Related papers: Efficient low rank approximations for parabolic co…
The Arnoldi process provides an efficient framework for approximating functions of a matrix applied to a vector, i.e., of the form $f(M)\bm{b}$, by repeated matrix-vector multiplications. In this paper, we derive error estimates for…
We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…
The randomized Arnoldi process has been used in large-scale scientific computing because it produces a well-conditioned basis for the Krylov subspace more quickly than the standard Arnoldi process. However, the resulting Hessenberg matrix…
In this paper, we propose a novel, computationally efficient reduced order method to solve linear parabolic inverse source problems. Our approach provides accurate numerical solutions without relying on specific training data. The forward…
This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…
In this paper, we consider optimal low-rank regularized inverse matrix approximations and their applications to inverse problems. We give an explicit solution to a generalized rank-constrained regularized inverse approximation problem,…
We address the inverse problem that arises in compressed sensing of a low-rank matrix. Our approach is to pose the inverse problem as an approximation problem with a specified target rank of the solution. A simple search over the target…
We present a twofold contribution to the numerical simulation of Lindblad equations. First, an adaptive numerical approach to approximate Lindblad equations using low-rank dynamics is described: a deterministic low-rank approximation of the…
Optimization over low rank matrices has broad applications in machine learning. For large scale problems, an attractive heuristic is to factorize the low rank matrix to a product of two much smaller matrices. In this paper, we study the…
Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorithms can approximatively solve these problems with a given…
In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems efficiently. Our method consists of offline and online stages. In the off-line stage, we explore the low-dimensional structures in the…
In this paper, a parametric level set method for reconstruction of obstacles in general inverse problems is considered. General evolution equations for the reconstruction of unknown obstacles are derived in terms of the underlying level set…
We study an inverse parabolic problem of identifying two source terms in heat equation with dynamic boundary conditions from a final time overdetermination data. Using a weak solution approach by Hasanov, the associated cost functional is…
We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…
Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems,…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…
The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…
The Arnoldi-Tikhonov method is a well-established regularization technique for solving large-scale ill-posed linear inverse problems. This method leverages the Arnoldi decomposition to reduce computational complexity by projecting the…
We construct an efficient classical analogue of the quantum matrix inversion algorithm (HHL) for low-rank matrices. Inspired by recent work of Tang, assuming length-square sampling access to input data, we implement the pseudoinverse of a…