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The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson

Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…

Numerical Analysis · Mathematics 2020-12-15 Antonio Fazzi , Nicola Guglielmi , Ivan Markovsky

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

Low-rank structures play important role in recent advances of many problems in image science and data science. As a natural extension of low-rank structures for data with nonlinear structures, the concept of the low-dimensional manifold…

Computer Vision and Pattern Recognition · Computer Science 2017-02-10 Rongjie Lai , Jia Li

Regularization techniques are widely employed in optimization-based approaches for solving ill-posed inverse problems in data analysis and scientific computing. These methods are based on augmenting the objective with a penalty function,…

Optimization and Control · Mathematics 2021-06-08 Yong Sheng Soh , Venkat Chandrasekaran

The row (column) completion problem of polynomial matrices of given degree with prescribed eigenstructure has been studied in \cite{AmBaMaRo23}, where several results of prescription of some of the four types of invariants that form the…

Rings and Algebras · Mathematics 2024-02-07 Agurtzane Amparan , Itziar Baragaña , Silvia Marcaida , Alicia Roca

Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…

Numerical Analysis · Mathematics 2024-01-08 Maike Meier , Yuji Nakatsukasa

We consider sketched approximate matrix multiplication and ridge regression in the novel setting of localized sketching, where at any given point, only part of the data matrix is available. This corresponds to a block diagonal structure on…

Machine Learning · Statistics 2020-03-23 Rakshith S Srinivasa , Mark A Davenport , Justin Romberg

We solve the problem of characterizing the existence of a polynomial matrix of fixed degree when its eigenstructure (or part of it) and some of its rows (columns) are prescribed. More specifically, we present a solution to the row (column)…

Rings and Algebras · Mathematics 2024-02-07 A. Amparan , I. Baragaña , S. Marcaida , A. Roca

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…

Functional Analysis · Mathematics 2016-09-27 Jan Vybiral

This paper studies the unitary diagonalization of matrices over formal power series rings. Our main result shows that a normal matrix is unitarily diagonalizable if and only if its minimal polynomial completely splits over the ring and the…

Commutative Algebra · Mathematics 2026-02-10 Zihao Dai , Hao Liang , Jingyu Lu , Lihong Zhi

Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization (RRQR), Interpolative decomposition etc are classical deterministic…

Numerical Analysis · Mathematics 2016-06-22 N. Kishore Kumar , Jan Shneider

Low-rank approximation with zeros aims to find a matrix of fixed rank and with a fixed zero pattern that minimizes the Euclidean distance to a given data matrix. We study the critical points of this optimization problem using algebraic…

Algebraic Geometry · Mathematics 2022-04-26 Kaie Kubjas , Luca Sodomaco , Elias Tsigaridas

We show how the combination of new "linearization" ideas in free probability theory with the powerful "realization" machinery -- developed over the last 50 years in fields including systems engineering and automata theory -- allows solving…

Operator Algebras · Mathematics 2017-10-02 J. William Helton , Tobias Mai , Roland Speicher

A well known method to solve the Polynomial Eigenvalue Problem (PEP) is via linearization. That is, transforming the PEP into a generalized linear eigenvalue problem with the same spectral information and solving such linear problem with…

Numerical Analysis · Mathematics 2022-11-17 Froilán M. Dopico , Silvia Marcaida , María C. Quintana , Paul Van Dooren

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

We prove that we can always construct strongly minimal linearizations of an arbitrary rational matrix from its Laurent expansion around the point at infinity, which happens to be the case for polynomial matrices expressed in the monomial…

Numerical Analysis · Mathematics 2021-10-26 Froilán M. Dopico , María C. Quintana , Paul Van Dooren

The standard way of solving a polynomial eigenvalue problem associated with a matrix polynomial starts by embedding the matrix coefficients of the polynomial into a matrix pencil, known as a strong linearization. This process transforms the…

Numerical Analysis · Mathematics 2018-03-19 Froilán M. Dopico , Javier Pérez , Paul Van Dooren