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Computing low-rank approximations of kernel matrices is an important problem with many applications in scientific computing and data science. We propose methods to efficiently approximate and store low-rank approximations to kernel matrices…

Numerical Analysis · Mathematics 2025-03-14 Abraham Khan , Arvind K. Saibaba

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

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…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…

Information Theory · Computer Science 2009-10-05 Emmanuel J. Candes , Yaniv Plan

The goal of this paper is to develop a novel numerical method for efficient multiplicative noise removal. The nonlocal self-similarity of natural images implies that the matrices formed by their nonlocal similar patches are low-rank. By…

Optimization and Control · Mathematics 2020-02-19 Xiaoxia Liu , Jian Lu , Lixin Shen , Chen Xu , Yuesheng Xu

We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…

Information Theory · Computer Science 2017-08-02 Namrata Vaswani , Seyedehsara Nayer , Yonina C. Eldar

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

In this paper, we discuss the acceleration of the regularized alternating least square (RALS) algorithm for tensor approximation. We propose a fast iterative method using a Aitken-Stefensen like updates for the regularized algorithm.…

Numerical Analysis · Mathematics 2017-07-25 Xiaofei Wang , Carmeliza Navasca , Stefan Kindermann

This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand…

Numerical Analysis · Mathematics 2018-05-25 Elvar K. Bjarkason

In this paper we consider a general matrix factorization model which covers a large class of existing models with many applications in areas such as machine learning and imaging sciences. To solve this possibly nonconvex, nonsmooth and…

Optimization and Control · Mathematics 2018-05-16 Lei Yang , Ting Kei Pong , Xiaojun Chen

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

Machine Learning · Computer Science 2019-10-23 Yuejie Chi , Yue M. Lu , Yuxin Chen

In this paper, we propose and solve a low phase-rank approximation problem, which serves as a counterpart to the well-known low-rank approximation problem and the Schmidt-Mirsky theorem. More specifically, a nonzero complex number can be…

Rings and Algebras · Mathematics 2020-12-01 Di Zhao , Axel Ringh , Li Qiu , Sei Zhen Khong

This paper proposes a new algorithm for solving MAX2SAT problems based on combining search methods with semidefinite programming approaches. Semidefinite programming techniques are well-known as a theoretical tool for approximating maximum…

Optimization and Control · Mathematics 2018-12-18 Po-Wei Wang , J. Zico Kolter

This paper focuses on the convergence certificates of the majorized proximal alternating minimization (PAM) method with subspace correction, proposed in \cite{TaoQianPan22} for the column $\ell_{2,0}$-norm regularized factorization model…

Optimization and Control · Mathematics 2025-10-08 Ting Tao , Yitian Qian , Shaohua Pan

Clustering analysis by nonnegative low-rank approximations has achieved remarkable progress in the past decade. However, most approximation approaches in this direction are still restricted to matrix factorization. We propose a new low-rank…

Machine Learning · Computer Science 2012-06-22 Zhirong Yang , Erkki Oja

This paper introduces new solvers for the computation of low-rank approximate solutions to large-scale linear problems, with a particular focus on the regularization of linear inverse problems. Although Krylov methods incorporating explicit…

Numerical Analysis · Mathematics 2019-11-05 Silvia Gazzola , Chang Meng , James Nagy

We propose an algorithm for the Wireless Sensor Network localization problem, which is based on the well-known algorithmic framework of Alternating Minimization. We start with a non-smooth and non-convex minimization, and transform it into…

Networking and Internet Architecture · Computer Science 2020-12-30 Eyal Gur , Shoham Sabach , Shimrit Shtern

The problem of structured matrix estimation has been studied mostly under strong noise dependence assumptions. This paper considers a general framework of noisy low-rank-plus-sparse matrix recovery, where the noise matrix may come from any…

Machine Learning · Statistics 2025-04-07 Jinhang Chai , Jianqing Fan

The fundamental matrix can be estimated from point matches. The current gold standard is to bootstrap the eight-point algorithm and two-view projective bundle adjustment. The eight-point algorithm first computes a simple linear least…

Optimization and Control · Mathematics 2014-03-20 Florian Bugarin , Adrien Bartoli , Didier Henrion , Jean-Bernard Lasserre , Jean-José Orteu , Thierry Sentenac

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…

Statistics Theory · Mathematics 2021-05-06 Yunhua Xiang , Tianyu Zhang , Xu Wang , Ali Shojaie , Noah Simon
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