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Matrix factorization techniques compute low-rank product approximations of high dimensional data matrices and as a result, are often employed in recommender systems and collaborative filtering applications. However, many algorithms for this…

Numerical Analysis · Mathematics 2020-10-22 Edwin Chau , Jamie Haddock

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

Randomized iterative methods, such as the Kaczmarz method and its variants, have gained growing attention due to their simplicity and efficiency in solving large-scale linear systems. Meanwhile, absolute value equations (AVE) have attracted…

Numerical Analysis · Mathematics 2025-05-13 Jiaxin Xie , Hou-Duo Qi , Deren Han

Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…

Numerical Analysis · Computer Science 2015-07-07 Yangyang Xu , Ruru Hao , Wotao Yin , Zhixun Su

The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…

Numerical Analysis · Mathematics 2019-02-08 Per-Gunnar Martinsson

We consider the quantum implementations of the two classical iterative solvers for a system of linear equations, including the Kaczmarz method which uses a row of coefficient matrix in each iteration step, and the coordinate descent method…

Quantum Physics · Physics 2020-02-26 Changpeng Shao , Hua Xiang

The classical Kaczmarz iteration and its randomized variants are popular tools for fast inversion of linear overdetermined systems. This method extends naturally to the setting of the phase retrieval problem via substituting at each…

Numerical Analysis · Mathematics 2017-07-25 Halyun Jeong , C. Sinan Güntürk

Motivated by the randomized sketch to solve a variety of problems in scientific computation, we improve both the maximal weighted residual Kaczmarz method and the randomized block average Kaczmarz method using two new randomized sketch…

Numerical Analysis · Mathematics 2025-11-18 Haochen Jiang , Dongdong Liu , Xianping Wu , Xu Yang

When solving noisy linear systems Ax = b + c, the theoretical and empirical performance of stochastic iterative methods, such as the Randomized Kaczmarz algorithm, depends on the noise level. However, if there are a small number of highly…

Numerical Analysis · Mathematics 2023-08-17 Jamie Haddock , Anna Ma , Elizaveta Rebrova

In this paper we develop randomized Krylov subspace methods for efficiently computing regularized solutions to large-scale linear inverse problems. Building on the recently developed randomized Gram-Schmidt process, where sketched inner…

Numerical Analysis · Mathematics 2025-08-29 Julianne Chung , Silvia Gazzola

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

To efficiently solve large scale nonlinear systems, we propose a novel Random Greedy Fast Block Kaczmarz method. This approach integrates the strengths of random and greedy strategies while avoiding the computationally expensive…

Numerical Analysis · Mathematics 2025-08-14 Renjie Ding , Dongling Wang

The Kaczmarz method is a popular iterative method for solving consistent, overdetermined linear system such as medical imaging in computerized tomography. The Kaczmarz's iteration repeatedly scans all equations in order, which leads to…

Numerical Analysis · Mathematics 2023-05-23 Chuan-gang Kang

We consider the problem of phase retrieval, i.e. that of solving systems of quadratic equations. A simple variant of the randomized Kaczmarz method was recently proposed for phase retrieval, and it was shown numerically to have a…

Numerical Analysis · Mathematics 2018-01-16 Yan Shuo Tan , Roman Vershynin

The Kaczmarz method is a way to iteratively solve a linear system of equations $Ax = b$. One interprets the solution $x$ as the point where hyperplanes intersect and then iteratively projects an approximate solution onto these hyperplanes…

Numerical Analysis · Mathematics 2024-11-12 Stefan Steinerberger

Low-rank tensor recovery problems have been widely studied in many applications of signal processing and machine learning. Tucker decomposition is known as one of the most popular decompositions in the tensor framework. In recent years,…

Numerical Analysis · Mathematics 2020-07-17 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Douglas-Rachford (RDR) method, which updates the iterate by…

Numerical Analysis · Mathematics 2025-06-13 Liqi Guo , Ruike Xiang , Deren Han , Jiaxin Xie

This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

We combine two iterative algorithms for solving large-scale systems of linear inequalities, the relaxation method of Agmon, Motzkin et al. and the randomized Kaczmarz method. In doing so, we obtain a family of algorithms that generalize and…

Optimization and Control · Mathematics 2019-06-05 Jesus De Loera , Jamie Haddock , Deanna Needell

This paper studies the prediction task of tensor-on-tensor regression in which both covariates and responses are multi-dimensional arrays (a.k.a., tensors) across time with arbitrary tensor order and data dimension. Existing methods either…

Machine Learning · Statistics 2024-12-23 Guanhao Zhou , Yuefeng Han , Xiufan Yu
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