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Estimating the linear dimensionality of a data set in the presence of noise is a common problem. However, data may also be corrupted by monotone nonlinear distortion that preserves the ordering of matrix entries but causes linear methods…

Combinatorics · Mathematics 2024-01-01 Caitlin Lienkaemper

A class of second-order algorithms is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps in an iteration-dependent subspace. In most cases, the Hessian matrix is…

Optimization and Control · Mathematics 2023-08-22 Serge Gratton , Sadok Jerad , Philippe L. Toint

We present a novel algebraic combinatorial view on low-rank matrix completion based on studying relations between a few entries with tools from algebraic geometry and matroid theory. The intrinsic locality of the approach allows for the…

Machine Learning · Computer Science 2014-08-20 Franz J. Király , Louis Theran , Ryota Tomioka

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

Computing accurate low rank approximations of large matrices is a fundamental data mining task. In many applications however the matrix contains sensitive information about individuals. In such case we would like to release a low rank…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth

Recently, mapping a signal/image into a low rank Hankel/Toeplitz matrix has become an emerging alternative to the traditional sparse regularization, due to its ability to alleviate the basis mismatch between the true support in the…

Numerical Analysis · Mathematics 2020-12-15 Jian-Feng Cai , Jae Kyu Choi , Jingyang Li , Ke Wei

Numerical algorithms for elliptic partial differential equations frequently employ error estimators and adaptive mesh refinement strategies in order to reduce the computational cost. We can extend these techniques to general vectors by…

Numerical Analysis · Mathematics 2017-04-11 Steffen Börm

We consider $m \times s$ matrices (with $m\geq s$) in a real affine subspace of dimension $n$. The problem of finding elements of low rank in such spaces finds many applications in information and systems theory, where low rank is…

Symbolic Computation · Computer Science 2019-07-19 Didier Henrion , Simone Naldi , Mohab Safey El Din

Two common approaches in low-rank optimization problems are either working directly with a rank constraint on the matrix variable, or optimizing over a low-rank factorization so that the rank constraint is implicitly ensured. In this paper,…

Optimization and Control · Mathematics 2020-12-17 Wooseok Ha , Haoyang Liu , Rina Foygel Barber

Nowadays, low-rank approximations of matrices are an important component of many methods in science and engineering. Traditionally, low-rank approximations are considered in unitary invariant norms, however, recently element-wise…

Numerical Analysis · Mathematics 2026-05-15 Stanislav Morozov , Dmitry Zheltkov , Alexander Osinsky

Many data-analysis problems involve large dense matrices that describe the covariance of stationary noise processes; the computational cost of inverting these matrices, or equivalently of solving linear systems that contain them, is often a…

Instrumentation and Methods for Astrophysics · Physics 2015-06-22 Rutger van Haasteren , Michele Vallisneri

Low-rank matrix approximation plays an important role in various applications such as image processing, signal processing and data analysis. The existing methods require a guess of the ranks of matrices that represent images or involve…

Numerical Analysis · Mathematics 2025-07-01 Weiwei Xu , Weijie Shen , Chang Liu , Zhigang Jia

The problem of low rank approximation is ubiquitous in science. Traditionally this problem is solved in unitary invariant norms such as Frobenius or spectral norm due to existence of efficient methods for building approximations. However,…

Numerical Analysis · Mathematics 2023-08-25 Stanislav Morozov , Matvey Smirnov , Nikolai Zamarashkin

Block full rank pencils introduced in [Dopico et al., Local linearizations of rational matrices with application to rational approximations of nonlinear eigenvalue problems, Linear Algebra Appl., 2020] allow us to obtain local information…

Numerical Analysis · Mathematics 2020-11-03 Froilán M. Dopico , Silvia Marcaida , María C. Quintana , Paul Van Dooren

For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…

Numerical Analysis · Computer Science 2016-06-29 Yuji Nakatsukasa , Tasuku Soma , André Uschmajew

The recent low-rank prior based models solve the tensor completion problem efficiently. However, these models fail to exploit the local patterns of tensors, which compromises the performance of tensor completion. In this paper, we propose a…

Numerical Analysis · Mathematics 2021-04-13 Liyu Su

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Optimization and Control · Mathematics 2026-02-17 Abraar Chaudhry , Elizaveta Rebrova

Rank regularized minimization problem is an ideal model for the low-rank matrix completion/recovery problem. The matrix factorization approach can transform the high-dimensional rank regularized problem to a low-dimensional factorized…

Optimization and Control · Mathematics 2024-05-21 Wenjing Li , Wei Bian , Kim-Chuan Toh

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

Numerical Analysis · Mathematics 2016-02-02 Gil Shabat , Yaniv Shmueli , Yariv Aizenbud , Amir Averbuch

Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…

Machine Learning · Computer Science 2016-11-18 Ruoyu Sun , Zhi-Quan Luo
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