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We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…

Numerical Analysis · Mathematics 2020-10-06 Gianluca Ceruti , Christian Lubich

Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…

Machine Learning · Computer Science 2024-08-13 Jun Lu

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Optimization and Control · Mathematics 2026-05-12 Po-Wei Wang , Wei-Cheng Chang , J. Zico Kolter

Because of the attractiveness of the canonical polyadic (CP) tensor decomposition in various applications, several algorithms have been designed to compute it, but efficient ones are still lacking. Iterative deflation algorithms based on…

Numerical Analysis · Computer Science 2015-08-24 Alex Pereira da Silva , Pierre Comon , Andre Lima Ferrer de Almeida

We present an adaptation of two recent low-rank approximation technique proposed for first-order model reduction systems to the second-order systems. The resulting reduced order models are guaranteed to keep the second order structure which…

Dynamical Systems · Mathematics 2015-12-01 Younes Chahlaoui

We present a highly efficient molecular dynamics scheme for calculating the concentration depth profile of dopants in ion irradiated materials. The scheme incorporates several methods for reducing the computational overhead, plus a rare…

Computational Physics · Physics 2009-10-31 Keith M. Beardmore , Niels Gronbech-Jensen

A systematic numerical approach to approximate high dimensional Lindblad equations is described. It is based on a deterministic rank m approximation of the density operator, the rank m being the only parameter to adjust. From a known…

Computational Physics · Physics 2013-03-14 Claude Le Bris , Pierre Rouchon

A low-rank approximation of a parameter-dependent matrix $A(t)$ is an important task in the computational sciences appearing for example in dynamical systems and compression of a series of images. In this work, we introduce AdaCUR, an…

Numerical Analysis · Mathematics 2026-02-26 Taejun Park , Yuji Nakatsukasa

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…

Numerical Analysis · Mathematics 2016-06-22 N. Kishore Kumar , Jan Shneider

The discrete Fourier transform is approximated by summing over part of the terms with corresponding weights. The approximation reduces significantly the requirement for computer memory storage and enhances the numerical computation…

Strongly Correlated Electrons · Physics 2015-03-19 Xin-Zhong Yan

The numerical solution of parameter identification inverse problems for kinetic equations can exhibit high computational and memory costs. In this paper, we propose a dynamical low-rank scheme for the reconstruction of the scattering…

Numerical Analysis · Mathematics 2025-06-27 Lena Baumann , Lukas Einkemmer , Christian Klingenberg , Jonas Kusch

Computing the dominant eigenvalue is important in nuclear systems as it determines the stability of the system (i.e. whether the system is sub or supercritical). Recently, the work of Kusch, Whewell, McClarren and Frank \cite{KWMF} showed…

Numerical Analysis · Mathematics 2024-09-24 C. Scalone , L. Einkemmer , J. Kusch , R. J. McClarren

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

With tens of petaflops supercomputers already in operation and exaflops machines expected to appear within the next 10 years, efficient parallel computational methods are required to take advantage of such extreme-scale machines. In this…

Materials Science · Physics 2012-11-13 Truong Vinh Truong Duy , Taisuke Ozaki

We propose a dynamical low-rank algorithm for a gyrokinetic model that is used to describe strongly magnetized plasmas. The low-rank approximation is based on a decomposition into variables parallel and perpendicular to the magnetic field,…

Computational Physics · Physics 2023-07-03 Lukas Einkemmer

This paper presents a memory efficient, first-order method for low multi-linear rank approximation of high-order, high-dimensional tensors. In our method, we exploit the second-order information of the cost function and the constraints to…

Optimization and Control · Mathematics 2024-03-22 Mohammad Hamed , Reshad Hosseini

Approximate computing is a research area where we investigate a wide spectrum of techniques to trade off computation accuracy for better performance or energy consumption. In this work, we provide a general introduction to approximate…

Programming Languages · Computer Science 2017-12-12 M. Ammar Ben Khadra

In this paper, we present a low-diameter decomposition algorithm in the LOCAL model of distributed computing that succeeds with probability $1 - 1/poly(n)$. Specifically, we show how to compute an $\left(\epsilon, O\left(\frac{\log…

Data Structures and Algorithms · Computer Science 2023-07-25 Yi-Jun Chang , Zeyong Li

We consider the problem of computing tractable approximations of time-dependent d x d large positive semi-definite (PSD) matrices defined as solutions of a matrix differential equation. We propose to use "low-rank plus diagonal" PSD…

Numerical Analysis · Mathematics 2024-07-08 Silvère Bonnabel , Marc Lambert , Francis Bach

Low-rank approximations are essential in modern data science. The interpolative decomposition provides one such approximation. Its distinguishing feature is that it reuses columns from the original matrix. This enables it to preserve matrix…

Numerical Analysis · Mathematics 2022-06-08 Rishi Advani , Sean O'Hagan