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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

We consider the representation of operators in terms of tensor networks and their application to ground-state approximation and time evolution of systems with long-range interactions. We provide an explicit construction to represent an…

Quantum Physics · Physics 2010-07-20 F. Fröwis , V. Nebendahl , W. Dür

Large-scale optimization problems arising from the discretization of problems involving PDEs sometimes admit solutions that can be well approximated by low-rank matrices. In this paper, we will exploit this low-rank approximation property…

Numerical Analysis · Mathematics 2024-05-01 Marco Sutti , Bart Vandereycken

Such problems as computation of spectra of spin chains and vibrational spectra of molecules can be written as high-dimensional eigenvalue problems, i.e., when the eigenvector can be naturally represented as a multidimensional tensor. Tensor…

Numerical Analysis · Mathematics 2019-09-04 Maxim Rakhuba , Alexander Novikov , Ivan Oseledets

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

In this paper, we present a method to certify the approximation quality of a low rank tensor to a given third order symmetric tensor. Under mild assumptions, best low rank approximation is attained if a control parameter is zero or…

Optimization and Control · Mathematics 2023-07-21 Shenglong Hu , Defeng Sun , Kim-Chuan Toh

For the antisymmetric tensors the paper examines a low-rank approximation which is represented via only three vectors. We describe a suitable low-rank format and propose an alternating least squares structure-preserving algorithm for…

Numerical Analysis · Mathematics 2024-11-08 Erna Begovic , Lana Perisa

In this short paper we bridge two seemingly unrelated sparse approximation topics: continuous sparse coding and low-rank approximations. We show that for a specific choice of continuous dictionary, linear systems with nuclear-norm…

Information Theory · Computer Science 2020-09-15 Clement Elvira , Jeremy E. Cohen , Cedric Herzet , Remi Gribonval

This paper presents a numerical framework for the low-rank approximation of the solution to three-dimensional parabolic problems. The key contribution of this work is the tensorization process based on a tensor-train reformulation of the…

Numerical Analysis · Mathematics 2025-09-15 Gianmarco Manzini , Tommaso Sorgente

Multi-dimensional data completion is a critical problem in computational sciences, particularly in domains such as computer vision, signal processing, and scientific computing. Existing methods typically leverage either global low-rank…

Machine Learning · Computer Science 2025-08-07 Wenwu Gong , Lili Yang

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…

Data Structures and Algorithms · Computer Science 2021-07-23 Matthew Fahrbach , Mehrdad Ghadiri , Thomas Fu

Tensor completion can estimate missing values of a high-order data from its partially observed entries. Recent works show that low rank tensor ring approximation is one of the most powerful tools to solve tensor completion problem. However,…

Numerical Analysis · Mathematics 2021-01-03 Abdul Ahad , Zhen Long , Ce Zhu , Yipeng Liu

We propose practical algorithms for entrywise $\ell_p$-norm low-rank approximation, for $p = 1$ or $p = \infty$. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better…

Machine Learning · Computer Science 2018-05-25 Anastasios Kyrillidis

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…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

The paper contains several theoretical results related to the weighted nonlinear least-squares problem for low-rank signal estimation, which can be considered as a Hankel structured low-rank approximation problem. A parameterization of the…

Numerical Analysis · Mathematics 2022-07-29 Nikita Zvonarev , Nina Golyandina

The challenge of mastering computational tasks of enormous size tends to frequently override questioning the quality of the numerical outcome in terms of accuracy. By this we do not mean the accuracy within the discrete setting, which…

Numerical Analysis · Mathematics 2019-10-17 Markus Bachmayr , Wolfgang Dahmen

We study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data. With the stochastic Galerkin approach, the solutions are represented as…

Numerical Analysis · Mathematics 2018-03-13 Howard C. Elman , Tengfei Su

Continuous-time Markov chains describing interacting processes exhibit a state space that grows exponentially in the number of processes. This state-space explosion renders the computation or storage of the time-marginal distribution, which…

Numerical Analysis · Mathematics 2020-06-16 Peter Georg , Lars Grasedyck , Maren Klever , Rudolf Schill , Rainer Spang , Tilo Wettig

The Rank Minimization Problem asks to find a matrix of lowest rank inside a linear variety of the space of n x n matrices. The Low Rank Matrix Completion problem asks to complete a partially filled matrix such that the resulting matrix has…

Numerical Analysis · Computer Science 2015-01-13 Harm Derksen

Two approximation algorithms are proposed for $\ell_1$-regularized sparse rank-1 approximation to higher-order tensors. The algorithms are based on multilinear relaxation and sparsification, which are easily implemented and well scalable.…

Optimization and Control · Mathematics 2022-07-18 Xianpeng Mao , Yuning Yang
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