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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

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

The dominant contribution to communication complexity in factorizing a matrix using QR with column pivoting is due to column-norm updates that are required to process pivot decisions. We use randomized sampling to approximate this process…

Numerical Analysis · Mathematics 2018-01-23 Jed A. Duersch , Ming Gu

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

Low-rank plus diagonal (LRPD) decompositions provide a powerful structural model for large covariance matrices, simultaneously capturing global shared factors and localized corrections that arise in covariance estimation, factor analysis,…

Numerical Analysis · Mathematics 2025-12-22 Kingsley Yeon , Mihai Anitescu

In this paper, the quaternion matrix UTV (QUTV) decomposition and quaternion tensor UTV (QTUTV) decomposition are proposed. To begin, the terms QUTV and QTUTV are defined, followed by the algorithms. Subsequently, by employing random…

Numerical Analysis · Mathematics 2024-06-25 Liqiao Yang , Jifei Miao , Tai-Xiang Jiang , Yanlin Zhang , Kit Ian Kou

Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization (RRQR), Interpolative decomposition etc are classical deterministic…

Numerical Analysis · Mathematics 2016-06-22 N. Kishore Kumar , Jan Shneider

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes

Matrix decomposition is a very important mathematical tool in numerical linear algebra for data processing. In this paper, we introduce a new randomized matrix decomposition algorithm, which is called randomized approximate SVD based on…

Numerical Analysis · Mathematics 2023-05-22 Xiaohui Ni , An-Bao Xu

This paper presents a randomized quaternion singular value decomposition (QSVD) algorithm for low-rank matrix approximation problems, which are widely used in color face recognition, video compression, and signal processing problems. With…

Numerical Analysis · Mathematics 2021-12-28 Qiaohua Liu , Sitao Ling , Zhigang Jia

The unpivoted and pivoted Householder QR factorizations are ubiquitous in numerical linear algebra. A difficulty with pivoted Householder QR is the communication bottleneck introduced by pivoting. In this paper we propose using random…

Numerical Analysis · Mathematics 2017-03-08 Stephen Becker , James Folberth , Laura Grigori

Randomized algorithms for low-rank matrix approximation are investigated, with the emphasis on the fixed-precision problem and computational efficiency for handling large matrices. The algorithms are based on the so-called QB factorization,…

Numerical Analysis · Mathematics 2018-02-13 Wenjian Yu , Yu Gu , Yaohang Li

Current quantization methods for LLMs predominantly rely on block-wise structures to maintain efficiency, often at the cost of representational flexibility. In this work, we demonstrate that element-wise quantization can be made as…

Machine Learning · Computer Science 2026-02-02 Pingzhi Tang , Ruijie Zhou , Fanxu Meng , Wenjie Pei , Muhan Zhang

Given a matrix $A$ of size $m\times n$, the manuscript describes a algorithm for computing a QR factorization $AP=QR$ where $P$ is a permutation matrix, $Q$ is orthonormal, and $R$ is upper triangular. The algorithm is blocked, to allow it…

Numerical Analysis · Mathematics 2015-06-01 P. G. Martinsson

Traditional post-training quantization (PTQ) is considered an effective approach to reduce model size and accelerate inference of large-scale language models (LLMs). However, existing low-rank PTQ methods require costly fine-tuning to…

Machine Learning · Computer Science 2026-01-12 Hongyaoxing Gul , Lijuan Hu , Shuzi Niu , Fangfang Liu

In this paper we introduce a new column selection strategy, named here ``Deviation Maximization", and apply it to compute rank-revealing QR factorizations as an alternative to the well known block version of the QR factorization with the…

Numerical Analysis · Mathematics 2022-06-03 Monica Dessole , Fabio Marcuzzi

A fast algorithm for the approximation of a low rank LU decomposition is presented. In order to achieve a low complexity, the algorithm uses sparse random projections combined with FFT-based random projections. The asymptotic approximation…

Numerical Analysis · Mathematics 2016-01-19 Yariv Aizenbud , Gil Shabat , Amir Averbuch

The selection of most informative and discriminative features from high-dimensional data has been noticed as an important topic in machine learning and data engineering. Using matrix factorization-based techniques such as nonnegative matrix…

Machine Learning · Computer Science 2022-10-04 Amir Moslemi , Arash Ahmadian

In this letter, we propose a novel low-rank quaternion approximation (LRQA) model by directly constraining the quaternion rank prior for effectively removing the noise in color images. The LRQA model treats the color image holistically…

Image and Video Processing · Electrical Eng. & Systems 2020-06-02 Jifei Miao , Kit Ian Kou

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

Numerical Analysis · Mathematics 2016-07-21 Victor Pan , John Svadlenka , Liang Zhao