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In the fields of control theory and machine learning, the dynamic low-rank approximation for large-scale matrices has received substantial attention. Considering large-scale semilinear stiff matrix differential equations, we propose…

Numerical Analysis · Mathematics 2025-10-14 Zi Wu , Yong-Liang Zhao , Xian-Ming Gu

Matrix completion is one of the key problems in signal processing and machine learning. In recent years, deep-learning-based models have achieved state-of-the-art results in matrix completion. Nevertheless, they suffer from two drawbacks:…

Machine Learning · Computer Science 2018-12-05 Duc Minh Nguyen , Evaggelia Tsiligianni , Nikos Deligiannis

We formulate a well-posedness and approximation theory for a class of generalised saddle point problems with a specific form of constraints. In this way we develop an approach to a class of fourth order elliptic partial differential…

Numerical Analysis · Mathematics 2021-03-26 Charles M. Elliott , Philip J. Herbert

We present a preconditioner based on spectral projection that is combined with a deflated Krylov subspace method for solving ill conditioned linear systems of equations. Our results show that the proposed algorithm requires many fewer…

Numerical Analysis · Mathematics 2016-09-23 Man-Chung Yeung , Craig C. Douglas , Long Lee

This paper considers the inversion of ill-posed linear operators. To regularise the problem the solution is enforced to lie in a non-convex subset. Theoretical properties for the stable inversion are derived and an iterative algorithm akin…

Numerical Analysis · Mathematics 2009-11-30 Thomas Blumensath

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

Regularization plays a pivotal role in ill-posed machine learning and inverse problems. However, the fundamental comparative analysis of various regularization norms remains open. We establish a small noise analysis framework to assess the…

Machine Learning · Statistics 2024-09-05 Quanjun Lang , Fei Lu

We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…

Methodology · Statistics 2019-12-13 Anthony Christidis , Ruben Zamar , Laks V. S. Lakshmanan , Ezequiel Smucler

Regularization techniques are widely employed in optimization-based approaches for solving ill-posed inverse problems in data analysis and scientific computing. These methods are based on augmenting the objective with a penalty function,…

Optimization and Control · Mathematics 2021-06-08 Yong Sheng Soh , Venkat Chandrasekaran

We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…

Numerical Analysis · Mathematics 2016-07-06 Namgil Lee , Andrzej Cichocki

We address the problem of efficient sparse fixed-rank (S-FR) matrix decomposition, i.e., splitting a corrupted matrix $M$ into an uncorrupted matrix $L$ of rank $r$ and a sparse matrix of outliers $S$. Fixed-rank constraints are usually…

Computer Vision and Pattern Recognition · Computer Science 2015-03-26 German Ros , Julio Guerrero

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…

Optimization and Control · Mathematics 2022-04-22 Cristian Vega , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

We propose a new algorithm to solve sparse linear systems of equations over the integers. This algorithm is based on a $p$-adic lifting technique combined with the use of block matrices with structured blocks. It achieves a sub-cubic…

Symbolic Computation · Computer Science 2007-05-23 Wayne Eberly , Mark Giesbrecht , Pascal Giorgi , Arne Storjohann , Gilles Villard

This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…

Numerical Analysis · Mathematics 2019-08-02 Prosper Torsu

Despite a variety of available techniques the issue of the proper regularization parameter choice for inverse problems still remains one of the biggest challenges. The main difficulty lies in constructing a rule, allowing to compute the…

Numerical Analysis · Mathematics 2017-10-13 Ernesto De Vito , Massimo Fornasier , Valeriya Naumova

Although some preconditioners are available for solving dense linear systems, there are still many matrices for which preconditioners are lacking, in particular in cases where the size of the matrix $N$ becomes very large. There remains…

Numerical Analysis · Mathematics 2016-02-05 Pieter Coulier , Hadi Pouransari , Eric Darve

For large scale symmetric discrete ill-posed problems, MINRES and MR-II are often used iterative regularization solvers. We call a regularized solution best possible if it is at least as accurate as the best regularized solution obtained by…

Numerical Analysis · Mathematics 2019-09-24 Yi Huang , Zhongxiao Jia

This work is concerned with linear inverse problems where a distributed parameter is known a priori to only take on values from a given discrete set. This property can be promoted in Tikhonov regularization with the aid of a suitable convex…

Optimization and Control · Mathematics 2018-04-19 Christian Clason , Thi Bich Tram Do

Toeplitz-structured linear systems arise often in practical engineering problems. Correspondingly, a number of algorithms have been developed that exploit Toeplitz structure to gain computational efficiency when solving these systems. The…

Numerical Analysis · Mathematics 2015-06-15 Christopher Turnes , Doru Balcan , Justin Romberg
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