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We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra

LU-factorization of matrices is one of the fundamental algorithms of linear algebra. The widespread use of supercomputers with distributed memory requires a review of traditional algorithms, which were based on the common memory of a…

Symbolic Computation · Computer Science 2020-11-10 Gennadi Malaschonok

We consider alternating gradient descent (AGD) with fixed step size applied to the asymmetric matrix factorization objective. We show that, for a rank-$r$ matrix $\mathbf{A} \in \mathbb{R}^{m \times n}$, $T = C…

Machine Learning · Computer Science 2024-02-09 Rachel Ward , Tamara G. Kolda

The symmetric Nonnegative Matrix Factorization (NMF), a special but important class of the general NMF, has found numerous applications in data analysis such as various clustering tasks. Unfortunately, designing fast algorithms for the…

Machine Learning · Computer Science 2023-01-26 Xiao Li , Zhihui Zhu , Qiuwei Li , Kai Liu

A convergent algorithm for nonnegative matrix factorization with orthogonality constraints imposed on both factors is proposed in this paper. This factorization concept was first introduced by Ding et al. with intent to further improve…

Machine Learning · Computer Science 2018-11-16 Andri Mirzal

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

We propose a new lifting and recombination scheme for rational bivariate polynomial factorization that takes advantage of the Newton polytope geometry. We obtain a deterministic algorithm that can be seen as a sparse version of an algorithm…

Algebraic Geometry · Mathematics 2009-12-07 Martin Weimann

We present new algorithms to detect and correct errors in the lower-upper factorization of a matrix, or the triangular linear system solution, over an arbitrary field. Our main algorithms do not require any additional information or…

Symbolic Computation · Computer Science 2019-01-31 Jean-Guillaume Dumas , Joris Van Der Hoeven , Clément Pernet , Daniel Roche

Finding the inverse of a matrix is an open problem especially when it comes to engineering problems due to their complexity and running time (cost) of matrix inversion algorithms. An optimum strategy to invert a matrix is, first, to reduce…

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

Symmetric nonnegative matrix factorization (NMF), a special but important class of the general NMF, is demonstrated to be useful for data analysis and in particular for various clustering tasks. Unfortunately, designing fast algorithms for…

Machine Learning · Computer Science 2018-11-15 Zhihui Zhu , Xiao Li , Kai Liu , Qiuwei Li

We introduce a Generalized Randomized QR-decomposition that may be applied to arbitrary products of matrices and their inverses, without needing to explicitly compute the products or inverses. This factorization is a critical part of a…

Numerical Analysis · Mathematics 2019-09-17 Grey Ballard , James Demmel , Ioana Dumitriu , Alexander Rusciano

We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…

Information Theory · Computer Science 2020-02-28 Ralf R. Müller , Bernhard Gäde , Ali Bereyhi

Square matrices appear in many machine learning problems and models. Optimization over a large square matrix is expensive in memory and in time. Therefore an economic approximation is needed. Conventional approximation approaches factorize…

Machine Learning · Computer Science 2021-09-20 Ruslan Khalitov , Tong Yu , Lei Cheng , Zhirong Yang

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

Matrix representations are a powerful tool for designing efficient algorithms for combinatorial optimization problems such as matching, and linear matroid intersection and parity. In this paper, we initiate the study of matrix…

Optimization and Control · Mathematics 2024-10-18 Taihei Oki , Tasuku Soma

In this paper, we focus on a matrix factorization-based approach to recover low-rank {\it asymmetric} matrices from corrupted measurements. We propose an {\it Overparameterized Preconditioned Subgradient Algorithm (OPSA)} and provide, for…

Optimization and Control · Mathematics 2025-05-30 Paris Giampouras , HanQin Cai , Rene Vidal

Can one recover a matrix efficiently from only matrix-vector products? If so, how many are needed? This paper describes algorithms to recover matrices with known structures, such as tridiagonal, Toeplitz, Toeplitz-like, and hierarchical…

Numerical Analysis · Mathematics 2023-05-31 Diana Halikias , Alex Townsend

For the problem of reconstructing a low-rank matrix from a few linear measurements, two classes of algorithms have been widely studied in the literature: convex approaches based on nuclear norm minimization, and non-convex approaches that…

Machine Learning · Statistics 2025-07-29 Dominik Stöger , Yizhe Zhu