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A novel compressed matrix format is proposed that combines an adaptive hierarchical partitioning of the matrix with low-rank approximation. One typical application is the approximation of discretized functions on rectangular domains; the…

Numerical Analysis · Mathematics 2021-11-05 Stefano Massei , Leonardo Robol , Daniel Kressner

This work studies the Low Rank Phase Retrieval (LRPR) problem: recover an $n \times q$ rank-$r$ matrix $X^*$ from $y_k = |A_k^\top x^*_k|$, $k=1, 2,..., q$, when each $y_k$ is an m-length vector containing independent phaseless linear…

Information Theory · Computer Science 2021-02-25 Seyedehsara Nayer , Namrata Vaswani

The problem of minimizing the rank of a symmetric positive semidefinite matrix subject to constraints can be cast equivalently as a semidefinite program with complementarity constraints (SDCMPCC). The formulation requires two positive…

Optimization and Control · Mathematics 2018-02-02 Xin Shen , John E. Mitchell

This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are…

Information Theory · Computer Science 2015-11-23 Yangyang Xu , Wotao Yin , Zaiwen Wen , Yin Zhang

We apply methods and techniques of tropical optimization to develop a new theoretical and computational framework for the implementation of the Analytic Hierarchy Process in multi-criteria problems of rating alternatives from pairwise…

Optimization and Control · Mathematics 2018-02-01 N. Krivulin , S. Sergeev

We present a topological framework for finding low-flop algorithms for evaluating element stiffness matrices associated with multilinear forms for finite element methods posed over straight-sided affine domains. This framework relies on…

Numerical Analysis · Mathematics 2012-05-15 Robert C. Kirby , Anders Logg , L. Ridgway Scott , Andy R. Terrel

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Computer Science 2014-08-12 David Wipf

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Statistics 2012-07-11 David Wipf

Given an input matrix polynomial whose coefficients are floating point numbers, we consider the problem of finding the nearest matrix polynomial which has rank at most a specified value. This generalizes the problem of finding a nearest…

Symbolic Computation · Computer Science 2017-12-13 Mark Giesbrecht , Joseph Haraldson , George Labahn

Energy-preserving numerical methods for solving the Hodge wave equation is developed in this paper. Based on the de Rham complex, the Hodge wave equation can be formulated as a first-order system and mixed finite element methods using…

Numerical Analysis · Mathematics 2020-09-08 Yongke Wu , Yanhong Bai

The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…

Optimization and Control · Mathematics 2011-01-04 Donald Goldfarb , Shiqian Ma

This paper studies the numerical approximation of solution of the Dirichlet problem for the fully nonlinear Monge-Ampere equation. In this approach, we take the advantage of reformulation the Monge-Ampere problem as an optimization problem,…

Analysis of PDEs · Mathematics 2017-01-20 Fethi Ben Belgacem

This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…

Computational Engineering, Finance, and Science · Computer Science 2023-05-23 Juan F. Giraldo , Victor M. Calo

We study minimax rates for denoising simultaneously sparse and low rank matrices in high dimensions. We show that an iterative thresholding algorithm achieves (near) optimal rates adaptively under mild conditions for a large class of loss…

Statistics Theory · Mathematics 2014-05-05 Dan Yang , Zongming Ma , Andreas Buja

In this work, we study the problem of finding approximate, with minimum support set, solutions to matrix max-plus equations, which we call sparse approximate solutions. We show how one can obtain such solutions efficiently and in polynomial…

Optimization and Control · Mathematics 2020-12-22 Nikos Tsilivis , Anastasios Tsiamis , Petros Maragos

In this paper we consider the convergence analysis of adaptive finite element method for elliptic optimal control problems with pointwise control constraints. We use variational discretization concept to discretize the control variable and…

Numerical Analysis · Mathematics 2016-08-31 Wei Gong , Ningning Yan

This paper presents a weakly intrusive strategy for computing a low-rank approximation of the solution of a system of nonlinear parameter-dependent equations. The proposed strategy relies on a Newton-like iterative solver which only…

Numerical Analysis · Mathematics 2020-05-06 Loic Giraldi , Anthony Nouy

In this paper, we consider optimal low-rank regularized inverse matrix approximations and their applications to inverse problems. We give an explicit solution to a generalized rank-constrained regularized inverse approximation problem,…

Numerical Analysis · Mathematics 2016-03-21 Julianne Chung , Matthias Chung

This article presents a new primal-dual weak Galerkin method for second order elliptic equations in non-divergence form. The new method is devised as a constrained $L^p$-optimization problem with constraints that mimic the second order…

Numerical Analysis · Mathematics 2021-06-08 Waixiang Cao , Junping Wang , Yuesheng Xu

Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available.…

Numerical Analysis · Mathematics 2015-06-19 Julianne Chung , Matthias Chung
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