Related papers: Low rank solutions to differentiable systems over …
Low-rank modeling generally refers to a class of methods that solve problems by representing variables of interest as low-rank matrices. It has achieved great success in various fields including computer vision, data mining, signal…
The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…
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…
We consider the rank minimization problem from quadratic measurements, i.e., recovering a rank $r$ matrix $X \in \mathbb{R}^{n \times r}$ from $m$ scalar measurements $y_i=a_i^{\top} XX^{\top} a_i,\;a_i\in \mathbb{R}^n,\;i=1,\ldots,m$. Such…
This paper describes a new algorithm for computing Nonnegative Low Rank Matrix (NLRM) approximation for nonnegative matrices. Our approach is completely different from classical nonnegative matrix factorization (NMF) which has been studied…
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…
Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…
Here we utilize a low-rank tensor model (LTM) as a function approximator, combined with the gradient descent method, to solve eigenvalue problems including the Laplacian operator and the harmonic oscillator. Experimental results show the…
The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…
We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…
Low rank matrix recovery problems, including matrix completion and matrix sensing, appear in a broad range of applications. In this work we present GNMR -- an extremely simple iterative algorithm for low rank matrix recovery, based on a…
Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…
Low-rank matrix approximation (LRMA) has been arisen in many applications, such as dynamic MRI, recommendation system and so on. The alternating direction method of multipliers (ADMM) has been designed for the nuclear norm regularized least…
In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…
The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…
Affine matrix rank minimization problem is a fundamental problem with a lot of important applications in many fields. It is well known that this problem is combinatorial and NP-hard in general. In this paper, a continuous promoting low rank…
Many nonlinear differential equations arising from practical problems may permit nontrivial multiple solutions relevant to applications, and these multiple solutions are helpful to deeply understand these practical problems and to improve…
Low-rank matrices play a fundamental role in modeling and computational methods for signal processing and machine learning. In many applications where low-rank matrices arise, these matrices cannot be fully sampled or directly observed, and…
We consider multilevel low rank (MLR) matrices, defined as a row and column permutation of a sum of matrices, each one a block diagonal refinement of the previous one, with all blocks low rank given in factored form. MLR matrices extend low…