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This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…

Numerical Analysis · Mathematics 2026-01-01 Katherine J. Pearce , Per-Gunnar Martinsson

The low-rank quaternion matrix approximation has been successfully applied in many applications involving signal processing and color image processing. However, the cost of quaternion models for generating low-rank quaternion matrix…

Numerical Analysis · Mathematics 2024-03-01 Peng-Ling Wu , Kit Ian Kou , Hongmin Cai , Zhaoyuan Yu

Large deep learning models have achieved remarkable success but are resource-intensive, posing challenges such as memory usage. We introduce CURing, a novel model compression method based on CUR matrix decomposition, which approximates…

Machine Learning · Computer Science 2025-01-13 Sanghyeon Park , Soo-Mook Moon

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

Traditional low-rank approximation is a powerful tool to compress the huge data matrices that arise in simulations of partial differential equations (PDE), but suffers from high computational cost and requires several passes over the PDE…

Numerical Analysis · Mathematics 2024-08-01 Angran Li , Stephen Becker , Alireza Doostan

The computation of accurate low-rank matrix approximations is central to improving the scalability of various techniques in machine learning, uncertainty quantification, and control. Traditionally, low-rank approximations are constructed…

Numerical Analysis · Mathematics 2025-09-29 Nathaniel Pritchard , Taejun Park , Yuji Nakatsukasa , Per-Gunnar Martinsson

We introduce an algorithmic framework for performing QR factorization with column pivoting (QRCP) on general matrices. The framework enables the design of practical QRCP algorithms through user-controlled choices for the core subroutines.…

Mathematical Software · Computer Science 2025-07-02 Maksim Melnichenko , Riley Murray , William Killian , James Demmel , Michael W. Mahoney , Piotr Luszczek , Mark Gates

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

In this paper, we present the QR Algorithm with Permutations that shows an improved convergence rate compared to the classical QR algorithm. We determine a bound for performance based on best instantaneous convergence, and develop low…

Numerical Analysis · Computer Science 2014-02-21 Aravindh Krishnamoorthy

Certain classes of CUR algorithms, also referred to as cross or pseudoskeleton algorithms, are widely used for low-rank matrix approximation when direct access to all matrix entries is costly. Their key advantage lies in constructing a…

Numerical Analysis · Mathematics 2025-10-02 Grishma Palkar , Hessam Babaee

We present a new restricted SVD-based CUR (RSVD-CUR) factorization for matrix triplets $(A, B, G)$ that aims to extract meaningful information by providing a low-rank approximation of the three matrices using a subset of their rows and…

Numerical Analysis · Mathematics 2023-06-27 Perfect Y. Gidisu , Michiel E. Hochstenbach

We consider the problem of computing a QR (or QZ) decomposition of a real, dense, tall and very skinny matrix. That is, the number of columns is tiny compared to the number of rows, rendering most computations completely or partially…

Mathematical Software · Computer Science 2026-03-24 Jonas Thies , Melven Röhrig-Zöllner

This article presents matrix backpropagation algorithms for the QR decomposition of matrices $A_{m, n}$, that are either square (m = n), wide (m < n), or deep (m > n), with rank $k = min(m, n)$. Furthermore, we derive novel matrix…

Numerical Analysis · Mathematics 2020-12-14 Denisa A. O. Roberts , Lucas R. Roberts

An efficient decoding algorithm for horizontally u-interleaved LRPC codes is proposed and analyzed. Upper bounds on the decoding failure rate and the computational complexity of the algorithm are derived. It is shown that interleaving…

Information Theory · Computer Science 2019-08-29 Julian Renner , Thomas Jerkovits , Hannes Bartz

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

This work investigates the accuracy and numerical stability of CUR decompositions with oversampling. The CUR decomposition approximates a matrix using a subset of columns and rows of the matrix. When the number of columns and the rows are…

Numerical Analysis · Mathematics 2025-04-01 Taejun Park , Yuji Nakatsukasa

The QR factorization and the SVD are two fundamental matrix decompositions with applications throughout scientific computing and data analysis. For matrices with many more rows than columns, so-called "tall-and-skinny matrices," there is a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , James Demmel

In this work, we develop deterministic and random sketching-based algorithms for two types of tensor interpolative decompositions (ID): the core interpolative decomposition (CoreID, also known as the structure-preserving HOSVD) and the…

Numerical Analysis · Mathematics 2025-03-25 Yifan Zhang , Mark Fornace , Michael Lindsey

As Computed Tomography (CT) scans are an essential medical test, many techniques have been proposed to reconstruct high-quality images using a smaller amount of radiation. One approach is to employ algebraic factorization methods to…

Image and Video Processing · Electrical Eng. & Systems 2019-07-04 Mónica Chillarón , Gregorio Quintana-Ortí , Vicente Vidal , Gumersindo Verdú

RSVDPACK is a library of functions for computing low rank approximations of matrices. The library includes functions for computing standard (partial) factorizations such as the Singular Value Decomposition (SVD), and also so called…

Numerical Analysis · Mathematics 2016-08-30 Sergey Voronin , Per-Gunnar Martinsson