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The classic rank-revealing QR factorization factorizes a matrix $A$ as $AP=QR$ where $P$ permutes the columns of $A$, $Q$ is an orthogonal matrix, and $R$ is upper triangular with non-increasing diagonal entries. This is called…

Numerical Analysis · Mathematics 2019-05-27 Reid Atcheson

We study the parameterized complexity of algorithmic problems whose input is an integer set $A$ in terms of the doubling constant $C := |A + A|/|A|$, a fundamental measure of additive structure. We present evidence that this new…

Data Structures and Algorithms · Computer Science 2024-07-26 Tim Randolph , Karol Węgrzycki

This work is concerned with computing low-rank approximations of a matrix function $f(A)$ for a large symmetric positive semi-definite matrix $A$, a task that arises in, e.g., statistical learning and inverse problems. The application of…

Numerical Analysis · Mathematics 2023-06-13 David Persson , Daniel Kressner

We consider the synthesis problem of Compressed Sensing - given s and an MXn matrix A, extract from it an mXn submatrix A', certified to be s-good, with m as small as possible. Starting from the verifiable sufficient conditions of…

Optimization and Control · Mathematics 2014-04-11 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadii S. Nemirovski

The problem of approximating a matrix by a low-rank one has been extensively studied. This problem assumes, however, that the whole matrix has a low-rank structure. This assumption is often false for real-world matrices. We consider the…

Data Structures and Algorithms · Computer Science 2025-11-05 Martino Ciaperoni , Aristides Gionis , Heikki Mannila

We study the problem of entrywise $\ell_1$ low rank approximation. We give the first polynomial time column subset selection-based $\ell_1$ low rank approximation algorithm sampling $\tilde{O}(k)$ columns and achieving an…

Data Structures and Algorithms · Computer Science 2020-11-17 Arvind V. Mahankali , David P. Woodruff

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

Low rank inference on matrices is widely conducted by optimizing a cost function augmented with a penalty proportional to the nuclear norm $\Vert \cdot \Vert_*$. However, despite the assortment of computational methods for such problems,…

Machine Learning · Statistics 2025-10-08 Simon Segert , Nathan Wycoff

Graded posets frequently arise throughout combinatorics, where it is natural to try to count the number of elements of a fixed rank. These counting problems are often $\#\textbf{P}$-complete, so we consider approximation algorithms for…

Data Structures and Algorithms · Computer Science 2023-04-11 Prateek Bhakta , Ben Cousins , Matthew Fahrbach , Dana Randall

Given a known matrix that is the sum of a low rank matrix and a masked sparse matrix, we wish to recover both the low rank component and the sparse component. The sparse matrix is masked in the sense that a linear transformation has been…

Information Theory · Computer Science 2025-04-29 Xuemei Chen , Rongrong Wang

We give the first input-sparsity time algorithms for the rank-$k$ low rank approximation problem in every Schatten norm. Specifically, for a given $n\times n$ matrix $A$, our algorithm computes $Y,Z\in \mathbb{R}^{n\times k}$, which, with…

Data Structures and Algorithms · Computer Science 2020-07-01 Yi Li , David Woodruff

Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization (RRQR), Interpolative decomposition etc are classical deterministic…

Numerical Analysis · Mathematics 2016-06-22 N. Kishore Kumar , Jan Shneider

A matrix algorithm runs superfast (aka at sublinear cost) if it involves much fewer flops and memory cells than an input matrix has entries. Big Data are frequently represented by matrices of immense sizes that cannot be handled directly…

Numerical Analysis · Mathematics 2025-11-11 Qi Luan , Victor Y. Pan

The algorithm and complexity of approximating the permanent of a matrix is an extensively studied topic. Recently, its connection with quantum supremacy and more specifically BosonSampling draws special attention to the average-case…

Data Structures and Algorithms · Computer Science 2019-12-02 Zhengfeng Ji , Zhihan Jin , Pinyan Lu

This paper concerns a high-dimensional stochastic programming problem of minimizing a function of expected cost with a matrix argument. To this problem, one of the most widely applied solution paradigms is the sample average approximation…

Optimization and Control · Mathematics 2019-07-22 Hongcheng Liu , Charles Hernandez , Hung Yi Lee

In this paper, we obtain a number of new simple pseudo-polynomial time algorithms on the well-known knapsack problem, focusing on the running time dependency on the number of items $n$, the maximum item weight $w_\mathrm{max}$, and the…

Data Structures and Algorithms · Computer Science 2024-01-30 Qizheng He , Zhean Xu

This paper considers theoretical analysis of recovering a low rank matrix given a few expansion coefficients with respect to any basis. The current approach generalizes the existing analysis for the low-rank matrix completion problem with…

Information Theory · Computer Science 2018-12-17 Abiy Tasissa , Rongjie Lai

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em…

Machine Learning · Statistics 2014-07-22 Yudong Chen , Srinadh Bhojanapalli , Sujay Sanghavi , Rachel Ward

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher
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