Related papers: Structure and approximation properties of Laplacia…
The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…
We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…
Given a structured matrix $A$ we study the problem of finding the closest normal matrix with the same structure. The structures of our interest are: Hamiltonian, skew-Hamiltonian, per-Hermitian, and perskew-Hermitian. We develop a…
The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…
This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…
In this paper we present two algorithms for the multiplication of sparse Laurent polynomials and Poisson series (the latter being algebraic structures commonly arising in Celestial Mechanics from the application of perturbation theories).…
The Lasserre hierarchy is a systematic procedure for constructing a sequence of increasingly tight relaxations that capture the convex formulations used in the best available approximation algorithms for a wide variety of optimization…
We propose iterative projection methods for solving square or rectangular consistent linear systems Ax = b. Existing projection methods use sketching matrices (possibly randomized) to generate a sequence of small projected subproblems, but…
This paper proposes a novel matrix rank-one decomposition for quaternion Hermitian matrices, which admits a stronger property than the previous results in (sturm2003cones,huang2007complex,ai2011new). The enhanced property can be used to…
We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well--posedness of the problem, we impose a joint low rank…
The Graphical Lasso (GLasso) algorithm is fast and widely used for estimating sparse precision matrices (Friedman et al., 2008). Its central role in the literature of high-dimensional covariance estimation rivals that of Lasso regression…
We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…
The problem of partitioning a large and sparse tensor is considered, where the tensor consists of a sequence of adjacency matrices. Theory is developed that is a generalization of spectral graph partitioning. A best rank-$(2,2,\lambda)$…
We study online robust matrix completion on graphs. At each iteration a vector with some entries missing is revealed and our goal is to reconstruct it by identifying the underlying low-dimensional subspace from which the vectors are drawn.…
Despite the popularity of low-rank matrix completion, the majority of its theory has been developed under the assumption of random observation patterns, whereas very little is known about the practically relevant case of non-random…
Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…
This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…
Sparse approximation is important in many applications because of concise form of an approximant and good accuracy guarantees. The theory of compressed sensing, which proved to be very useful in the image processing and data sciences, is…
We present a novel algebraic combinatorial view on low-rank matrix completion based on studying relations between a few entries with tools from algebraic geometry and matroid theory. The intrinsic locality of the approach allows for the…
In this study, the orthogonalization process for different inner products is applied to pairwise comparisons. Properties of consistent approximations of a given inconsistent pairwise comparisons matrix are examined. A method of a derivation…