Related papers: randUTV: A blocked randomized algorithm for comput…
The randomized singular value decomposition (RSVD) is by now a well established technique for efficiently computing an approximate singular value decomposition of a matrix. Building on the ideas that underpin the RSVD, the recently proposed…
The recently introduced algorithm randUTV provides a highly efficient technique for computing accurate approximations to all the singular values of a given matrix $A$. The original version of randUTV was designed to compute a full…
In this paper, the quaternion matrix UTV (QUTV) decomposition and quaternion tensor UTV (QTUTV) decomposition are proposed. To begin, the terms QUTV and QTUTV are defined, followed by the algorithms. Subsequently, by employing random…
In this work, a novel rank-revealing matrix decomposition algorithm termed Compressed Randomized UTV (CoR-UTV) decomposition along with a CoR-UTV variant aided by the power method technique is proposed. CoR-UTV computes an approximation to…
This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in RAM, and must instead be stored on slow external memory devices such as solid-state or spinning disk hard drives…
Low-rank matrix approximations play a fundamental role in numerical linear algebra and signal processing applications. This paper introduces a novel rank-revealing matrix decomposition algorithm termed Compressed Randomized UTV (CoR-UTV)…
Standard rank-revealing factorizations such as the singular value decomposition and column pivoted QR factorization are challenging to implement efficiently on a GPU. A major difficulty in this regard is the inability of standard algorithms…
We present randUBV, a randomized algorithm for matrix sketching based on the block Lanzcos bidiagonalization process. Given a matrix $\bf{A}$, it produces a low-rank approximation of the form ${\bf UBV}^T$, where $\bf{U}$ and $\bf{V}$ have…
Low-rank matrix approximation plays an increasingly important role in signal and image processing applications. This paper presents a new rank-revealing decomposition method called randomized rank-revealing UZV decomposition (RRR-UZVD).…
The tensor-train (TT) decomposition is widely used to compress large tensors into a more compact form by exploiting their inherent data structures. A fundamental approach for constructing the TT format is the well-known TT-SVD method, which…
A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…
Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorithms can approximatively solve these problems with a given…
Low-rank matrix approximation is extremely useful in the analysis of data that arises in scientific computing, engineering applications, and data science. However, as data sizes grow, traditional low-rank matrix approximation methods, such…
Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually…
In this paper, we present a fast implementation of the Singular Value Thresholding (SVT) algorithm for matrix completion. A rank-revealing randomized singular value decomposition (R3SVD) algorithm is used to adaptively carry out partial…
The unpivoted and pivoted Householder QR factorizations are ubiquitous in numerical linear algebra. A difficulty with pivoted Householder QR is the communication bottleneck introduced by pivoting. In this paper we propose using random…
Solving very large linear systems of equations is a key computational task in science and technology. In many cases, the coefficient matrix of the linear system is rank-deficient, leading to systems that may be underdetermined,…
In this paper, we present a Rank Revealing Randomized Singular Value Decomposition (R3SVD) algorithm to incrementally construct a low-rank approximation of a potentially large matrix while adaptively estimating the appropriate rank that can…
The Randomized Singular Value Decomposition (RSVD) is a widely used algorithm for efficiently computing low-rank approximations of large matrices, without the need to construct a full-blown SVD. Of interest, of course, is the approximation…
We demonstrate an implementation for an approximate rank-k SVD factorization, combining well-known randomized projection techniques with previously known paralel solutions in order to compute steps of the random projection based SVD…