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We consider multilevel low rank (MLR) matrices, defined as a row and column permutation of a sum of matrices, each one a block diagonal refinement of the previous one, with all blocks low rank given in factored form. MLR matrices extend low…

Machine Learning · Statistics 2025-10-27 Tetiana Parshakova , Trevor Hastie , Eric Darve , Stephen Boyd

This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for…

Numerical Analysis · Mathematics 2021-07-12 Alice Cortinovis , Daniel Kressner , Stefano Massei

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

When factorizing binary matrices, we often have to make a choice between using expensive combinatorial methods that retain the discrete nature of the data and using continuous methods that can be more efficient but destroy the discrete…

Discrete Mathematics · Computer Science 2016-10-07 Stefan Neumann , Rainer Gemulla , Pauli Miettinen

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…

Mathematical Software · Computer Science 2020-03-05 Nathan Heavner , Per-Gunnar Martinsson , Gregorio Quintana-Ortí

In this paper we consider general rank minimization problems with rank appearing in either objective function or constraint. We first establish that a class of special rank minimization problems has closed-form solutions. Using this result,…

Optimization and Control · Mathematics 2012-05-30 Zhaosong Lu , Yong Zhang

The overfitting is one of the cursing subjects in the deep learning field. To solve this challenge, many approaches were proposed to regularize the learning models. They add some hyper-parameters to the model to extend the generalization;…

Machine Learning · Computer Science 2020-05-06 Mohammad Mahdi Bejani , Mehdi Ghatee

This paper studies the problem of decomposing a low-rank matrix into a factor with binary entries, either from $\{\pm 1\}$ or from $\{0,1\}$, and an unconstrained factor. The research answers fundamental questions about the existence and…

Data Structures and Algorithms · Computer Science 2019-08-01 Richard Kueng , Joel A. Tropp

The efficient compression of kernel matrices, for instance the off-diagonal blocks of discretized integral equations, is a crucial step in many algorithms. In this paper, we study the application of Skeletonized Interpolation to construct…

Numerical Analysis · Mathematics 2018-07-16 Zixi Xu , Léopold Cambier , François-Henry Rouet , Pierre L'Eplatennier , Yun Huang , Cleve Ashcraft , Eric Darve

Matrix factorization is an important mathematical problem encountered in the context of dictionary learning, recommendation systems and machine learning. We introduce a new `decimation' scheme that maps it to neural network models of…

Disordered Systems and Neural Networks · Physics 2023-07-12 Francesco Camilli , Marc Mézard

We propose an efficient pipeline for large-scale landmark image retrieval that addresses the diversity of the dataset through two-stage discriminative re-ranking. Our approach is based on embedding the images in a feature-space using a…

Computer Vision and Pattern Recognition · Computer Science 2020-03-26 Shuhei Yokoo , Kohei Ozaki , Edgar Simo-Serra , Satoshi Iizuka

Dimensionality reduction is a main step in the learning process which plays an essential role in many applications. The most popular methods in this field like SVD, PCA, and LDA, only can be applied to data with vector format. This means…

Machine Learning · Computer Science 2019-03-01 Soheil Ahmadi , Mansoor Rezghi

Dictionary learning and component analysis are part of one of the most well-studied and active research fields, at the intersection of signal and image processing, computer vision, and statistical machine learning. In dictionary learning,…

Machine Learning · Statistics 2017-07-27 Mehdi Bahri , Yannis Panagakis , Stefanos Zafeiriou

The QLP decomposition is one of the effective algorithms to approximate singular value decomposition (SVD) in numerical linear algebra. In this paper, we propose some single-pass randomized QLP decomposition algorithms for computing the…

Numerical Analysis · Mathematics 2020-11-30 Huan Ren , Zheng-Jian Bai

Robust principal component analysis is an important representative method in data analysis. It is usually viewed as an optimization problem involving the rank and $\ell_0$-norm of matrices. In this paper, we study the rank and $\ell_0$…

Optimization and Control · Mathematics 2026-03-04 Wenjing Li , Wei Bian , Kim-Chuan Toh

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…

Numerical Analysis · Mathematics 2023-05-23 Nathan Heavner , Chao Chen , Abinand Gopal , Per-Gunnar Martinsson

We introduce novel dynamical low-rank methods for solving large-scale matrix differential equations, motivated by algorithms from randomized numerical linear algebra. In terms of performance (cost and accuracy), our methods overperform…

Numerical Analysis · Mathematics 2025-10-13 Benjamin Carrel

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

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).…

Numerical Analysis · Computer Science 2018-11-22 Maboud F. Kaloorazi , Rodrigo C. de Lamare

This paper presents a deterministic, strongly polynomial time algorithm for computing the matrix rank for a class of symbolic matrices (whose entries are polynomials over a field). This class was introduced, in a different language, by…

Computational Complexity · Computer Science 2019-01-29 Orit E. Raz , Avi Wigderson