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The phase retrieval problem is a fundamental problem in many fields, which is appealing for investigation. It is to recover the signal vector $\tilde{x}\in\mathbb{C}^d$ from a set of $N$ measurements $b_n=|f^*_n\tilde{x}|^2,\ n=1,\cdots,…

Optimization and Control · Mathematics 2017-08-30 Jian-Feng Cai , Haixia Liu , Yang Wang

The present work deals with the rational model order reduction method based on the single-point Least-Square (LS) Pad\'e approximation technique introduced in [3]. Algorithmical aspects concerning the construction of the rational LS-Pad\'e…

Numerical Analysis · Mathematics 2018-06-08 Francesca Bonizzoni , Fabio Nobile , Ilaria Perugia , Davide Pradovera

The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a…

Optimization and Control · Mathematics 2020-04-08 E. Bergou , Y. Diouane , V. Kungurtsev

We present a new, simple and computationally efficient iterative method for low rank matrix completion. Our method is inspired by the class of factorization-type iterative algorithms, but substantially differs from them in the way the…

Optimization and Control · Mathematics 2021-06-30 Jonathan Bauch , Boaz Nadler , Pini Zilber

We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical…

Data Structures and Algorithms · Computer Science 2016-11-15 Michael Lunglmayr , Christoph Unterrieder , Mario Huemer

Updating a linear least squares solution can be critical for near real-time signalprocessing applications. The Greville algorithm proposes a simple formula for updating the pseudoinverse of a matrix A $\in$ R nxm with rank r. In this paper,…

Mathematical Software · Computer Science 2021-06-23 Ruben Staub , Stephan N. Steinmann

We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental…

Machine Learning · Statistics 2023-11-15 Dimitris Bertsimas , Ryan Cory-Wright , Nicholas A. G. Johnson

The problem of computing a representation for a real polynomial as a sum of minimum number of squares of polynomials can be casted as finding a symmetric positive semidefinite real matrix (Gram matrix) of minimum rank subject to linear…

Optimization and Control · Mathematics 2011-01-28 Yue Ma , Lihong Zhi

In this paper, we consider low-rank approximations for the solutions to the stochastic Helmholtz equation with random coefficients. A Stochastic Galerkin finite element method is used for the discretization of the Helmholtz problem.…

Numerical Analysis · Mathematics 2023-02-17 Adem Kaya , Melina A. Freitag

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

Numerical Analysis · Mathematics 2016-02-02 Gil Shabat , Yaniv Shmueli , Yariv Aizenbud , Amir Averbuch

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

It was recently observed that chiral two-body interactions can be efficiently represented using matrix factorization techniques such as the singular value decomposition. However, the exploitation of these low-rank structures in a few- or…

Nuclear Theory · Physics 2022-08-30 A. Tichai , P. Arthuis , K. Hebeler , M. Heinz , J. Hoppe , A. Schwenk , L. Zurek

We develop a new least squares method for solving the second-order elliptic equations in non-divergence form. Two least-squares-type functionals are proposed for solving the equations in two steps. We first obtain a numerical approximation…

Numerical Analysis · Mathematics 2020-04-02 Ruo Li , Fanyi Yang

Given a set of alternatives to be ranked, and some pairwise comparison data, ranking is a least squares computation on a graph. The vertices are the alternatives, and the edge values comprise the comparison data. The basic idea is very…

Numerical Analysis · Computer Science 2011-09-07 Anil N. Hirani , Kaushik Kalyanaraman , Seth Watts

In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…

Optimization and Control · Mathematics 2021-04-28 M. Lapucci , T. Levato , F. Rinaldi , M. Sciandrone

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

Numerical Analysis · Mathematics 2014-07-01 Gil Shabat , Yaniv Shmueli , Amir Averbuch

We define and analyse a least-squares finite element method for a first-order reformulation of the obstacle problem. Moreover, we derive variational inequalities that are based on similar but non-symmetric bilinear forms. A priori error…

Numerical Analysis · Mathematics 2018-01-30 Thomas Führer

We introduce a new fundamental algorithm called Matrix-POAFD to solve the matrix least square problem. The method is based on the matching pursuit principle. The method directly extracts, among the given features as column vectors of the…

Information Theory · Computer Science 2025-03-19 Wei Qu , Chi Tin Hon , Yiqiao Zhang , Tao Qian

In this work, a new algorithm for solving symmetric indefinite systems of linear equations is presented. It factorizes the matrix into the form LDLt using Jacobi rotations in order to increase the pivot's absolute value. Furthermore, Rook's…

Numerical Analysis · Mathematics 2025-01-30 Ibai Coria , Gorka Urkullu , Haritz Uriarte , Igor Fernández de Bustos

The fundamental matrix can be estimated from point matches. The current gold standard is to bootstrap the eight-point algorithm and two-view projective bundle adjustment. The eight-point algorithm first computes a simple linear least…

Optimization and Control · Mathematics 2014-03-20 Florian Bugarin , Adrien Bartoli , Didier Henrion , Jean-Bernard Lasserre , Jean-José Orteu , Thierry Sentenac