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In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular value decomposition. Following the theory of the singular…

Numerical Analysis · Mathematics 2020-03-20 Maolin Che , Yimin Wei , Hong Yan

In this work, we present a novel iterative deep Ritz method (IDRM) for solving a general class of elliptic problems. It is inspired by the iterative procedure for minimizing the loss during the training of the neural network, but at each…

Numerical Analysis · Mathematics 2025-01-28 Tianhao Hu , Bangti Jin , Fengru Wang

We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…

Numerical Analysis · Mathematics 2017-08-08 Robert O'Connor

Tensors play a central role in many modern machine learning and signal processing applications. In such applications, the target tensor is usually of low rank, i.e., can be expressed as a sum of a small number of rank one tensors. This…

Machine Learning · Statistics 2015-05-18 Parikshit Shah , Nikhil Rao , Gongguo Tang

In this article we investigate a finite element formulation of strongly monotone quasi-linear elliptic PDEs in the context of fixed-point iterations. As opposed to Newton's method, which requires information from the previous iteration in…

Numerical Analysis · Mathematics 2015-07-01 Scott Congreve , Thomas P. Wihler

Iterative refinement is particularly popular for numerical solution of linear systems of equations. We extend it to Low Rank Approximation of a matrix (LRA) and observe close link of the resulting algorithm to oversampling techniques,…

Numerical Analysis · Mathematics 2024-11-28 Victor Y. Pan , Qi Luan , Soo Go

We study local approximation properties in hierarchical spline spaces through a twofold approach. First, we design and analyze a robust adaptive refinement algorithm to construct locally graded meshes. Second, we establish rigorous…

Numerical Analysis · Mathematics 2026-04-22 Gustavo A. Fernandez Lezcano , Eduardo M. Garau , Bárbara Ivaniszyn

While Spectral Methods have long been used for Principal Component Analysis, this survey focusses on work over the last 15 years with three salient features: (i) Spectral methods are useful not only for numerical problems, but also discrete…

Data Structures and Algorithms · Computer Science 2010-04-09 Ravindran Kannan

We study --both in theory and practice-- the use of momentum motions in classic iterative hard thresholding (IHT) methods. By simply modifying plain IHT, we investigate its convergence behavior on convex optimization criteria with…

Optimization and Control · Mathematics 2019-09-17 Rajiv Khanna , Anastasios Kyrillidis

The purpose of this research is to describe an efficient iterative method suitable for obtaining high accuracy solutions to high frequency time-harmonic scattering problems. The method allows for both refinement of local polynomial degree…

Computational Physics · Physics 2018-12-26 Ryan Galagusz , Steve McFee

This paper tackles the problem of recovering a low-rank signal tensor with possibly correlated components from a random noisy tensor, or so-called spiked tensor model. When the underlying components are orthogonal, they can be recovered…

Machine Learning · Statistics 2023-03-20 Mohamed El Amine Seddik , Mohammed Mahfoud , Merouane Debbah

The goal of tensor completion is to fill in missing entries of a partially known tensor under a low-rank constraint. In this paper, we mainly study low rank third-order tensor completion problems by using Riemannian optimization methods on…

Optimization and Control · Mathematics 2020-11-24 Guang-Jing Song , Xue-Zhong Wang , Michael K. Ng

A new class of measurement operators, coined hierarchical measurement operators, and prove results guaranteeing the efficient, stable and robust recovery of hierarchically structured signals from such measurements. We derive bounds on their…

Information Theory · Computer Science 2022-02-16 Axel Flinth , Benedikt Groß , Ingo Roth , Jens Eisert , Gerhard Wunder

Folding grid value vectors of size $2^L$ into $L$th order tensors of mode sizes $2\times \cdots\times 2$, combined with low-rank representation in the tensor train format, has been shown to lead to highly efficient approximations for…

Numerical Analysis · Mathematics 2019-11-19 Markus Bachmayr , Vladimir Kazeev

Tensor network contractions are widely used in statistical physics, quantum computing, and computer science. We introduce a method to efficiently approximate tensor network contractions using low-rank approximations, where each intermediate…

Quantum Physics · Physics 2025-01-01 Linjian Ma , Matthew Fishman , Miles Stoudenmire , Edgar Solomonik

In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a…

Numerical Analysis · Mathematics 2016-06-20 Jonas Ballani , Daniel Kressner , Michael Peters

We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…

Optimization and Control · Mathematics 2025-12-04 Stefan Clarke , Bartolomeo Stellato

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

We consider linear sparse recovery problems where additional structure regarding the support of the solution is known. The form of the structure considered is non-overlapping sets of indices that each contain part of the support. An…

Numerical Analysis · Mathematics 2021-10-05 Joseph S. Donato , Howard W. Levinson

We introduce innovative algorithms for computing exact or approximate (minimum-norm) solutions to $Ax=b$ or the {\it normal equation} $A^TAx=A^Tb$, where $A$ is an $m \times n$ real matrix of arbitrary rank. We present more efficient…

Numerical Analysis · Mathematics 2023-11-30 Bahman Kalantari