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We first propose a concise singular value decomposition of dual matrices. Then, the randomized version of the decomposition is presented. It can significantly reduce the computational cost while maintaining the similar accuracy. We analyze…

Numerical Analysis · Mathematics 2024-07-25 Mengyu Wang , Jingchun Zhou , Hanyu Li

The tensor-train (TT) decomposition is widely used to compress large tensors into a more compact form by exploiting their inherent data structures. A fundamental approach for constructing the TT format is the well-known TT-SVD method, which…

Numerical Analysis · Mathematics 2026-05-26 Yuchao Wang , Maolin Che , Yimin Wei

In this work, we develop deterministic and random sketching-based algorithms for two types of tensor interpolative decompositions (ID): the core interpolative decomposition (CoreID, also known as the structure-preserving HOSVD) and the…

Numerical Analysis · Mathematics 2025-03-25 Yifan Zhang , Mark Fornace , Michael Lindsey

We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform [14]. The first algorithm appeared recently in [9]; here, we provide a novel…

Data Structures and Algorithms · Computer Science 2012-04-04 Christos Boutsidis

Low-rank Tucker and CP tensor decompositions are powerful tools in data analytics. The widely used alternating least squares (ALS) method, which solves a sequence of over-determined least squares subproblems, is costly for large and sparse…

Numerical Analysis · Mathematics 2021-08-26 Linjian Ma , Edgar Solomonik

Existing methods of vector autoregressive model for multivariate time series analysis make use of low-rank matrix approximation or Tucker decomposition to reduce the dimension of the over-parameterization issue. In this paper, we propose a…

Statistics Theory · Mathematics 2026-01-05 Sijia Xia , Michael K. Ng , Xiongjun Zhang

Tensor computation has emerged as a powerful mathematical tool for solving high-dimensional and/or extreme-scale problems in science and engineering. The last decade has witnessed tremendous advancement of tensor computation and its…

Signal Processing · Electrical Eng. & Systems 2019-07-05 Kaiqi Zhang , Xiyuan Zhang , Zheng Zhang

In recent years, the application of tensors has become more widespread in fields that involve data analytics and numerical computation. Due to the explosive growth of data, low-rank tensor decompositions have become a powerful tool to…

Numerical Analysis · Mathematics 2020-11-03 Lingjie Li , Wenjian Yu , Kim Batselier

The tensor-train (TT) decomposition expresses a tensor in a data-sparse format used in molecular simulations, high-order correlation functions, and optimization. In this paper, we propose four parallelizable algorithms that compute the TT…

Numerical Analysis · Mathematics 2021-11-23 Tianyi Shi , Maximilian Ruth , Alex Townsend

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

Tensors naturally model many real world processes which generate multi-aspect data. Such processes appear in many different research disciplines, e.g, chemometrics, computer vision, psychometrics and neuroimaging analysis. Tensor…

Data Structures and Algorithms · Computer Science 2009-09-29 Charalampos E. Tsourakakis

Color images and video sequences can be modeled as three-way tensors, which admit low tubal-rank approximations via convex surrogate minimization. This optimization problem is efficiently addressed by tensor singular value thresholding…

Numerical Analysis · Mathematics 2025-08-13 Qiaohua Liu , Jiehui Gu

In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: ${\min} \|Lx\|$ subject to ${\min} \|Ax - b\|$, where $L$ is a regularization matrix. Our…

Numerical Analysis · Mathematics 2019-09-24 Zhongxiao Jia , Yanfei Yang

This paper evaluates Tucker decomposition and Singular Value Decomposition (SVD) for compressing neuroimaging data. Tucker decomposition preserves multi-dimensional relationships, achieving superior reconstruction fidelity and perceptual…

Image and Video Processing · Electrical Eng. & Systems 2025-11-25 Jaeho Kim , Daniel David , Ana Vizitiv

In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular value decomposition. Following the theory of the singular…

Numerical Analysis · Mathematics 2020-03-20 Maolin Che , Yimin Wei , Hong Yan

We develop a new method HTBB for the multidimensional black-box approximation and gradient-free optimization, which is based on the low-rank hierarchical Tucker decomposition with the use of the MaxVol indices selection procedure. Numerical…

Machine Learning · Computer Science 2024-02-06 Gleb Ryzhakov , Andrei Chertkov , Artem Basharin , Ivan Oseledets

We present a new algorithm for fast matrix multiplication using tensor decompositions which have special features. Thanks to these features we obtain exponents lower than what the rank of the tensor decomposition suggests. In particular for…

Symbolic Computation · Computer Science 2026-05-22 Manuel Kauers , Jakob Moosbauer , Isaac Wood

Tucker decomposition is a popular technique for many data analysis and machine learning applications. Finding a Tucker decomposition is a nonconvex optimization problem. As the scale of the problems increases, local search algorithms such…

Machine Learning · Computer Science 2020-07-01 Abraham Frandsen , Rong Ge

The widespread use of multisensor technology and the emergence of big datasets have created the need to develop tools to reduce, approximate, and classify large and multimodal data such as higher-order tensors. While early approaches…

Numerical Analysis · Computer Science 2018-07-03 Alp Ozdemir , Ali Zare , Mark A. Iwen , Selin Aviyente

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