compute low-rank product approximations of high dimensional data matrices and as a result, are often employed in recommender systems and collaborative filtering applications. However, many algorithms for this…
Low-rank representation learning has emerged as a powerful tool for recovering missing values in power load data due to its ability to exploit the inherent low-dimensional structures of spatiotemporal measurements. Among various techniques,…
This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in RAM, and must instead be stored on slow external memory devices such as solid-state or spinning disk hard drives…
Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization (RRQR), Interpolative decomposition etc are classical deterministic…
The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…
Can one recover a matrix efficiently from only matrix-vector products? If so, how many are needed? This paper describes algorithms to recover matrices with known structures, such as tridiagonal, Toeplitz, Toeplitz-like, and hierarchical…
Motivated by an application in computational biology, we consider low-rank matrix factorization with $\{0,1\}$-constraints on one of the factors and optionally convex constraints on the second one. In addition to the non-convexity shared…
Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…
Predicting unobserved entries of a partially observed matrix has found wide applicability in several areas, such as recommender systems, computational biology, and computer vision. Many scalable methods with rigorous theoretical guarantees…
We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…
This work considers the low-rank approximation of a matrix $A(t)$ depending on a parameter $t$ in a compact set $D \subset \mathbb{R}^d$. Application areas that give rise to such problems include computational statistics and dynamical…
We analyze a distributed algorithm to compute a low-rank matrix factorization on $N$ clients, each holding a local dataset $\mathbf{S}^i \in \mathbb{R}^{n_i \times d}$, mathematically, we seek to solve $min_{\mathbf{U}^i \in…
We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…
Recently, Pagh presented a randomized approximation algorithm for the multiplication of real-valued matrices building upon work for detecting the most frequent items in data streams. We continue this line of research and present new {\em…
Given a matrix $A$ of size $m\times n$, the manuscript describes a algorithm for computing a QR factorization $AP=QR$ where $P$ is a permutation matrix, $Q$ is orthonormal, and $R$ is upper triangular. The algorithm is blocked, to allow it…
We discuss a randomized strong rank-revealing QR factorization that effectively reveals the spectrum of a matrix $\textbf{M}$. This factorization can be used to address problems such as selecting a subset of the columns of $\textbf{M}$,…