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Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…

Optimization and Control · Mathematics 2023-09-20 Michał Dereziński , Elizaveta Rebrova

In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for…

Statistics Theory · Mathematics 2024-07-09 Anru Zhang , Rungang Han

Truncated singular value decomposition is a reduced version of the singular value decomposition in which only a few largest singular values are retained. This paper presents a novel perturbation analysis for the truncated singular value…

Numerical Analysis · Mathematics 2021-06-01 Trung Vu , Evgenia Chunikhina , Raviv Raich

Spectral embedding based on the Singular Value Decomposition (SVD) is a widely used "preprocessing" step in many learning tasks, typically leading to dimensionality reduction by projecting onto a number of dominant singular vectors and…

Machine Learning · Statistics 2015-09-29 Dinesh Ramasamy , Upamanyu Madhow

Symmetric orthogonalization via SVD, and closely related procedures, are well-known techniques for projecting matrices onto $O(n)$ or $SO(n)$. These tools have long been used for applications in computer vision, for example optimal 3D…

Computer Vision and Pattern Recognition · Computer Science 2020-06-26 Jake Levinson , Carlos Esteves , Kefan Chen , Noah Snavely , Angjoo Kanazawa , Afshin Rostamizadeh , Ameesh Makadia

We study the problem of finding structured low-rank matrices using nuclear norm regularization where the structure is encoded by a linear map. In contrast to most known approaches for linearly structured rank minimization, we do not (a) use…

Systems and Control · Computer Science 2015-09-09 Adams Wei Yu , Wanli Ma , Yaoliang Yu , Jaime G. Carbonell , Suvrit Sra

In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach. However, a key practical difficulty of sketching an SVD is that the…

Machine Learning · Statistics 2020-03-12 Miles E. Lopes , N. Benjamin Erichson , Michael W. Mahoney

The high-order relations between the content in social media sharing platforms are frequently modeled by a hypergraph. Either hypergraph Laplacian matrix or the adjacency matrix is a big matrix. Randomized algorithms are used for low-rank…

Social and Information Networks · Computer Science 2019-08-23 Georgios Karantaidis , Ioannis Sarridis , Constantine Kotropoulos

An enhanced Kogbetliantz method for the singular value decomposition (SVD) of general matrices of order two is proposed. The method consists of three phases: an almost exact prescaling, that can be beneficial to the LAPACK's xLASV2 routine…

Numerical Analysis · Mathematics 2026-02-10 Vedran Novaković

We present a simple yet novel parameterized form of linear mapping to achieves remarkable network compression performance: a pseudo SVD called Ternary SVD (TSVD). Unlike vanilla SVD, TSVD limits the $U$ and $V$ matrices in SVD to ternary…

Machine Learning · Computer Science 2023-08-16 Boyu Chen , Hanxuan Chen , Jiao He , Fengyu Sun , Shangling Jui

Low-tubal-rank tensor approximation has been proposed to analyze large-scale and multi-dimensional data. However, finding such an accurate approximation is challenging in the streaming setting, due to the limited computational resources. To…

Machine Learning · Computer Science 2021-08-24 Qianxin Yi , Chenhao Wang , Kaidong Wang , Yao Wang

Thanks to its great potential in reducing both computational cost and memory requirements, combining sketching and Krylov subspace techniques has attracted a lot of attention in the recent literature on projection methods for linear…

Numerical Analysis · Mathematics 2024-06-12 Davide Palitta , Marcel Schweitzer , Valeria Simoncini

This paper considers convex quadratic programs associated with the training of support vector machines (SVM). Exploiting the special structure of the SVM problem a new type of active set method with long cycles and stable rank-one-updates…

Optimization and Control · Mathematics 2025-04-09 Florian Jarre

The soft SVD is a robust matrix decomposition algorithm and a key component of matrix completion methods. However, computing the soft SVD for large sparse matrices is often impractical using conventional numerical methods for the SVD due to…

Numerical Analysis · Mathematics 2021-04-06 Mahendra Panagoda , Tyrus Berry , Harbir Antil

We develop a fast algorithm for computing the "SVD-truncated" regularized solution to the least-squares problem: $ \min_{\x} \TNorm{\matA \x - \b}. $ Let $\matA_k$ of rank $k$ be the best rank $k$ matrix computed via the SVD of $\matA$.…

Data Structures and Algorithms · Computer Science 2014-05-29 Christos Boutsidis , Malik Magdon-Ismail

Memristor crossbars enable vector-matrix multiplication (VMM), and are promising for low-power applications. However, it can be difficult to write the memristor conductance values exactly. To improve the accuracy of VMM, we propose a scheme…

Signal Processing · Electrical Eng. & Systems 2025-10-07 Binyu Lu , Matthias Frey , Stark Draper , Jingge Zhu

Singular value decomposition (SVD) is the mathematical basis of principal component analysis (PCA). Together, SVD and PCA are one of the most widely used mathematical formalism/decomposition in machine learning, data mining, pattern…

Machine Learning · Computer Science 2018-04-17 Shuai Zheng , Chris Ding , Feiping Nie

To analyze the abundance of multidimensional data, tensor-based frameworks have been developed. Traditionally, the matrix singular value decomposition (SVD) is used to extract the most dominant features from a matrix containing the…

Machine Learning · Computer Science 2021-11-02 Katherine Keegan , Tanvi Vishwanath , Yihua Xu

How can we compute the pseudoinverse of a sparse feature matrix efficiently and accurately for solving optimization problems? A pseudoinverse is a generalization of a matrix inverse, which has been extensively utilized as a fundamental…

Machine Learning · Computer Science 2020-11-10 Jinhong Jung , Lee Sael

In this paper a vectorized algorithm for simultaneously computing up to eight singular value decompositions (SVDs, each of the form $A=U\Sigma V^{\ast}$) of real or complex matrices of order two is proposed. The algorithm extends to a batch…

Mathematical Software · Computer Science 2021-01-08 Vedran Novaković
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