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An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Numerical Analysis · Computer Science 2018-08-15 Maboud F. Kaloorazi , Rodrigo C. de Lamare

In this paper, we consider the tensor completion problem, which has many researchers in the machine learning particularly concerned. Our fast and precise method is built on extending the $L_{2,1}$-norm minimization and Qatar Riyal…

Numerical Analysis · Mathematics 2020-11-10 Yongming Zheng , An-Bao Xu

The randomized singular value decomposition (SVD) is a popular and effective algorithm for computing a near-best rank $k$ approximation of a matrix $A$ using matrix-vector products with standard Gaussian vectors. Here, we generalize the…

Numerical Analysis · Mathematics 2022-01-24 Nicolas Boullé , Alex Townsend

Matrix completion is one of the most challenging problems in computer vision. Recently, quaternion representations of color images have achieved competitive performance in many fields. Because it treats the color image as a whole, the…

Image and Video Processing · Electrical Eng. & Systems 2022-11-24 Juan Han , Liqiao Yang , Kit Ian Kou , Jifei Miao , Lizhi Liu

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 Randomized Singular Value Decomposition (RSVD) is a widely used algorithm for efficiently computing low-rank approximations of large matrices, without the need to construct a full-blown SVD. Of interest, of course, is the approximation…

Numerical Analysis · Mathematics 2025-10-09 Danil Akhtiamov , Reza Ghane , Babak Hassibi

This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on…

Optimization and Control · Mathematics 2024-02-29 Xiaowen Li

The randomized singular value decomposition proposed in [27] has certainly become one of the most well-established randomization-based algorithms in numerical linear algebra. The key ingredient of the entire procedure is the computation of…

Numerical Analysis · Mathematics 2025-08-01 Davide Palitta , Sascha Portaro

The QLP decomposition is one of the effective algorithms to approximate singular value decomposition (SVD) in numerical linear algebra. In this paper, we propose some single-pass randomized QLP decomposition algorithms for computing the…

Numerical Analysis · Mathematics 2020-11-30 Huan Ren , Zheng-Jian Bai

Matrix completion is a widely used technique for image inpainting and personalized recommender system, etc. In this work, we focus on accelerating the matrix completion using faster randomized singular value decomposition (rSVD). Firstly,…

Machine Learning · Computer Science 2018-10-17 Xu Feng , Wenjian Yu , Yaohang Li

In this paper, we present a fast implementation of the Singular Value Thresholding (SVT) algorithm for matrix completion. A rank-revealing randomized singular value decomposition (R3SVD) algorithm is used to adaptively carry out partial…

Numerical Analysis · Computer Science 2017-04-20 Yaohang Li , Wenjian Yu

In this paper, we present a Rank Revealing Randomized Singular Value Decomposition (R3SVD) algorithm to incrementally construct a low-rank approximation of a potentially large matrix while adaptively estimating the appropriate rank that can…

Numerical Analysis · Computer Science 2016-05-27 Hao Ji , Wenjian Yu , Yaohang Li

Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually…

Mathematical Software · Computer Science 2020-08-12 Jed A. Duersch , Ming Gu

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

Singular Value Decomposition (SVD) is one of the most useful techniques for analyzing data in linear algebra. SVD decomposes a rectangular real or complex matrix into two orthogonal matrices and one diagonal matrix. In this work we…

Quantum Physics · Physics 2012-07-31 Laszlo Gyongyosi , Sandor Imre

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…

Numerical Analysis · Mathematics 2026-01-28 Weiwei Xu , Weijie Shen , Zhengjian Bai , Chen Xu

Low-rank matrix approximation plays an increasingly important role in signal and image processing applications. This paper presents a new rank-revealing decomposition method called randomized rank-revealing UZV decomposition (RRR-UZVD).…

Numerical Analysis · Computer Science 2018-11-22 Maboud F. Kaloorazi , Rodrigo C. de Lamare

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

Quantum-inspired singular value decomposition (SVD) is a technique to perform SVD in logarithmic time with respect to the dimension of a matrix, given access to the matrix embedded in a segment-tree data structure. The speedup is possible…

Quantum Physics · Physics 2022-09-27 Iori Takeda , Souichi Takahira , Kosuke Mitarai , Keisuke Fujii

Simulations of large scale dynamical systems in multi-query or real-time contexts require efficient surrogate modelling techniques, as e.g. achieved via Model Order Reduction (MOR). Recently, symplectic methods like the complex singular…

Numerical Analysis · Mathematics 2023-03-08 Robin Herkert , Patrick Buchfink , Bernard Haasdonk , Johannes Rettberg , Jörg Fehr
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