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This paper studies the problem of decomposing a low-rank positive-semidefinite matrix into symmetric factors with binary entries, either $\{\pm 1\}$ or $\{0,1\}$. This research answers fundamental questions about the existence and…

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

In this paper we consider the decomposition of positive semidefinite matrices as a sum of rank one matrices. We introduce and investigate the properties of various measures of optimality of such decompositions. For some classes of positive…

Functional Analysis · Mathematics 2022-02-03 Radu Balan , Kasso A. Okoudjou , Michael Rawson , Yang Wang , Rui Zhang

The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…

Optimization and Control · Mathematics 2018-06-13 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

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

Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…

Numerical Analysis · Mathematics 2020-12-01 Markus Hegland , Frank deHoog

This paper revisits the problem of decomposing a positive semidefinite matrix as a sum of a matrix with a given rank plus a sparse matrix. An immediate application can be found in portfolio optimization, when the matrix to be decomposed is…

Optimization and Control · Mathematics 2021-06-16 Michel Baes , Calypso Herrera , Ariel Neufeld , Pierre Ruyssen

We consider the problem of decomposing a real-valued symmetric tensor as the sum of outer products of real-valued vectors. Algebraic methods exist for computing complex-valued decompositions of symmetric tensors, but here we focus on…

Numerical Analysis · Mathematics 2018-08-23 Tamara G. Kolda

In this paper we establish links between, and new results for, three problems that are not usually considered together. The first is a matrix decomposition problem that arises in areas such as statistical modeling and signal processing:…

Optimization and Control · Mathematics 2013-02-05 James Saunderson , Venkat Chandrasekaran , Pablo A. Parrilo , Alan S. Willsky

In this paper, we describe a low-rank matrix completion method based on matrix decomposition. An incomplete matrix is decomposed into submatrices which are filled with a proposed trimming step and then are recombined to form a low-rank…

Numerical Analysis · Mathematics 2010-06-29 Rick Ma , Samuel Cheng

Motivated by a connection with the factorization of multivariate polynomials, we study integral convex polytopes and their integral decompositions in the sense of the Minkowski sum. We first show that deciding decomposability of integral…

Combinatorics · Mathematics 2007-05-23 S. Gao , A. G. B. Lauder

The computation of the sparse principal component of a matrix is equivalent to the identification of its principal submatrix with the largest maximum eigenvalue. Finding this optimal submatrix is what renders the problem…

Information Theory · Computer Science 2013-12-23 Megasthenis Asteris , Dimitris S. Papailiopoulos , George N. Karystinos

Binary quadratic programming problems have attracted much attention in the last few decades due to their potential applications. This type of problems are NP-hard in general, and still considered a challenge in the design of efficient…

Data Structures and Algorithms · Computer Science 2014-11-20 Khaled Elbassioni , Trung Thanh Nguyen

Matrix Completion is the problem of recovering an unknown real-valued low-rank matrix from a subsample of its entries. Important recent results show that the problem can be solved efficiently under the assumption that the unknown matrix is…

Computational Complexity · Computer Science 2014-04-11 Moritz Hardt , Raghu Meka , Prasad Raghavendra , Benjamin Weitz

A primary interest in dynamic inverse problems is to identify the underlying temporal behaviour of the system from outside measurements. In this work we consider the case, where the target can be represented by a decomposition of spatial…

Numerical Analysis · Mathematics 2020-06-09 Simon Arridge , Pascal Fernsel , Andreas Hauptmann

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

In this paper we examine a symmetric tensor decomposition problem, the Gramian decomposition, posed as a rank minimization problem. We study the relaxation of the problem and consider cases when the relaxed solution is a solution to the…

Optimization and Control · Mathematics 2017-08-10 Erik Skau , Agnes Szanto

We study a nonlinear decomposition of a positive definite matrix into two components: the inverse of another positive definite matrix and a symmetric matrix constrained to lie in a prescribed linear subspace. Equivalently, the inverse…

Optimization and Control · Mathematics 2026-01-27 Yan Dolinsky , Or Zuk

Tensor rank and low-rank tensor decompositions have many applications in learning and complexity theory. Most known algorithms use unfoldings of tensors and can only handle rank up to $n^{\lfloor p/2 \rfloor}$ for a $p$-th order tensor in…

Data Structures and Algorithms · Computer Science 2015-04-23 Rong Ge , Tengyu Ma

We use techniques from (tracial noncommutative) polynomial optimization to formulate hierarchies of semidefinite programming lower bounds on matrix factorization ranks. In particular, we consider the nonnegative rank, the positive…

Optimization and Control · Mathematics 2018-11-06 Sander Gribling , David de Laat , Monique Laurent

A sum-of-squares is a polynomial that can be expressed as a sum of squares of other polynomials. Determining if a sum-of-squares decomposition exists for a given polynomial is equivalent to a linear matrix inequality feasibility problem.…

Optimization and Control · Mathematics 2013-03-07 Peter Seiler , Qian Zheng , Gary Balas
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