Related papers: Random matrix over a DVR and LU factorization
The singular value decomposition (SVD) and the principal component analysis are fundamental tools and probably the most popular methods for data dimension reduction. The rapid growth in the size of data matrices has lead to a need for…
We present a matrix factorization algorithm that scales to input matrices that are large in both dimensions (i.e., that contains morethan 1TB of data). The algorithm streams the matrix columns while subsampling them, resulting in low…
The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean structure of a data matrix based on the…
For high dimensional data, where P features for N objects (P >> N) are represented in an NxP matrix X, we describe a clustering algorithm based on the normalized left Gram matrix, G = XX'/P. Under certain regularity conditions, the rows in…
Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…
LU-Net is a simple and fast architecture for invertible neural networks (INN) that is based on the factorization of quadratic weight matrices $\mathsf{A=LU}$, where $\mathsf{L}$ is a lower triangular matrix with ones on the diagonal and…
We consider multilevel low rank (MLR) matrices, defined as a row and column permutation of a sum of matrices, each one a block diagonal refinement of the previous one, with all blocks low rank given in factored form. MLR matrices extend low…
We present new results on Boolean matrix factorization and a new algorithm based on these results. The results emphasize the significance of factorizations that provide from-below approximations of the input matrix. While the previously…
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…
This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…
Variational methods in imaging are nowadays developing towards a quite universal and flexible tool, allowing for highly successful approaches on tasks like denoising, deblurring, inpainting, segmentation, super-resolution, disparity, and…
We propose efficient parallel algorithms and implementations on shared memory architectures of LU factorization over a finite field. Compared to the corresponding numerical routines, we have identified three main difficulties specific to…
The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…
This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…
A matrix algorithm runs at {\em sublinear cost} if it uses much fewer memory cells and arithmetic operations than the input matrix has entries. Such algorithms are indispensable for Big Data Mining and Analysis. Quite typically in that area…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
The high-order relations between the content in social media sharing platforms are frequently modeled by a hypergraph. Either hypergraph Laplacian matrix or the adjacency matrix is a big matrix. Randomized algorithms are used for low-rank…
We call matrix algorithms superfast if they use much fewer flops and memory cells than the input matrix has entries. Using such algorithms is indispensable for Big Data Mining and Analysis, where the input matrices are so immense that one…
In recent years, randomized algorithms have established themselves as fundamental tools in computational linear algebra, with applications in scientific computing, machine learning, and quantum information science. Many randomized matrix…
Our goal is to find accurate and efficient algorithms, when they exist, for evaluating rational expressions containing floating point numbers, and for computing matrix factorizations (like LU and the SVD) of matrices with rational…