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We present an efficient computational framework to quantify the impact of individual observations in four dimensional variational data assimilation. The proposed methodology uses first and second order adjoint sensitivity analysis, together…

Computational Engineering, Finance, and Science · Computer Science 2013-07-22 Alexandru Cioaca , Adrian Sandu

In many applications it is important to understand the sensitivity of eigenvalues of a matrix polynomial to perturbations of the polynomial. The sensitivity commonly is described by condition numbers or pseudospectra. However, the…

Numerical Analysis · Mathematics 2017-04-06 Silvia Noschese , Lothar Reichel

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

Typical Magnetic Resonance Imaging (MRI) scan may take 20 to 60 minutes. Reducing MRI scan time is beneficial for both patient experience and cost considerations. Accelerated MRI scan may be achieved by acquiring less amount of k-space data…

Image and Video Processing · Electrical Eng. & Systems 2020-01-15 Pak Lun Kevin Ding , Zhiqiang Li , Yuxiang Zhou , Baoxin Li

This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Charlene Luo , Joel Tropp , Madeleine Udell

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…

Computational Physics · Physics 2020-08-26 Zhuogang Peng , Ryan McClarren , Martin Frank

We study algorithms for approximating pairwise similarity matrices that arise in natural language processing. Generally, computing a similarity matrix for $n$ data points requires $\Omega(n^2)$ similarity computations. This quadratic…

Machine Learning · Computer Science 2022-04-28 Archan Ray , Nicholas Monath , Andrew McCallum , Cameron Musco

The weighted low-rank approximation problem is a fundamental numerical linear algebra problem and has many applications in machine learning. Given a $n \times n$ weight matrix $W$ and a $n \times n$ matrix $A$, the goal is to find two…

Computational Complexity · Computer Science 2025-02-25 Chenyang Li , Yingyu Liang , Zhenmei Shi , Zhao Song

Motivated by single-particle cryo-electron microscopy, multi-reference alignment (MRA) models the task of recovering an unknown signal from multiple noisy observations corrupted by random rotations. The standard approach,…

Signal Processing · Electrical Eng. & Systems 2026-01-09 Shay Kreymer , Amnon Balanov , Tamir Bendory

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

We consider the task of updating a matrix function $f(A)$ when the matrix $A\in{\mathbb C}^{n \times n}$ is subject to a low-rank modification. In other words, we aim at approximating $f(A+D)-f(A)$ for a matrix $D$ of rank $k \ll n$. The…

Numerical Analysis · Mathematics 2017-07-12 Bernhard Beckermann , Daniel Kressner , Marcel Schweitzer

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…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks

We propose a robust normal estimation method for both point clouds and meshes using a low rank matrix approximation algorithm. First, we compute a local feature descriptor for each point and find similar, non-local neighbors that we…

Graphics · Computer Science 2021-10-05 Xuequan Lu , Scott Schaefer , Jun Luo , Lizhuang Ma , Ying He

Nearest-neighbour retrieval is central to classification and explainable-AI pipelines, but current practice relies on hand-tuning feature layers and distance metrics. We propose Targeted Manifold Manipulation-Nearest Neighbour (TMM-NN),…

Computer Vision and Pattern Recognition · Computer Science 2025-11-12 B. Ghosh , H. Harikumar , S. Rana

This paper studies the multivariate approximation of functions in weighted Korobov spaces using multiple rank-1 lattice rules. It has been shown by K\"{a}mmerer and Volkmer (2019) that algorithms based on multiple rank-1 lattices achieve…

Numerical Analysis · Mathematics 2026-04-03 Mou Cai , Takashi Goda

In this paper we revisit the sparse multiple measurement vector (MMV) problem where the aim is to recover a set of jointly sparse multichannel vectors from incomplete measurements. This problem has received increasing interest as an…

Information Theory · Computer Science 2015-03-14 Mike E. Davies , Yonina C. Eldar

A systematic numerical approach to approximate high dimensional Lindblad equations is described. It is based on a deterministic rank m approximation of the density operator, the rank m being the only parameter to adjust. From a known…

Computational Physics · Physics 2013-03-14 Claude Le Bris , Pierre Rouchon

Restoring images degraded by spatially varying blur is a problem encountered in many disciplines such as astrophysics, computer vision or biomedical imaging. One of the main challenges to perform this task is to design efficient numerical…

Optimization and Control · Mathematics 2015-10-13 Paul Escande , Pierre Weiss

This paper presents computationally feasible rank-one relaxation algorithms for the efficient simulation of a time-incremental damage model with nonconvex incremental stress potentials in multiple spatial dimensions. While the standard…

Computational Engineering, Finance, and Science · Computer Science 2023-02-10 Daniel Balzani , Maximilian Köhler , Timo Neumeier , Malte A. Peter , Daniel Peterseim