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In this paper, we consider the problem of obtaining the best $k$-sparse solution of $Ax=y$ subject to the constraint that the columns of $A$ are orthogonal. The naive approach for obtaining a solution to this problem has exponential…

Other Statistics · Statistics 2012-04-11 Phanindra V. Jampana , Sastry S. Challa

We overcome two major bottlenecks in the study of low rank approximation by assuming the low rank factors themselves are sparse. Specifically, (1) for low rank approximation with spectral norm error, we show how to improve the best known…

Data Structures and Algorithms · Computer Science 2021-11-02 David P. Woodruff , Taisuke Yasuda

Column selection is an essential tool for structure-preserving low-rank approximation, with wide-ranging applications across many fields, such as data science, machine learning, and theoretical chemistry. In this work, we develop unified…

Numerical Analysis · Mathematics 2024-08-09 Mark Fornace , Michael Lindsey

We show that the {\em column sum optimization problem}, of finding a $(0,1)$-matrix with prescribed row sums which minimizes the sum of evaluations of given functions at its column sums, can be solved in polynomial time, either when all…

Optimization and Control · Mathematics 2021-04-28 Shmuel Onn

Low rank matrix approximation is a popular topic in machine learning. In this paper, we propose a new algorithm for this topic by minimizing the least-squares estimation over the Riemannian manifold of fixed-rank matrices. The algorithm is…

Machine Learning · Computer Science 2022-02-15 Qianqian Song

The problem of extracting a well conditioned submatrix from any rectangular matrix (with normalized columns) has been studied for some time in functional and harmonic analysis; see…

Functional Analysis · Mathematics 2016-12-07 Stephane Chretien , Sebastien Darses

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

Optimization and Control · Mathematics 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

Efficient resource allocation and optical switching promise high key rates, network adaptability, and cost reduction in repeaterless quantum communication networks. However, identifying optimal switching configurations remains a significant…

We consider the synthesis problem of Compressed Sensing - given s and an MXn matrix A, extract from it an mXn submatrix A', certified to be s-good, with m as small as possible. Starting from the verifiable sufficient conditions of…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadii S. Nemirovski

Fill-ins are new nonzero elements in the summation of the upper and lower triangular factors generated during LU factorization. For large sparse matrices, they will increase the memory usage and computational time, and be reduced through…

Machine Learning · Computer Science 2025-11-13 Ziwei Li , Shuzi Niu , Tao Yuan , Huiyuan Li , Wenjia Wu

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…

Optimization and Control · Mathematics 2021-01-01 Yuning Yang

Linear algebraic expressions are the essence of many computationally intensive problems, including scientific simulations and machine learning applications. However, translating high-level formulations of these expressions to efficient…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-22 Dániel Berényi , András Leitereg , Gábor Lehel

Randomized algorithms for low-rank matrix approximation are investigated, with the emphasis on the fixed-precision problem and computational efficiency for handling large matrices. The algorithms are based on the so-called QB factorization,…

Numerical Analysis · Mathematics 2018-02-13 Wenjian Yu , Yu Gu , Yaohang Li

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…

Machine Learning · Computer Science 2014-05-15 Moritz Hardt

We consider in this paper the problem of computing a nonnegative low-rank approximation of the rightmost eigenpair of a linear matrix-valued real operator. We propose an algorithm based on the time integration of a suitable differential…

Numerical Analysis · Mathematics 2026-03-16 Nicolas Gillis , Carmela Scalone

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

We study the problem of ranking with submodular valuations. An instance of this problem consists of a ground set $[m]$, and a collection of $n$ monotone submodular set functions $f^1, \ldots, f^n$, where each $f^i: 2^{[m]} \to R_+$. An…

Data Structures and Algorithms · Computer Science 2010-07-16 Yossi Azar , Iftah Gamzu

We design a new algorithm on the best subset selection model in reduced rank regression.

Methodology · Statistics 2020-06-09 Canhong Wen , Weiyu Li , Junxian Zhu , Xueqin Wang