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A random matrix is likely to be well conditioned, and motivated by this well known property we employ random matrix multipliers to advance some fundamental matrix computations. This includes numerical stabilization of Gaussian elimination…

Numerical Analysis · Mathematics 2012-12-27 Victor Y. Pan , Guoliang Qian

This paper is concerned with low multilinear rank approximations to antisymmetric tensors, that is, multivariate arrays for which the entries change sign when permuting pairs of indices. We show which ranks can be attained by an…

Numerical Analysis · Mathematics 2018-01-17 Erna Begovic , Daniel Kressner

By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…

Functional Analysis · Mathematics 2019-01-11 R. N. Gumerov , A. S. Sharafutdinov

This paper is concerned with the approximation of tensors using tree-based tensor formats, which are tensor networks whose graphs are dimension partition trees. We consider Hilbert tensor spaces of multivariate functions defined on a…

Numerical Analysis · Mathematics 2019-09-11 Anthony Nouy

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

Machine Learning · Computer Science 2020-11-26 Talal Ahmed , Haroon Raja , Waheed U. Bajwa

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

We study extensions of compressive sensing and low rank matrix recovery (matrix completion) to the recovery of low rank tensors of higher order from a small number of linear measurements. While the theoretical understanding of low rank…

Information Theory · Computer Science 2016-02-18 Holger Rauhut , Reinhold Schneider , Zeljka Stojanac

The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…

Optimization and Control · Mathematics 2021-01-01 Yuning Yang

We first propose a concise singular value decomposition of dual matrices. Then, the randomized version of the decomposition is presented. It can significantly reduce the computational cost while maintaining the similar accuracy. We analyze…

Numerical Analysis · Mathematics 2024-07-25 Mengyu Wang , Jingchun Zhou , Hanyu Li

This paper presents a memory efficient, first-order method for low multi-linear rank approximation of high-order, high-dimensional tensors. In our method, we exploit the second-order information of the cost function and the constraints to…

Optimization and Control · Mathematics 2024-03-22 Mohammad Hamed , Reshad Hosseini

This work considers the notion of random tensors and reviews some fundamental concepts in statistics when applied to a tensor based data or signal. In several engineering fields such as Communications, Signal Processing, Machine learning,…

Statistics Theory · Mathematics 2024-04-24 Divyanshu Pandey , Alexis Decurninge , Harry Leib

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

This work presents a comprehensive understanding of the estimation of a planted low-rank signal from a general spiked tensor model near the computational threshold. Relying on standard tools from the theory of large random matrices, we…

Machine Learning · Statistics 2025-01-15 Hugo Lebeau , Florent Chatelain , Romain Couillet

This work deals with developing two fast randomized algorithms for computing the generalized tensor singular value decomposition (GTSVD) based on the tubal product (t-product). The random projection method is utilized to compute the…

Numerical Analysis · Mathematics 2024-09-13 Salman Ahmadi-Asl , Ugochukwu Ugwu

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

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

Randomized algorithms are overwhelming methods for low-rank approximation that can alleviate the computational expenditure with great reliability compared to deterministic algorithms. A crucial thought is generating a standard Gaussian…

Computation · Statistics 2025-06-05 Dandan Jiang , Bo Fu , Weiwei Xu

This paper is concerned with the analysis of the randomized subspace iteration for the computation of low-rank approximations. We present three different kinds of bounds. First, we derive both bounds for the canonical angles between the…

Numerical Analysis · Mathematics 2018-11-13 Arvind K. Saibaba

A numerical algorithm to decompose an exact low-rank skew-symmetric tensor into a sum of elementary (rank-$1$) skew-symmetric tensors is introduced. The algorithm uncovers this Grassmann decomposition based on linear relations that are…

Numerical Analysis · Mathematics 2026-01-27 Nick Vannieuwenhoven

In the realm of tensor optimization, the low-rank Tucker decomposition is crucial for reducing the number of parameters and for saving storage. We explore the geometry of Tucker tensor varieties -- the set of tensors with bounded Tucker…

Optimization and Control · Mathematics 2024-07-16 Bin Gao , Renfeng Peng , Ya-xiang Yuan