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Low-rank matrix approximations play a fundamental role in numerical linear algebra and signal processing applications. This paper introduces a novel rank-revealing matrix decomposition algorithm termed Compressed Randomized UTV (CoR-UTV)…

Numerical Analysis · Computer Science 2018-10-18 M. Kaloorazi , R. C. de Lamare

Low-rank matrix approximation plays an increasingly important role in signal and image processing applications. This paper presents a new rank-revealing decomposition method called randomized rank-revealing UZV decomposition (RRR-UZVD).…

Numerical Analysis · Computer Science 2018-11-22 Maboud F. Kaloorazi , Rodrigo C. de Lamare

In this paper, the quaternion matrix UTV (QUTV) decomposition and quaternion tensor UTV (QTUTV) decomposition are proposed. To begin, the terms QUTV and QTUTV are defined, followed by the algorithms. Subsequently, by employing random…

Numerical Analysis · Mathematics 2024-06-25 Liqiao Yang , Jifei Miao , Tai-Xiang Jiang , Yanlin Zhang , Kit Ian Kou

This manuscript describes the randomized algorithm randUTV for computing a so called UTV factorization efficiently. Given a matrix $A$, the algorithm computes a factorization $A = UTV^{*}$, where $U$ and $V$ have orthonormal columns, and…

Numerical Analysis · Mathematics 2017-03-06 Per-Gunnar Martinsson , Gregorio Quintana-Orti , Nathan Heavner

An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Numerical Analysis · Computer Science 2018-08-15 Maboud F. Kaloorazi , Rodrigo C. de Lamare

CUR matrix decomposition computes the low rank approximation of a given matrix by using the actual rows and columns of the matrix. It has been a very useful tool for handling large matrices. One limitation with the existing algorithms for…

Machine Learning · Computer Science 2014-11-05 Miao Xu , Rong Jin , Zhi-Hua Zhou

This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in RAM, and must instead be stored on slow external memory devices such as solid-state or spinning disk hard drives…

Mathematical Software · Computer Science 2020-03-05 Nathan Heavner , Per-Gunnar Martinsson , Gregorio Quintana-Ortí

CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for…

Machine Learning · Computer Science 2014-03-25 Rong Jin , Shenghuo Zhu

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Computation · Statistics 2019-11-28 N. Benjamin Erichson , Sergey Voronin , Steven L. Brunton , J. Nathan Kutz

The randomized singular value decomposition (RSVD) is by now a well established technique for efficiently computing an approximate singular value decomposition of a matrix. Building on the ideas that underpin the RSVD, the recently proposed…

Mathematical Software · Computer Science 2021-04-14 N. Heavner , F. D. Igual , G. Quintana-Ortí , P. G. Martinsson

The tensor-train (TT) decomposition is widely used to compress large tensors into a more compact form by exploiting their inherent data structures. A fundamental approach for constructing the TT format is the well-known TT-SVD method, which…

Numerical Analysis · Mathematics 2026-05-26 Yuchao Wang , Maolin Che , Yimin Wei

Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually…

Mathematical Software · Computer Science 2020-08-12 Jed A. Duersch , Ming Gu

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

This article discusses a useful tool in dimensionality reduction and low-rank matrix approximation called the CUR decomposition. Various viewpoints of this method in the literature are synergized and are compared and contrasted; included in…

Numerical Analysis · Mathematics 2019-04-04 Keaton Hamm , Longxiu Huang

The computation of accurate low-rank matrix approximations is central to improving the scalability of various techniques in machine learning, uncertainty quantification, and control. Traditionally, low-rank approximations are constructed…

Numerical Analysis · Mathematics 2025-09-29 Nathaniel Pritchard , Taejun Park , Yuji Nakatsukasa , Per-Gunnar Martinsson

The CUR decomposition is a technique for low-rank approximation that selects small subsets of the columns and rows of a given matrix to use as bases for its column and rowspaces. It has recently attracted much interest, as it has several…

Numerical Analysis · Mathematics 2022-06-06 Yijun Dong , Per-Gunnar Martinsson

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

We define the reduced biquaternion tensor ring (RBTR) decomposition and provide a detailed exposition of the corresponding algorithm RBTR-SVD. Leveraging RBTR decomposition, we propose a novel low-rank tensor completion algorithm RBTR-TV…

Commutative Algebra · Mathematics 2025-01-10 Hui Luo , Xin Liu , Wei Liu , Yang Zhang

The CUR matrix decomposition is an important extension of Nystr\"{o}m approximation to a general matrix. It approximates any data matrix in terms of a small number of its columns and rows. In this paper we propose a novel randomized CUR…

Machine Learning · Computer Science 2012-10-05 Shusen Wang , Zhihua Zhang , Jian Li

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
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