Related papers: A Lower-Upper-Lower Block Triangular Decomposition…
We present a novel recursive algorithm for reducing a symmetric matrix to a triangular factorization which reveals the rank profile matrix. That is, the algorithm computes a factorization $\mathbf{P}^T\mathbf{A}\mathbf{P} =…
Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…
Integral equations are commonly encountered when solving complex physical problems. Their discretization leads to a dense kernel matrix that is block or hierarchically low-rank. This paper proposes a new way to build a low-rank…
The matrix LU factorization algorithm is a fundamental algorithm in linear algebra. We propose a generalization of the LU and LEU algorithms to accommodate the case of a commutative domain and its field of quotients. This algorithm…
We introduce the $D$-decomposition, a non-orthogonal matrix factorization of the form $A \approx P D Q$, where $P \in \mathbb{R}^{n \times k}$, $D \in \mathbb{R}^{k \times k}$, and $Q \in \mathbb{R}^{k \times n}$. The decomposition is…
Two methods to decompose block matrices analogous to Singular Matrix Decomposition are proposed, one yielding the so called economy decomposition, and other yielding the full decomposition. This method is devised to avoid handling matrices…
The tensor rank decomposition, also known as canonical polyadic(CP) or simply tensor decomposition, has a long history in multilinear algebra. However, computing a rank decomposition becomes particularly challenging when the rank lies…
We are interested in solving linear systems arising from three applications: (1) kernel methods in machine learning, (2) discretization of boundary integral equations from mathematical physics, and (3) Schur complements formed in the…
We present new algorithms to detect and correct errors in the lower-upper factorization of a matrix, or the triangular linear system solution, over an arbitrary field. Our main algorithms do not require any additional information or…
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…
We introduce a new approach to an enumerative problem closely linked with the geometry of branched coverings; that is, we study the number of ways a permutation can be decomposed into a product of a given number of 2-cycles, 3-cycles, etc.…
We consider the factorization of a rectangular matrix $X $ into a positive linear combination of rank-one factors of the form $u v^\top$, where $u$ and $v$ belongs to certain sets $\mathcal{U}$ and $\mathcal{V}$, that may encode specific…
In this paper, we describe a low-rank matrix completion method based on matrix decomposition. An incomplete matrix is decomposed into submatrices which are filled with a proposed trimming step and then are recombined to form a low-rank…
This paper studies the problem of decomposing a low-rank matrix into a factor with binary entries, either from $\{\pm 1\}$ or from $\{0,1\}$, and an unconstrained factor. The research answers fundamental questions about the existence and…
We investigate rank revealing factorizations of $m \times n$ polynomial matrices $P(\lambda)$ into products of three, $P(\lambda) = L(\lambda) E(\lambda) R(\lambda)$, or two, $P(\lambda) = L(\lambda) R(\lambda)$, polynomial matrices. Among…
We present a natural generalization of the recent low rank + sparse matrix decomposition and consider the decomposition of matrices into components of multiple scales. Such decomposition is well motivated in practice as data matrices often…
Many applications in scientific computing and data science require the computation of a rank-revealing factorization of a large matrix. In many of these instances the classical algorithms for computing the singular value decomposition are…
LU-factorization of matrices is one of the fundamental algorithms of linear algebra. The widespread use of supercomputers with distributed memory requires a review of traditional algorithms, which were based on the common memory of a…
In this paper, we develop a nonconvex approach to the problem of low-rank and sparse matrix decomposition. In our nonconvex method, we replace the rank function and the $l_{0}$-norm of a given matrix with a non-convex fraction function on…
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…