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The decomposition or approximation of a linear operator on a matrix space as a sum of Kronecker products plays an important role in matrix equations and low-rank modeling. The approximation problem in Frobenius norm admits a well-known…

Optimization and Control · Mathematics 2023-12-08 Mareike Dressler , André Uschmajew , Venkat Chandrasekaran

We consider the numerical approximation of $f({\cal A})b$ where $b\in{\mathbb R}^{N}$ and $\cal A$ is the sum of Kronecker products, that is ${\cal A}=M_2 \otimes I + I \otimes M_1\in{\mathbb R}^{N\times N}$. Here $f$ is a regular function…

Numerical Analysis · Mathematics 2015-03-10 Michele Benzi , Valeria Simoncini

Understanding the singular value spectrum of a matrix $A \in \mathbb{R}^{n \times n}$ is a fundamental task in countless applications. In matrix multiplication time, it is possible to perform a full SVD and directly compute the singular…

Data Structures and Algorithms · Computer Science 2019-01-04 Cameron Musco , Praneeth Netrapalli , Aaron Sidford , Shashanka Ubaru , David P. Woodruff

We study the Kronecker product regression problem, in which the design matrix is a Kronecker product of two or more matrices. Given $A_i \in \mathbb{R}^{n_i \times d_i}$ for $i=1,2,\dots,q$ where $n_i \gg d_i$ for each $i$, and $b \in…

Data Structures and Algorithms · Computer Science 2019-10-01 Huaian Diao , Rajesh Jayaram , Zhao Song , Wen Sun , David P. Woodruff

Recently developed quantum algorithms address computational challenges in numerical analysis by performing linear algebra in Hilbert space. Such algorithms can produce a quantum state proportional to the solution of a $d$-dimensional system…

Quantum Physics · Physics 2021-10-19 Andrew M. Childs , Jin-Peng Liu

We consider the problem of matrix approximation and denoising induced by the Kronecker product decomposition. Specifically, we propose to approximate a given matrix by the sum of a few Kronecker products of matrices, which we refer to as…

Statistics Theory · Mathematics 2020-08-28 Chencheng Cai , Rong Chen , Han Xiao

In this paper we propose an approach to approximate a truncated singular value decomposition of a large structured matrix. By first decomposing the matrix into a sum of Kronecker products, our approach can be used to approximate a large…

Numerical Analysis · Mathematics 2018-04-03 Clarissa Garvey , Chang Meng , James G. Nagy

Finding a good approximation of the top eigenvector of a given $d\times d$ matrix $A$ is a basic and important computational problem, with many applications. We give two different quantum algorithms that, given query access to the entries…

Quantum Physics · Physics 2024-11-15 Yanlin Chen , András Gilyén , Ronald de Wolf

In this article, we propose an algorithm for approximating the action of $\varphi-$functions of matrices against vectors, which is a key operation in exponential time integrators. In particular, we consider matrices with Kronecker sum…

Numerical Analysis · Mathematics 2022-11-03 Matteo Croci , Judit Muñoz-Matute

Deep learning using neural networks is an effective technique for generating models of complex data. However, training such models can be expensive when networks have large model capacity resulting from a large number of layers and nodes.…

Machine Learning · Computer Science 2023-01-19 Jarom D. Hogue , Robert M. Kirby , Akil Narayan

We study the computational model where we can access a matrix $\mathbf{A}$ only by computing matrix-vector products $\mathbf{A}\mathrm{x}$ for vectors of the form $\mathrm{x} = \mathrm{x}_1 \otimes \cdots \otimes \mathrm{x}_q$. We prove…

Data Structures and Algorithms · Computer Science 2025-02-14 Raphael A. Meyer , William Swartworth , David P. Woodruff

We consider the quantum complexity of estimating matrix elements of unitary irreducible representations of groups. For several finite groups including the symmetric group, quantum Fourier transforms yield efficient solutions to this…

Quantum Physics · Physics 2009-04-21 Stephen P. Jordan

We propose a Kronecker product model for correlation or covariance matrices in the large dimensional case. The number of parameters of the model increases logarithmically with the dimension of the matrix. We propose a minimum distance (MD)…

Statistics Theory · Mathematics 2019-05-20 Christian M. Hafner , Oliver B. Linton , Haihan Tang

We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…

Machine Learning · Computer Science 2022-02-09 John Paul Ryan , Anil Damle

Kronecker product covariance structure provides an efficient way to modeling the inter-correlations of matrix-variate data. In this paper, we propose testing statistics for Kronecker product covariance matrix based on linear spectral…

Statistics Theory · Mathematics 2022-05-02 Long Yu , Jiahui Xie , Wang Zhou

A matrix completion problem is to recover the missing entries in a partially observed matrix. Most of the existing matrix completion methods assume a low rank structure of the underlying complete matrix. In this paper, we introduce an…

Machine Learning · Statistics 2020-11-16 Chencheng Cai , Rong Chen , Han Xiao

This paper proposes fast randomized algorithms for computing the Kronecker Tensor Decomposition (KTD). The proposed algorithms can decompose a given tensor into the KTD format much faster than the existing state-of-the-art algorithms. Our…

Numerical Analysis · Mathematics 2025-05-22 Salman Ahmadi-Asl , Naeim Rezaeian , Andre L. F. de Almeida , Yipeng Liu

Vector set orthogonal normalization and matrix QR decomposition are fundamental problems in matrix analysis with important applications in many fields. We know that Gram-Schmidt process is a widely used method to solve these two problems.…

Quantum Physics · Physics 2025-01-03 Zi-Ming Li , Yu-xi Liu

New bounds are derived for the eigenvalues of sums of Kronecker products of square matrices by relating the corresponding matrix expressions to the covariance structure of suitable bi-linear stochastic systems in discrete and continuous…

Probability · Mathematics 2014-04-18 Sergey V Lototsky

We have developed a method for constructing spectral approximations for convolution operators of Fredholm type. The algorithm we propose is numerically stable and takes advantage of the recurrence relations satisfied by the entries of such…

Numerical Analysis · Mathematics 2024-05-15 Xiaolin Liu , Kuan Deng , Kuan Xu
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