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The power of randomized algorithms in numerical methods have led to fast solutions which use the Singular Value Decomposition (SVD) as a core routine. However, given the large data size of modern and the modest runtime of SVD, most…

Machine Learning · Computer Science 2018-12-20 Hui Han Chin , Paul Pu Liang

RSVDPACK is a library of functions for computing low rank approximations of matrices. The library includes functions for computing standard (partial) factorizations such as the Singular Value Decomposition (SVD), and also so called…

Numerical Analysis · Mathematics 2016-08-30 Sergey Voronin , Per-Gunnar Martinsson

Randomized SVD has become an extremely successful approach for efficiently computing a low-rank approximation of matrices. In particular the paper by Halko, Martinsson, and Tropp (SIREV 2011) contains extensive analysis, and has made it a…

Numerical Analysis · Mathematics 2020-09-25 Yuji Nakatsukasa

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

In this work, we present some applications of random matrix theory for the training of deep neural networks. Recently, random matrix theory (RMT) has been applied to the overfitting problem in deep learning. Specifically, it has been shown…

Machine Learning · Computer Science 2023-03-17 Yitzchak Shmalo , Jonathan Jenkins , Oleksii Krupchytskyi

By singular value decomposition (SVD) of a numerically singular Hessian matrix and a numerically singular system of linear equations for the experimental data (accumulated in the respective ${\chi ^2}$ function) and constraints, least…

High Energy Physics - Phenomenology · Physics 2014-08-27 Mehrdad Goshtasbpour

We develop a data-driven regularization method for the severely ill-posed problem of photoacoustic image reconstruction from limited view data. Our approach is based on the regularizing networks that have been recently introduced and…

Numerical Analysis · Mathematics 2024-12-20 Johannes Schwab , Stephan Antholzer , Robert Nuster , Günther Paltauf , Markus Haltmeier

Rank minimization can be converted into tractable surrogate problems, such as Nuclear Norm Minimization (NNM) and Weighted NNM (WNNM). The problems related to NNM, or WNNM, can be solved iteratively by applying a closed-form proximal…

Computer Vision and Pattern Recognition · Computer Science 2019-02-18 Tae-Hyun Oh , Yasuyuki Matsushita , Yu-Wing Tai , In So Kweon

We evaluate performance of associative memory in a neural network by based on the singular value decomposition (SVD) of image data stored in the network. We consider the situation in which the original image and its highly coarse-grained…

Statistical Mechanics · Physics 2017-03-08 Tatsuya Kumamoto , Mao Suzuki , Hiroaki Matsueda

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

There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…

Data Structures and Algorithms · Computer Science 2013-04-05 Mu Li , Gary L. Miller , Richard Peng

Deep Neural Networks (DNNs) have encountered an emerging deployment challenge due to large and expensive memory and computation requirements. In this paper, we present a new Adaptive-Rank Singular Value Decomposition (ARSVD) method that…

Machine Learning · Computer Science 2025-05-13 Kalyan Cherukuri , Aarav Lala

We introduce novel dynamical low-rank methods for solving large-scale matrix differential equations, motivated by algorithms from randomized numerical linear algebra. In terms of performance (cost and accuracy), our methods overperform…

Numerical Analysis · Mathematics 2025-10-13 Benjamin Carrel

Many data analysis applications deal with large matrices and involve approximating the matrix using a small number of ``components.'' Typically, these components are linear combinations of the rows and columns of the matrix, and are thus…

Data Structures and Algorithms · Computer Science 2007-08-29 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan

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

Subsampled Randomized Hadamard Transform (SRHT), a popular random projection method that can efficiently project a $d$-dimensional data into $r$-dimensional space ($r \ll d$) in $O(dlog(d))$ time, has been widely used to address the…

Machine Learning · Computer Science 2020-10-07 Zijian Lei , Liang Lan

In this paper we propose efficient randomized fixed-precision techniques for low tubal rank approximation of tensors. The proposed methods are faster and more efficient than the existing fixed-precision algorithms for approximating the…

Numerical Analysis · Mathematics 2025-05-22 Salman Ahmadi-Asl , Naeim Rezaeian , Cesar F. Caiafa , Andre L. F. de Almeidad

Singular Value Decomposition (SVD) has recently emerged as a new paradigm for processing different types of images. SVD is an attractive algebraic transform for image processing applications. The paper proposes an experimental survey for…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Rowayda A. Sadek

The randomized singular value decomposition (RSVD) is by now a well established technique for efficiently computing an approximate singular value decomposition of a matrix. Building on the ideas that underpin the RSVD, the recently proposed…

Mathematical Software · Computer Science 2021-04-14 N. Heavner , F. D. Igual , G. Quintana-Ortí , P. G. Martinsson

This paper introduces a novel optimization algorithm designed for nonlinear least-squares problems. The method is derived by preconditioning the gradient descent direction using the Singular Value Decomposition (SVD) of the Jacobian. This…

Numerical Analysis · Mathematics 2026-02-11 Zhipeng Chang , Wenrui Hao , Nian Liu