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Because of the attractiveness of the canonical polyadic (CP) tensor decomposition in various applications, several algorithms have been designed to compute it, but efficient ones are still lacking. Iterative deflation algorithms based on…

Numerical Analysis · Computer Science 2015-08-24 Alex Pereira da Silva , Pierre Comon , Andre Lima Ferrer de Almeida

In this paper we present a new algorithm for computing a low rank approximation of the product $A^TB$ by taking only a single pass of the two matrices $A$ and $B$. The straightforward way to do this is to (a) first sketch $A$ and $B$…

Machine Learning · Statistics 2016-10-27 Shanshan Wu , Srinadh Bhojanapalli , Sujay Sanghavi , Alexandros G. Dimakis

Despite their high accuracy, complex neural networks demand significant computational resources, posing challenges for deployment on resource constrained devices such as mobile phones and embedded systems. Compression algorithms have been…

Machine Learning · Computer Science 2025-09-23 Ali Aghababaei-Harandi , Massih-Reza Amini

In this note, we investigate how well we can reconstruct the best rank-$r$ approximation of a large matrix from a small number of its entries. We show that even if a data matrix is of full rank and cannot be approximated well by a low-rank…

Methodology · Statistics 2021-11-12 Shun Xu , Ming Yuan

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Computation · Statistics 2019-11-28 N. Benjamin Erichson , Sergey Voronin , Steven L. Brunton , J. Nathan Kutz

This work is concerned with computing low-rank approximations of a matrix function $f(A)$ for a large symmetric positive semi-definite matrix $A$, a task that arises in, e.g., statistical learning and inverse problems. The application of…

Numerical Analysis · Mathematics 2023-06-13 David Persson , Daniel Kressner

Randomized algorithms for low-rank approximation of quaternion matrices have gained increasing attention in recent years. However, existing methods overlook pass efficiency, the ability to limit the number of passes over the input…

Numerical Analysis · Mathematics 2026-03-25 Salman Ahmadi-Asl , Malihe Nobakht Kooshkghazi , Valentin Leplat

The article concerns low-rank approximation of matrices generated by sampling a smooth function of two $m$-dimensional variables. We identify several misconceptions surrounding a claim that, for a specific class of analytic functions, such…

Numerical Analysis · Mathematics 2025-09-09 Stanislav Budzinskiy

This work considers the low-rank approximation of a matrix $A(t)$ depending on a parameter $t$ in a compact set $D \subset \mathbb{R}^d$. Application areas that give rise to such problems include computational statistics and dynamical…

Numerical Analysis · Mathematics 2024-04-18 Daniel Kressner , Hei Yin Lam

In this paper, we study first-order methods on a large variety of low-rank matrix optimization problems, whose solutions only live in a low dimensional eigenspace. Traditional first-order methods depend on the eigenvalue decomposition at…

Optimization and Control · Mathematics 2019-04-25 Yongfeng Li , Haoyang Liu , Zaiwen Wen , Yaxiang Yuan

Non-Negative Matrix Factorization (NMF) is a widely used dimension reduction method that factorizes a non-negative data matrix into two lower dimensional non-negative matrices: One is the basis or feature matrix which consists of the…

Applications · Statistics 2022-11-03 Yun Cai , Hong Gu , Toby Kenney

Sequence model based NLP applications can be large. Yet, many applications that benefit from them run on small devices with very limited compute and storage capabilities, while still having run-time constraints. As a result, there is a need…

Computation and Language · Computer Science 2020-10-08 Urmish Thakker , Jesse Beu , Dibakar Gope , Ganesh Dasika , Matthew Mattina

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

Matrix factorization is an inference problem that has acquired importance due to its vast range of applications that go from dictionary learning to recommendation systems and machine learning with deep networks. The study of its fundamental…

Disordered Systems and Neural Networks · Physics 2023-08-01 Francesco Camilli , Marc Mézard

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the…

Machine Learning · Computer Science 2013-01-16 Joonseok Lee , Seungyeon Kim , Guy Lebanon , Yoram Singer

The classic rank-revealing QR factorization factorizes a matrix $A$ as $AP=QR$ where $P$ permutes the columns of $A$, $Q$ is an orthogonal matrix, and $R$ is upper triangular with non-increasing diagonal entries. This is called…

Numerical Analysis · Mathematics 2019-05-27 Reid Atcheson

The low-rank matrix approximation problems within a threshold are widely applied in information retrieval, image processing, background estimation of the video sequence problems and so on. This paper presents an adaptive randomized…

Numerical Analysis · Mathematics 2025-08-12 Qiaohua Liu , Yuejuan Yu

Nowadays, the availability of large-scale data in disparate application domains urges the deployment of sophisticated tools for extracting valuable knowledge out of this huge bulk of information. In that vein, low-rank representations…

Machine Learning · Computer Science 2017-10-06 Paris V. Giampouras , Athanasios A. Rontogiannis , Konstantinos D. Koutroumbas

The polynomial method from circuit complexity has been applied to several fundamental problems and obtains the state-of-the-art running times. As observed in [Alman and Williams, STOC 2017], almost all applications of the polynomial method…

Computational Complexity · Computer Science 2018-11-20 Lijie Chen , Ruosong Wang