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Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…

Numerical Analysis · Mathematics 2019-05-20 Rachel Minster , Arvind K. Saibaba , Misha E. Kilmer

The recently introduced algorithm randUTV provides a highly efficient technique for computing accurate approximations to all the singular values of a given matrix $A$. The original version of randUTV was designed to compute a full…

Numerical Analysis · Mathematics 2019-03-28 Nathan Heavner , Per-Gunnar Martinsson

Many applications in scientific computing and data science require the computation of a rank-revealing factorization of a large matrix. In many of these instances the classical algorithms for computing the singular value decomposition are…

Numerical Analysis · Mathematics 2018-12-17 Abinand Gopal , Per-Gunnar Martinsson

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

This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated…

Numerical Analysis · Mathematics 2023-03-22 Maolin Che , Yimin Wei , Hong Yan

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

Many data analysis applications deal with large matrices and involve approximating the matrix using a small number of ``components.'' Typically, these components are linear combinations of the rows and columns of the matrix, and are thus…

Data Structures and Algorithms · Computer Science 2007-08-29 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan

We consider the problem of low-rank decomposition of incomplete multiway tensors. Since many real-world data lie on an intrinsically low dimensional subspace, tensor low-rank decomposition with missing entries has applications in many data…

Numerical Analysis · Computer Science 2016-08-24 Linxiao Yang , Jun Fang , Hongbin Li , Bing Zeng

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

In many applications such as data compression, imaging or genomic data analysis, it is important to approximate a given tensor by a tensor that is sparsely representable. For matrices, i.e. 2-tensors, such a representation can be obtained…

Numerical Analysis · Mathematics 2014-12-12 Shmuel Friedland , Venu Tammali

The unpivoted and pivoted Householder QR factorizations are ubiquitous in numerical linear algebra. A difficulty with pivoted Householder QR is the communication bottleneck introduced by pivoting. In this paper we propose using random…

Numerical Analysis · Mathematics 2017-03-08 Stephen Becker , James Folberth , Laura Grigori

Low-rank matrix approximation is extremely useful in the analysis of data that arises in scientific computing, engineering applications, and data science. However, as data sizes grow, traditional low-rank matrix approximation methods, such…

Numerical Analysis · Mathematics 2020-02-26 Bolong Zhang , Michael Mascagni

Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…

Information Theory · Computer Science 2018-09-11 Shashanka Ubaru , Arya Mazumdar , Yousef Saad

The singular value decomposition (SVD) is commonly used in applications requiring a low rank matrix approximation. However, the singular vectors cannot be interpreted in terms of the original data. For applications requiring this type of…

Numerical Analysis · Mathematics 2025-05-23 Kathryn Linehan , Radu Balan

Low-rank matrix approximation plays an important role in various applications such as image processing, signal processing and data analysis. The existing methods require a guess of the ranks of matrices that represent images or involve…

Numerical Analysis · Mathematics 2025-07-01 Weiwei Xu , Weijie Shen , Chang Liu , Zhigang Jia

The low-rank quaternion matrix approximation has been successfully applied in many applications involving signal processing and color image processing. However, the cost of quaternion models for generating low-rank quaternion matrix…

Numerical Analysis · Mathematics 2024-03-01 Peng-Ling Wu , Kit Ian Kou , Hongmin Cai , Zhaoyuan Yu

The performance of Deep Neural Networks (DNNs) keeps elevating in recent years with increasing network depth and width. To enable DNNs on edge devices like mobile phones, researchers proposed several network compression methods including…

Computer Vision and Pattern Recognition · Computer Science 2020-01-27 Yuhui Xu , Yuxi Li , Shuai Zhang , Wei Wen , Botao Wang , Yingyong Qi , Yiran Chen , Weiyao Lin , Hongkai Xiong

The pivoted QLP decomposition is computed through two consecutive pivoted QR decompositions, and provides an approximation to the singular value decomposition. This work is concerned with a partial QLP decomposition of low-rank matrices…

Numerical Analysis · Mathematics 2023-07-06 Maboud F. Kaloorazi , Kai Liu , Jie Chen , Rodrigo C. de Lamare , Susanto Rahardja

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

We present a new restricted SVD-based CUR (RSVD-CUR) factorization for matrix triplets $(A, B, G)$ that aims to extract meaningful information by providing a low-rank approximation of the three matrices using a subset of their rows and…

Numerical Analysis · Mathematics 2023-06-27 Perfect Y. Gidisu , Michiel E. Hochstenbach