Related papers: Randomized Projection for Rank-Revealing Matrix Fa…
Factorizing large matrices by QR with column pivoting (QRCP) is substantially more expensive than QR without pivoting, owing to communication costs required for pivoting decisions. In contrast, randomized QRCP (RQRCP) algorithms have proven…
The dominant contribution to communication complexity in factorizing a matrix using QR with column pivoting is due to column-norm updates that are required to process pivot decisions. We use randomized sampling to approximate this process…
This paper develops and analyzes a new algorithm for QR decomposition with column pivoting (QRCP) of rectangular matrices with many more rows than columns. The algorithm carefully combines methods from randomized numerical linear algebra to…
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…
We introduce an algorithmic framework for performing QR factorization with column pivoting (QRCP) on general matrices. The framework enables the design of practical QRCP algorithms through user-controlled choices for the core subroutines.…
This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in RAM, and must instead be stored on slow external memory devices such as solid-state or spinning disk hard drives…
Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…
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…
Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…
The selection of most informative and discriminative features from high-dimensional data has been noticed as an important topic in machine learning and data engineering. Using matrix factorization-based techniques such as nonnegative matrix…
We introduce a Generalized Randomized QR-decomposition that may be applied to arbitrary products of matrices and their inverses, without needing to explicitly compute the products or inverses. This factorization is a critical part of a…
We present Flip-Flop Spectrum-Revealing QR (Flip-Flop SRQR) factorization, a significantly faster and more reliable variant of the QLP factorization of Stewart, for low-rank matrix approximations. Flip-Flop SRQR uses SRQR factorization to…
In this paper we introduce a new column selection strategy, named here ``Deviation Maximization", and apply it to compute rank-revealing QR factorizations as an alternative to the well known block version of the QR factorization with the…
Low-rank matrix approximation plays an increasingly important role in signal and image processing applications. This paper presents a new rank-revealing decomposition method called randomized rank-revealing UZV decomposition (RRR-UZVD).…
The randomized singular value decomposition (RSVD) is by now a well established technique for efficiently computing an approximate singular value decomposition of a matrix. Building on the ideas that underpin the RSVD, the recently proposed…
Standard rank-revealing factorizations such as the singular value decomposition and column pivoted QR factorization are challenging to implement efficiently on a GPU. A major difficulty in this regard is the inability of standard algorithms…
In this paper, we present a Rank Revealing Randomized Singular Value Decomposition (R3SVD) algorithm to incrementally construct a low-rank approximation of a potentially large matrix while adaptively estimating the appropriate rank that can…
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…
Randomization has emerged as a powerful set of tools for large-scale matrix and tensor decompositions. Randomized algorithms involve computing sketches with random matrices. A prevalent approach is to take the random matrix as a standard…
Matrices with low numerical rank are omnipresent in many signal processing and data analysis applications. The pivoted QLP (p-QLP) algorithm constructs a highly accurate approximation to an input low-rank matrix. However, it is…