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For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…

Numerical Analysis · Computer Science 2016-06-29 Yuji Nakatsukasa , Tasuku Soma , André Uschmajew

Computing the dominant eigenvalue is important in nuclear systems as it determines the stability of the system (i.e. whether the system is sub or supercritical). Recently, the work of Kusch, Whewell, McClarren and Frank \cite{KWMF} showed…

Numerical Analysis · Mathematics 2024-09-24 C. Scalone , L. Einkemmer , J. Kusch , R. J. McClarren

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

Numerical Analysis · Mathematics 2014-03-17 Markus Bachmayr , Wolfgang Dahmen

Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…

Computation · Statistics 2016-06-29 K. Konakli , B. Sudret

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

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

Numerical Analysis · Mathematics 2024-01-08 Maike Meier , Yuji Nakatsukasa

With the growth of model and data sizes, a broad effort has been made to design pruning techniques that reduce the resource demand of deep learning pipelines, while retaining model performance. In order to reduce both inference and training…

Machine Learning · Computer Science 2026-02-24 Dayana Savostianova , Emanuele Zangrando , Gianluca Ceruti , Francesco Tudisco

Computing effective eigenvalues for neutron transport often requires a fine numerical resolution. The main challenge of such computations is the high memory effort of classical solvers, which limits the accuracy of chosen discretizations.…

Numerical Analysis · Mathematics 2022-09-28 Jonas Kusch , Benjamin Whewell , Ryan McClarren , Martin Frank

Low-rank regularization (LRR) has been widely applied in various machine learning tasks, but the associated optimization is challenging. Directly optimizing the rank function under constraints is NP-hard in general. To overcome this…

Machine Learning · Computer Science 2025-05-22 Naiqi Li , Yuqiu Xie , Peiyuan Liu , Tao Dai , Yong Jiang , Shu-Tao Xia

The problem of recovering a low $n$-rank tensor is an extension of sparse recovery problem from the low dimensional space (matrix space) to the high dimensional space (tensor space) and has many applications in computer vision and graphics…

Optimization and Control · Mathematics 2014-04-09 Min Zhang , Lei Yang , Zheng-Hai Huang

We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…

Numerical Analysis · Mathematics 2019-06-03 Alexander Ostermann , Chiara Piazzola , Hanna Walach

We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform [14]. The first algorithm appeared recently in [9]; here, we provide a novel…

Data Structures and Algorithms · Computer Science 2012-04-04 Christos Boutsidis

We solve a regularized weighted low-rank approximation problem by a stochastic gradient descent on a manifold. To guarantee the convergence of our stochastic gradient descent, we establish a convergence theorem on manifolds for…

Optimization and Control · Mathematics 2025-02-21 Conglong Xu , Peiqi Yang , Hao Wu

Dynamical low-rank algorithms are a class of numerical methods that compute low-rank approximations of dynamical systems. This is accomplished by projecting the dynamics onto a low-dimensional manifold and writing the solution directly in…

Numerical Analysis · Mathematics 2025-03-07 Zhiyan Ding , Lukas Einkemmer , Qin Li

Low-rank pre-training and fine-tuning have recently emerged as promising techniques for reducing the computational and storage costs of large neural networks. Training low-rank parameterizations typically relies on conventional optimizers…

Machine Learning · Computer Science 2025-10-31 Steffen Schotthöfer , Timon Klein , Jonas Kusch

Nowadays, low-rank approximations of matrices are an important component of many methods in science and engineering. Traditionally, low-rank approximations are considered in unitary invariant norms, however, recently element-wise…

Numerical Analysis · Mathematics 2026-05-15 Stanislav Morozov , Dmitry Zheltkov , Alexander Osinsky

Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…

Machine Learning · Statistics 2021-09-24 Elena Tuzhilina , Trevor Hastie

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

Machine Learning · Statistics 2024-01-04 Jonathan Schmidt , Philipp Hennig , Jörg Nick , Filip Tronarp

The paper contains several theoretical results related to the weighted nonlinear least-squares problem for low-rank signal estimation, which can be considered as a Hankel structured low-rank approximation problem. A parameterization of the…

Numerical Analysis · Mathematics 2022-07-29 Nikita Zvonarev , Nina Golyandina

Deep neural networks have achieved great success in many data processing applications. However, the high computational complexity and storage cost makes deep learning hard to be used on resource-constrained devices, and it is not…

Machine Learning · Computer Science 2023-03-27 Xinwei Ou , Zhangxin Chen , Ce Zhu , Yipeng Liu
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