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Low rank matrix and tensor completion problems are to recover the incomplete two and higher order data by using their low rank structures. The essential problem in the matrix and tensor completion problems is how to improve the efficiency.…

Optimization and Control · Mathematics 2024-08-23 Quan Yu , Xinzhen Zhang

We exploit the versatile framework of Riemannian optimization on quotient manifolds to develop R3MC, a nonlinear conjugate-gradient method for low-rank matrix completion. The underlying search space of fixed-rank matrices is endowed with a…

Optimization and Control · Mathematics 2014-09-23 B. Mishra , R. Sepulchre

In this paper, we tackle two important problems in low-rank learning, which are partial singular value decomposition and numerical rank estimation of huge matrices. By using the concepts of Krylov subspaces such as Golub-Kahan…

Machine Learning · Statistics 2021-09-07 Reza Godaz , Reza Monsefi , Faezeh Toutounian , Reshad Hosseini

It is pointed out that separability problem for arbitrary multi-partite states can be fully solved by a finite size, elementary recursive algorithm. In the worse case scenario, the underlying numerical procedure, may grow doubly…

Quantum Physics · Physics 2007-05-23 Piotr Badziag , Pawel Horodecki , Ryszard Horodecki

Deterministically solving charged particle transport problems at a sufficient spatial and angular resolution is often prohibitively expensive, especially due to their highly forward peaked scattering. We propose a model order reduction…

Numerical Analysis · Mathematics 2025-01-13 Pia Stammer , Tiberiu Burlacu , Niklas Wahl , Danny Lathouwers , Jonas Kusch

The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…

Optimization and Control · Mathematics 2017-03-14 Alberto Herrera-Gomez , R. Michael Porter

In low-rank tensor completion tasks, due to the underlying multiple large-scale singular value decomposition (SVD) operations and rank selection problem of the traditional methods, they suffer from high computational cost and high…

Numerical Analysis · Computer Science 2018-05-23 Longhao Yuan , Chao Li , Danilo Mandic , Jianting Cao , Qibin Zhao

The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…

Functional Analysis · Mathematics 2016-09-27 Jan Vybiral

This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are…

Information Theory · Computer Science 2015-11-23 Yangyang Xu , Wotao Yin , Zaiwen Wen , Yin Zhang

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

Machine Learning · Computer Science 2019-10-31 Piotr Indyk , Ali Vakilian , Yang Yuan

Conventional ways to solve optimization problems on low-rank matrix sets which appear in great number of applications ignore its underlying structure of an algebraic variety and existence of singular points. This leads to appearance of…

Numerical Analysis · Mathematics 2017-10-04 Valentin Khrulkov , Ivan Oseledets

A general framework of least squares support vector machine with low rank kernels, referred to as LR-LSSVM, is introduced in this paper. The special structure of low rank kernels with a controlled model size brings sparsity as well as…

Machine Learning · Computer Science 2019-10-22 Di Xu , Manjing Fang , Xia Hong , Junbin Gao

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…

Numerical Analysis · Mathematics 2022-08-15 Chao Chen , Per-Gunnar Martinsson

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

Time-dependent kinetic models are ubiquitous in computational science and engineering. The underlying integro-differential equations in these models are high-dimensional, comprised of a six--dimensional phase space, making simulations of…

Numerical Analysis · Mathematics 2025-06-23 Lukas Einkemmer , Katharina Kormann , Jonas Kusch , Ryan G. McClarren , Jing-Mei Qiu

We develop tractable convex relaxations for rank-constrained quadratic optimization problems over $n \times m$ matrices, a setting for which tractable relaxations are typically only available when the objective or constraints admit spectral…

Optimization and Control · Mathematics 2026-05-22 Ryan Cory-Wright , Jean Pauphilet

This paper studies sparse nonlinear least squares problems, where the Jacobian matrices are unavailable or expensive to compute, yet have some underlying sparse structures. We construct the Jacobian models by the $ \ell_1 $ minimization…

Optimization and Control · Mathematics 2025-07-10 Yuchen Feng , Chuanlong Wang , Jinyan Fan

We study the low rank regression problem $\my = M\mx + \epsilon$, where $\mx$ and $\my$ are $d_1$ and $d_2$ dimensional vectors respectively. We consider the extreme high-dimensional setting where the number of observations $n$ is less than…

Data Structures and Algorithms · Computer Science 2020-10-27 Qiong Wu , Felix Ming Fai Wong , Zhenming Liu , Yanhua Li , Varun Kanade

Motivated by localization problems such as cadastral maps refinements, we consider a generic Nonlinear Least Squares (NLS) problem of minimizing an aggregate squared fit across all nonlinear equations (measurements) with respect to the set…

Optimization and Control · Mathematics 2025-01-15 Lidija Fodor , Dusan Jakovetic , Natasa Krejic , Greta Malaspina

In this paper we develop a new Bayesian inference method for low rank matrix reconstruction. We call the new method the Relevance Singular Vector Machine (RSVM) where appropriate priors are defined on the singular vectors of the underlying…

Numerical Analysis · Computer Science 2014-07-02 Martin Sundin , Saikat Chatterjee , Magnus Jansson , Cristian R. Rojas