Related papers: Randomized Large-Scale Quaternion Matrix Approxima…
Randomized algorithms in numerical linear algebra have proven to be effective in ameliorating issues of scalability when working with large matrices, efficiently producing accurate low-rank approximations. A key remaining challenge,…
We develop, analyze, implement, and compare new algorithms for creating $\varepsilon$-samples of range spaces defined by halfspaces which have size sub-quadratic in $1/\varepsilon$, and have runtime linear in the input size and…
This paper expands the analysis of randomized low-rank approximation beyond the Gaussian distribution to four classes of random matrices: (1) independent sub-Gaussian entries, (2) independent sub-Gaussian columns, (3) independent bounded…
In this paper, we address learning problems for high dimensional data. Previously, oblivious random projection based approaches that project high dimensional features onto a random subspace have been used in practice for tackling…
In this paper we derive and analyze an algorithm for inverting quaternion matrices. The algorithm is an analogue of the Frobenius algorithm for the complex matrix inversion. On the theory side, we prove that our algorithm is more efficient…
This study focuses on addressing the challenge of solving the reduced biquaternion equality constrained least squares (RBLSE) problem. We develop algebraic techniques to derive real and complex solutions for the RBLSE problem by utilizing…
Quaternion symmetry is ubiquitous in the physical sciences. As such, much work has been afforded over the years to the development of efficient schemes to exploit this symmetry using real and complex linear algebra. Recent years have also…
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…
Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…
Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…
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…
Quaternion matrices are employed successfully in many color image processing applications. In particular, a pure quaternion matrix can be used to represent red, green and blue channels of color images. A low-rank approximation for a pure…
We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…
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…
We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…
Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…
Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…
Generalized matrix approximation plays a fundamental role in many machine learning problems, such as CUR decomposition, kernel approximation, and matrix low rank approximation. Especially with today's applications involved in larger and…
In this paper, we focus on the fixed TT-rank and precision problems of finding an approximation of the tensor train (TT) decomposition of a tensor. Note that the TT-SVD and TT-cross are two well-known algorithms for these two problems.…
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…