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A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

Randomized sampling has recently been proven a highly efficient technique for computing approximate factorizations of matrices that have low numerical rank. This paper describes an extension of such techniques to a wider class of matrices…

Numerical Analysis · Mathematics 2015-03-25 Per-Gunnar Martinsson

In this work, we present randomized compression algorithms for flat rank-structured matrices with shared bases, termed uniform Block Low-Rank (BLR) matrices. Our main contribution is a technique called tagging, which improves upon the…

Numerical Analysis · Mathematics 2025-12-16 Katherine J. Pearce , Anna Yesypenko , James Levitt , Per-Gunnar Martinsson

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

We present a distributed-memory library for computations with dense structured matrices. A matrix is considered structured if its off-diagonal blocks can be approximated by a rank-deficient matrix with low numerical rank. Here, we use…

Mathematical Software · Computer Science 2015-06-29 François-Henry Rouet , Xiaoye S. Li , Pieter Ghysels , Artem Napov

The hierarchical matrix framework partitions matrices into subblocks that are either small or of low numerical rank, enabling linear storage complexity and efficient matrix-vector multiplication. This work focuses on the $H^2$-matrix format…

Numerical Analysis · Mathematics 2026-02-02 Anna Yesypenko , Per-Gunnar Martinsson

Black-box complexity is a complexity theoretic measure for how difficult a problem is to be optimized by a general purpose optimization algorithm. It is thus one of the few means trying to understand which problems are tractable for genetic…

Neural and Evolutionary Computing · Computer Science 2015-03-19 Benjamin Doerr , Timo Kötzing , Johannes Lengler , Carola Winzen

Hierarchical matrices approximate a given matrix by a decomposition into low-rank submatrices that can be handled efficiently in factorized form. $\mathcal{H}^2$-matrices refine this representation following the ideas of fast multipole…

Numerical Analysis · Mathematics 2024-04-24 Steffen Börm

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

While quantum algorithms for solving large scale systems of linear equations offer potentially exponential speedups, their application has largely been confined to sparse matrices. This work extends the scope of these algorithms to a broad…

Quantum Physics · Physics 2026-02-27 Kun Tang , Jun Lai

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

Tensor networks like matrix product states (MPSs) and matrix product operators (MPOs) are powerful tools for representing exponentially large states and operators, with applications in quantum many-body physics, machine learning, numerical…

Quantum Physics · Physics 2026-03-11 Chris Camaño , Ethan N. Epperly , Joel A. Tropp

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

Randomized matrix compression techniques, such as the Johnson-Lindenstrauss transform, have emerged as an effective and practical way for solving large-scale problems efficiently. With a focus on computational efficiency, however, forsaking…

Machine Learning · Statistics 2015-10-19 Stephen Becker , Ban Kawas , Marek Petrik , Karthikeyan N. Ramamurthy

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Optimization and Control · Mathematics 2026-02-17 Abraar Chaudhry , Elizaveta Rebrova

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

Deep neural networks are effective feature extractors but they are prohibitively large for deployment scenarios. Due to the huge number of parameters, interpretability of parameters in different layers is not straight-forward. This is why…

Computation and Language · Computer Science 2021-12-23 Saeed Damadi

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…

Numerical Analysis · Mathematics 2022-06-24 Neophytos Charalambides , Mert Pilanci , Alfred O. Hero

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
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