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A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated…

Numerical Analysis · Mathematics 2023-03-22 Maolin Che , Yimin Wei , Hong Yan

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

Singular value decomposition (SVD) has a crucial role in model order reduction. It is often utilized in the offline stage to compute basis functions that project the high-dimensional nonlinear problem into a low-dimensionsl model which is,…

Numerical Analysis · Mathematics 2016-11-09 Alessandro Alla , J. Nathan Kutz

Renewed interest in mixed-precision algorithms has emerged due to growing data capacity and bandwidth concerns, as well as the advancement of GPUs, which enable significant speedup for low precision arithmetic. In light of this, we propose…

Numerical Analysis · Mathematics 2020-12-14 Alec Michael Dunton , Alyson Fox

Low-latency gravitational wave search pipelines such as GstLAL take advantage of low-rank factorization of the template matrix via singular value decomposition (SVD). With unprecedented improvements in detector bandwidth and sensitivity in…

General Relativity and Quantum Cosmology · Physics 2021-08-03 Amit Reza , Anirban Dasgupta , Anand S. Sengupta

Recent research on problem formulations based on decomposition into low-rank plus sparse matrices shows a suitable framework to separate moving objects from the background. The most representative problem formulation is the Robust Principal…

Computer Vision and Pattern Recognition · Computer Science 2016-11-29 Thierry Bouwmans , Andrews Sobral , Sajid Javed , Soon Ki Jung , El-Hadi Zahzah

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

Memristor crossbars enable vector-matrix multiplication (VMM), and are promising for low-power applications. However, it can be difficult to write the memristor conductance values exactly. To improve the accuracy of VMM, we propose a scheme…

Signal Processing · Electrical Eng. & Systems 2025-10-07 Binyu Lu , Matthias Frey , Stark Draper , Jingge Zhu

We consider the solution of the $\ell_1$ regularized image deblurring problem using isotropic and anisotropic regularization implemented with the split Bregman algorithm. For large scale problems, we replace the system matrix $A$ using a…

Numerical Analysis · Mathematics 2024-10-02 Abdulmajeed Alsubhi , Rosemary Renaut

The high-order relations between the content in social media sharing platforms are frequently modeled by a hypergraph. Either hypergraph Laplacian matrix or the adjacency matrix is a big matrix. Randomized algorithms are used for low-rank…

Social and Information Networks · Computer Science 2019-08-23 Georgios Karantaidis , Ioannis Sarridis , Constantine Kotropoulos

In this paper, we introduce a randomized QLP decomposition called Rand-QLP. Operating on a matrix $\bf A$, Rand-QLP gives ${\bf A}={\bf QLP}^T$, where $\bf Q$ and $\bf P$ are orthonormal, and $\bf L$ is lower-triangular. Under the…

Numerical Analysis · Mathematics 2023-01-31 M. F. Kaloorazi , K. Liu , J. Chen , R. C. de Lamare

In machine learning and statistical data analysis, we often run into objective function that is a summation: the number of terms in the summation possibly is equal to the sample size, which can be enormous. In such a setting, the stochastic…

Machine Learning · Statistics 2022-08-30 Yiling Luo , Xiaoming Huo , Yajun Mei

In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value…

Numerical Analysis · Mathematics 2019-09-05 Kazufumi Ito , Bangti Jin

We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error bounds that hold with some minimal assumptions. Second, we…

Numerical Analysis · Mathematics 2022-06-22 Youssef Diouane , Selime Gürol , Alexandre Scotto Di Perrotolo , Xavier Vasseur

The sum-rank metric is a hybrid between the Hamming metric and the rank metric and suitable for error correction in multishot network coding and distributed storage as well as for the design of quantum-resistant cryptosystems. In this work,…

Information Theory · Computer Science 2023-03-28 Felicitas Hörmann , Hannes Bartz

Simultaneous Localization and Mapping (SLAM) has been crucial across various domains, including autonomous driving, mobile robotics, and mixed reality. Dense visual SLAM, leveraging RGB-D camera systems, offers advantages but faces…

Computer Vision and Pattern Recognition · Computer Science 2025-06-13 Hongbeen Park , Minjeong Park , Giljoo Nam , Jinkyu Kim

This paper considers the problem of updating the rank-k truncated Singular Value Decomposition (SVD) of matrices subject to the addition of new rows and/or columns over time. Such matrix problems represent an important computational kernel…

The singular value decomposition (SVD) of a matrix is a powerful tool for many matrix computation problems. In this paper, we consider generalizing the standard SVD to analyze and compute the regularized solution of linear ill-posed…

Numerical Analysis · Mathematics 2023-12-19 Haibo Li

The soft SVD is a robust matrix decomposition algorithm and a key component of matrix completion methods. However, computing the soft SVD for large sparse matrices is often impractical using conventional numerical methods for the SVD due to…

Numerical Analysis · Mathematics 2021-04-06 Mahendra Panagoda , Tyrus Berry , Harbir Antil