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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

We propose a new Riemannian geometry for fixed-rank matrices that is specifically tailored to the low-rank matrix completion problem. Exploiting the degree of freedom of a quotient space, we tune the metric on our search space to the…

Machine Learning · Computer Science 2012-11-13 B. Mishra , K. Adithya Apuroop , R. Sepulchre

As we all known, the nonnegative matrix factorization (NMF) is a dimension reduction method that has been widely used in image processing, text compressing and signal processing etc. In this paper, an algorithm for nonnegative matrix…

Numerical Analysis · Mathematics 2013-05-27 Shu-Zhen Lai , Hou-Biao Li , Zu-Tao Zhang

In this paper, we propose a new fast and robust recursive algorithm for near-separable nonnegative matrix factorization, a particular nonnegative blind source separation problem. This algorithm, which we refer to as the successive…

Machine Learning · Statistics 2014-07-01 Nicolas Gillis

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

In this paper, we consider the problem of minimizing a smooth objective over multiple rank constraints on Hankel-structured matrices. This kind of problems arises in system identification, system theory and signal processing, where the rank…

Optimization and Control · Mathematics 2019-06-26 Tianxiang Liu , Ivan Markovsky , Ting Kei Pong , Akiko Takeda

In many applications such as data compression, imaging or genomic data analysis, it is important to approximate a given tensor by a tensor that is sparsely representable. For matrices, i.e. 2-tensors, such a representation can be obtained…

Numerical Analysis · Mathematics 2014-12-12 Shmuel Friedland , Venu Tammali

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

The weighted nonlinear least-squares problem for low-rank signal estimation is considered. The problem of constructing a numerical solution that is stable and fast for long time series is addressed. A modified weighted Gauss-Newton method,…

Numerical Analysis · Mathematics 2022-07-08 Nikita Zvonarev , Nina Golyandina

We propose an efficient matrix rank reduction method for non-negative matrices, whose time complexity is quadratic in the number of rows or columns of a matrix. Our key insight is to formulate rank reduction as a mean-field approximation by…

Machine Learning · Statistics 2021-03-05 Kazu Ghalamkari , Mahito Sugiyama

A central primitive in quantum tensor network simulations is the problem of approximating a matrix product state with one of a lower bond dimension. This problem forms the central bottleneck in algorithms for time evolution and for…

Structured low-rank approximation is the problem of minimizing a weighted Frobenius distance to a given matrix among all matrices of fixed rank in a linear space of matrices. We study exact solutions to this problem by way of computational…

Optimization and Control · Mathematics 2017-02-23 Giorgio Ottaviani , Pierre-Jean Spaenlehauer , Bernd Sturmfels

A numerical integrator is presented that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix…

Numerical Analysis · Mathematics 2024-09-23 Gianluca Ceruti , Christian Lubich

The structured low-rank approximation problem for general affine structures, weighted 2-norms and fixed elements is considered. The variable projection principle is used to reduce the dimensionality of the optimization problem. Algorithms…

Optimization and Control · Mathematics 2013-07-26 Konstantin Usevich , Ivan Markovsky

This is a continuation of our previous work entitled \enquote{Alternating Proximity Mapping Method for Convex-Concave Saddle-Point Problems}, in which we proposed the alternating proximal mapping method and showed convergence results on the…

Optimization and Control · Mathematics 2023-11-01 Hui Ouyang

An approximate projection onto the tangent cone to the variety of third-order tensors of bounded tensor-train rank is proposed and proven to satisfy a better angle condition than the one proposed by Kutschan (2019). Such an approximate…

Optimization and Control · Mathematics 2023-08-29 Charlotte Vermeylen , Guillaume Olikier , Marc Van Barel

As a typical dimensionality reduction technique, random projection can be simply implemented with linear projection, while maintaining the pairwise distances of high-dimensional data with high probability. Considering this technique is…

Machine Learning · Computer Science 2014-10-14 Weizhi Lu , Weiyu Li , Kidiyo Kpalma , Joseph Ronsin

The matrix low-rank approximation problem with additional convex constraints can find many applications and has been extensively studied before. However, this problem is shown to be nonconvex and NP-hard; most of the existing solutions are…

Numerical Analysis · Computer Science 2015-12-08 Ying Zhang

Higher-order low-rank tensor arises in many data processing applications and has attracted great interests. Inspired by low-rank approximation theory, researchers have proposed a series of effective tensor completion methods. However, most…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Haijin Zeng , Xiaozhen Xie , Jifeng Ning

We describe a graph-based neural acceleration technique for nonnegative matrix factorization that builds upon a connection between matrices and bipartite graphs that is well-known in certain fields, e.g., sparse linear algebra, but has not…

Machine Learning · Computer Science 2022-02-02 Jens Sjölund , Maria Bånkestad