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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…

Numerical Analysis · Computer Science 2016-05-27 Hao Ji , Wenjian Yu , Yaohang Li

In this paper we propose efficient randomized fixed-precision techniques for low tubal rank approximation of tensors. The proposed methods are faster and more efficient than the existing fixed-precision algorithms for approximating the…

Numerical Analysis · Mathematics 2025-05-22 Salman Ahmadi-Asl , Naeim Rezaeian , Cesar F. Caiafa , Andre L. F. de Almeidad

Deep Neural Networks (DNNs) have encountered an emerging deployment challenge due to large and expensive memory and computation requirements. In this paper, we present a new Adaptive-Rank Singular Value Decomposition (ARSVD) method that…

Machine Learning · Computer Science 2025-05-13 Kalyan Cherukuri , Aarav Lala

LSQR, a Lanczos bidiagonalization based Krylov subspace iterative method, and its mathematically equivalent CGLS applied to normal equations system, are commonly used for large-scale discrete ill-posed problems. It is well known that LSQR…

Numerical Analysis · Mathematics 2019-09-24 Yi Huang , Zhongxiao Jia

We develop a data-driven regularization method for the severely ill-posed problem of photoacoustic image reconstruction from limited view data. Our approach is based on the regularizing networks that have been recently introduced and…

Numerical Analysis · Mathematics 2024-12-20 Johannes Schwab , Stephan Antholzer , Robert Nuster , Günther Paltauf , Markus Haltmeier

The singular value decomposition (SVD) of a matrix is a powerful tool for many matrix computation problems. In this paper, we consider generalizing the standard SVD to analyze and compute the regularized solution of linear ill-posed…

Numerical Analysis · Mathematics 2023-12-19 Haibo Li

The generalized singular value decomposition (GSVD) is a powerful tool for solving discrete ill-posed problems. In this paper, we propose a two-sided uniformly randomized GSVD algorithm for solving the large-scale discrete ill-posed problem…

Numerical Analysis · Mathematics 2024-12-11 Weiwei Xu , Weijie Shen , Zheng-Jian Bai

In this paper, we focus on the fixed TT-rank and precision problems of finding an approximation of the tensor train (TT) decomposition of a tensor. Note that the TT-SVD and TT-cross are two well-known algorithms for these two problems.…

Numerical Analysis · Mathematics 2025-02-11 Maolin Che , Yimin Wei , Hong Yan

This paper considers the problem of updating the rank-k truncated Singular Value Decomposition (SVD) of matrices subject to the addition of new rows and/or columns over time. Such matrix problems represent an important computational kernel…

This paper presents a randomized quaternion singular value decomposition (QSVD) algorithm for low-rank matrix approximation problems, which are widely used in color face recognition, video compression, and signal processing problems. With…

Numerical Analysis · Mathematics 2021-12-28 Qiaohua Liu , Sitao Ling , Zhigang Jia

In this paper, we apply randomized algorithms to approximate the total least squares (TLS) solution of the problem $Ax\approx b$ in the large-scale discrete ill-posed problems. A regularization technique, based on the multiplicative…

Numerical Analysis · Mathematics 2018-08-09 Liping Zhang , Yimin Wei

We propose a hybrid stochastic method for the tensor renormalization group (TRG) approach. TRG is known as a powerful tool to study the many-body systems and quantum field theory on the lattice. It is based on a low-rank approximation of…

High Energy Physics - Lattice · Physics 2021-10-25 Hiroshi Ohki , Erika Arai , Masaaki Tomii

The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…

Statistics Theory · Mathematics 2014-04-21 Raj Rao Nadakuditi

Within the tensor singular value decomposition (T-SVD) framework, existing robust low-rank tensor completion approaches have made great achievements in various areas of science and engineering. Nevertheless, these methods involve the T-SVD…

Machine Learning · Computer Science 2023-05-22 Wenjin Qin , Hailin Wang , Feng Zhang , Weijun Ma , Jianjun Wang , Tingwen Huang

This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on…

Optimization and Control · Mathematics 2024-02-29 Xiaowen Li

The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…

Numerical Analysis · Mathematics 2022-08-16 Rosemary A. Renaut , Anthony W. Helmstetter , Saeed Vatankhah

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, the Lanczos bidiagonalization based LSQR method and its mathematically equivalent Conjugate Gradient (CG) method for…

Numerical Analysis · Mathematics 2017-01-23 Zhongxiao Jia

Rank minimization can be converted into tractable surrogate problems, such as Nuclear Norm Minimization (NNM) and Weighted NNM (WNNM). The problems related to NNM, or WNNM, can be solved iteratively by applying a closed-form proximal…

Computer Vision and Pattern Recognition · Computer Science 2019-02-18 Tae-Hyun Oh , Yasuyuki Matsushita , Yu-Wing Tai , In So Kweon

The Levenberg-Marquardt (LM) method is commonly used for inverting models used to describe geothermal, groundwater, or oil and gas reservoirs. In previous studies LM parameter updates have been made tractable for highly parameterized…

Optimization and Control · Mathematics 2018-05-23 Elvar K. Bjarkason , Oliver J. Maclaren , John P. O'Sullivan , Michael J. O'Sullivan

Truncated singular value decomposition is a reduced version of the singular value decomposition in which only a few largest singular values are retained. This paper presents a novel perturbation analysis for the truncated singular value…

Numerical Analysis · Mathematics 2021-06-01 Trung Vu , Evgenia Chunikhina , Raviv Raich