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We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

Optimization and Control · Mathematics 2020-02-17 Dimitris Bertsimas , Ryan Cory-Wright

We consider the minimization problem with the truncated quadratic regularization with gradient operator, which is a nonsmooth and nonconvex problem. We cooperated the classical preconditioned iterations for linear equations into the…

Optimization and Control · Mathematics 2021-05-04 Shengxiang Deng , Hongpeng Sun

We address the computational barrier of deploying advanced deep learning segmentation models in clinical settings by studying the efficacy of network compression through tensor decomposition. We propose a post-training Tucker factorization…

Image and Video Processing · Electrical Eng. & Systems 2024-04-19 Tobias Weber , Jakob Dexl , David Rügamer , Michael Ingrisch

A preconditioning strategy is proposed for the iterative solve of large numbers of linear systems with parameter-dependent matrix and right-hand side which arise during the computation of solution statistics of stochastic elliptic partial…

Numerical Analysis · Mathematics 2025-06-24 Nicolas Venkovic , Paul Mycek , Olivier Le Maître

Under certain conditions, an element of a tensor product space can be identified with a compact operator and the singular value decomposition (SVD) applies to the latter. These conditions are not fulfilled in Sobolev spaces. In the previous…

Functional Analysis · Mathematics 2022-03-25 Mazen Ali , Anthony Nouy

Kronecker regression is a highly-structured least squares problem $\min_{\mathbf{x}} \lVert \mathbf{K}\mathbf{x} - \mathbf{b} \rVert_{2}^2$, where the design matrix $\mathbf{K} = \mathbf{A}^{(1)} \otimes \cdots \otimes \mathbf{A}^{(N)}$ is…

Data Structures and Algorithms · Computer Science 2023-05-15 Matthew Fahrbach , Thomas Fu , Mehrdad Ghadiri

Truncated singular value decomposition (SVD), also known as the best low-rank matrix approximation, has been successfully applied to many domains such as biology, healthcare, and others, where high-dimensional datasets are prevalent. To…

Optimization and Control · Mathematics 2022-08-09 Yongchun Li , Weijun Xie

An optimization-based approach for the Tucker tensor approximation of parameter-dependent data tensors and solutions of tensor differential equations with low Tucker rank is presented. The problem of updating the tensor decomposition is…

Optimization and Control · Mathematics 2019-05-31 Lukas Exl

Tensor decomposition has been widely used in machine learning and high-volume data analysis. However, large-scale tensor factorization often consumes huge memory and computing cost. Meanwhile, modernized computing hardware such as tensor…

Optimization and Control · Mathematics 2022-09-12 Zi Yang , Junnan Shan , Zheng Zhang

Meshless collocation with multiquadric radial basis functions (MQ-RBFs) delivers high accuracy for the three-dimensional Helmholtz equation but produces dense, severely ill-conditioned linear systems. We develop and evaluate three…

Numerical Analysis · Mathematics 2025-11-14 Mohamed El Guide , Khalide Jbilou , Kamal Lachhab , Driss Ouazar

Truncated Singular Value Decomposition (SVD) calculates the closest rank-$k$ approximation of a given input matrix. Selecting the appropriate rank $k$ defines a critical model order choice in most applications of SVD. To obtain a principled…

Information Theory · Computer Science 2013-01-08 Mario Frank , Joachim M. Buhmann

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

We propose new algorithms for singular value decomposition (SVD) of very large-scale matrices based on a low-rank tensor approximation technique called the tensor train (TT) format. The proposed algorithms can compute several dominant…

Numerical Analysis · Mathematics 2016-02-11 Namgil Lee , Andrzej Cichocki

This paper is devoted to studying the application of the block Krylov subspace method for approximation of the truncated tensor SVD (T-SVD). The theoretical results of the proposed randomized approach are presented. Several experimental…

Numerical Analysis · Mathematics 2026-03-25 Malihe Nobakht Kooshkghazi , Salman Ahmadi-Asl , Andre L. F. de Almeida

The incremental singular value decomposition (SVD) updates a truncated SVD as new columns arrive, replacing a single large SVD with a sequence of small ones. In floating-point arithmetic, each update multiplies the running singular basis by…

Numerical Analysis · Mathematics 2026-05-05 Yangwen Zhang

SVD (singular value decomposition) is one of the basic tools of machine learning, allowing to optimize basis for a given matrix. However, sometimes we have a set of matrices $\{A_k\}_k$ instead, and would like to optimize a single common…

Machine Learning · Computer Science 2022-04-19 Jarek Duda

The singular value decomposition (SVD) allows to write a matrix as a product of a left singular vectors matrix, a nonnegative singular values diagonal matrix and a right singular vectors matrix. Among the applications of the SVD are the…

Numerical Analysis · Mathematics 2025-12-09 Doulaye Dembele

Accurate determination of the regularization parameter in inverse problems still represents an analytical challenge, owing mainly to the considerable difficulty to separate the unknown noise from the signal. We present a new approach for…

Numerical Analysis · Mathematics 2019-07-24 Eitan Levin , Alexander Y. Meltzer

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

In our earlier work [Fareed et al., Comput. Math. Appl. 75 (2018), no. 6, 1942-1960], we proposed an incremental SVD algorithm with respect to a weighted inner product to compute the proper orthogonal decomposition (POD) of a set of…

Numerical Analysis · Mathematics 2021-02-01 Hiba Fareed , John R. Singler