Related papers: Projection techniques to update the truncated SVD …

We develop a data-driven regularization method for the severely ill-posed problem of photoacoustic image reconstruction from limited view data. Our approach is based on the regularizing networks that have been recently introduced and…

This paper presents a randomized quaternion singular value decomposition (QSVD) algorithm for low-rank matrix approximation problems, which are widely used in color face recognition, video compression, and signal processing problems. With…

Smooth convex minimization over the unit trace-norm ball is an important optimization problem in machine learning, signal processing, statistics and other fields, that underlies many tasks in which one wishes to recover a low-rank matrix…

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for…

In this paper we focus on the problem of completion of multidimensional arrays (also referred to as tensors) from limited sampling. Our approach is based on a recently proposed tensor-Singular Value Decomposition (t-SVD) [1]. Using this…

Randomized singular value decomposition (RSVD) is a class of computationally efficient algorithms for computing the truncated SVD of large data matrices. Given an $m \times n$ matrix $\widehat{{\mathbf M}}$, the prototypical RSVD algorithm…

Any model order reduced dynamical system that evolves a modal decomposition to approximate the discretized solution of a stochastic PDE can be related to a vector field tangent to the manifold of fixed rank matrices. The Dynamically…

The Levenberg-Marquardt (LM) method is commonly used for inverting models used to describe geothermal, groundwater, or oil and gas reservoirs. In previous studies LM parameter updates have been made tractable for highly parameterized…

We propose a novel approach for hyperspectral super-resolution, that is based on low-rank tensor approximation for a coupled low-rank multilinear (Tucker) model. We show that the correct recovery holds for a wide range of multilinear ranks.…

Singular value decomposition (SVD) is a standard matrix factorization technique that produces optimal low-rank approximations of matrices. It has diverse applications, including machine learning, data science and signal processing. However,…

In our earlier work [Fareed et al., Comput. Math. Appl. 75 (2018), no. 6, 1942-1960], we developed an incremental approach to compute the proper orthogonal decomposition (POD) of PDE simulation data. Specifically, we developed an…

This paper aims to develop a simple procedure to reduce and control the condition number of random matrices, and investigate the effect on the persistent homology (PH) of point clouds of well- and ill-conditioned matrices. For a square…

Dictionary learning aims to find a dictionary under which the training data can be sparsely represented, and it is usually achieved by iteratively applying two stages: sparse coding and dictionary update. Typical methods for dictionary…

Singular Value Decomposition (SVD) constitutes a bridge between the linear algebra concepts and multi-layer neural networks---it is their linear analogy. Besides of this insight, it can be used as a good initial guess for the network…

We propose a new algorithm for the computation of a singular value decomposition (SVD) low-rank approximation of a matrix in the Matrix Product Operator (MPO) format, also called the Tensor Train Matrix format. Our tensor network randomized…

Equations are presented which efficiently update or downdate the covariance matrix of a large number of $m$-dimensional observations. Updates and downdates to the covariance matrix, as well as mixed updates/downdates, are shown to be…

We propose an efficient, distributed, out-of-memory implementation of the truncated singular value decomposition (t-SVD) for heterogeneous (CPU+GPU) high performance computing (HPC) systems. Various implementations of SVD have been…

A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and…

Similarity matrix serves as a fundamental tool at the core of numerous downstream machine-learning tasks. However, missing data is inevitable and often results in an inaccurate similarity matrix. To address this issue, Similarity Matrix…

The randomized singular value decomposition (R-SVD) is a popular sketching-based algorithm for efficiently computing the partial SVD of a large matrix. When the matrix is low-rank, the R-SVD produces its partial SVD exactly; but when the…