Related papers: A Fast Block Low-Rank Dense Solver with Applicatio…
Low-rank tensor decomposition generalizes low-rank matrix approximation and is a powerful technique for discovering low-dimensional structure in high-dimensional data. In this paper, we study Tucker decompositions and use tools from…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
We study algorithms for the Schatten-$p$ Low Rank Approximation (LRA) problem. First, we show that by using fast rectangular matrix multiplication algorithms and different block sizes, we can improve the running time of the algorithms in…
Data characterized by high dimensionality and sparsity are commonly used to describe real-world node interactions. Low-rank representation (LR) can map high-dimensional sparse (HDS) data to low-dimensional feature spaces and infer node…
The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…
This paper introduces HALLaR, a new first-order method for solving large-scale semidefinite programs (SDPs) with bounded domain. HALLaR is an inexact augmented Lagrangian (AL) method where the AL subproblems are solved by a novel hybrid…
We present a new direct logarithmically optimal in theory and fast in practice algorithm to implement the high order finite element method on multi-dimensional rectangular parallelepipeds for solving PDEs of the Poisson kind. The key points…
Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…
We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…
In this paper we propose an iterative method to address the face identification problem with block occlusions. Our approach utilizes a robust representation based on two characteristics in order to model contiguous errors (e.g., block…
The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…
We present an enhanced version of the row-based randomized block-Kaczmarz method to solve a linear system of equations. This improvement makes use of a regularization during block updates in the solution, and a dynamic proposal distribution…
We present a topological framework for finding low-flop algorithms for evaluating element stiffness matrices associated with multilinear forms for finite element methods posed over straight-sided affine domains. This framework relies on…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
The block diagonal structure of an affinity matrix is a commonly desired property in cluster analysis because it represents clusters of feature vectors by non-zero coefficients that are concentrated in blocks. However, recovering a block…
In this paper, a hierarchical Tucker low-rank (HTLR) matrix is proposed to approximate non-oscillatory kernel functions in linear complexity. The HTLR matrix is based on the hierarchical matrix, with the low-rank blocks replaced by Tucker…
In this paper the efficiency of multilevel sparse tensor approximation methods for high-dimensional affine parametric diffusion equations is investigated. Methodologically, the recently presented Sparse Alternating Least Squares (SALS)…
Sparse Principal Component Analysis (Sparse PCA) is a pivotal tool in data analysis and dimensionality reduction. However, Sparse PCA is a challenging problem in both theory and practice: it is known to be NP-hard and current exact methods…
We study the problem of recovery of matrices that are simultaneously low rank and row and/or column sparse. Such matrices appear in recent applications in cognitive neuroscience, imaging, computer vision, macroeconomics, and genetics. We…