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In this era of big data, data analytics and machine learning, it is imperative to find ways to compress large data sets such that intrinsic features necessary for subsequent analysis are not lost. The traditional workhorse for data…

This paper focus on recovering multi-dimensional data called tensor from randomly corrupted incomplete observation. Inspired by reweighted $l_1$ norm minimization for sparsity enhancement, this paper proposes a reweighted singular value…

We propose a novel approach for hyperspectral super-resolution, that is based on low-rank tensor approximation for a coupled low-rank multilinear (Tucker) model. We show that the correct recovery holds for a wide range of multilinear ranks.…

We compared the regular Singular Value Decomposition (SVD), truncated SVD, Krylov method and Randomized PCA, in terms of time and space complexity. It is well-known that Krylov method and Randomized PCA only performs well when k << n, i.e.…

The Tucker tensor decomposition is a natural extension of the singular value decomposition (SVD) to multiway data. We propose to accelerate Tucker tensor decomposition algorithms by using randomization and parallelization. We present two…

An optimization-based approach for the Tucker tensor approximation of parameter-dependent data tensors and solutions of tensor differential equations with low Tucker rank is presented. The problem of updating the tensor decomposition is…

In this paper, we address the multi-view subspace clustering problem. Our method utilizes the circulant algebra for tensor, which is constructed by stacking the subspace representation matrices of different views and then rotating, to…

In the present paper, we introduce new tensor krylov subspace methods for solving large Sylvester tensor equations. The proposed method uses the well-known T-product for tensors and tensor subspaces. We introduce some new tensor products…

The generalized singular value decomposition (GSVD) is a powerful tool for solving discrete ill-posed problems. In this paper, we propose a two-sided uniformly randomized GSVD algorithm for solving the large-scale discrete ill-posed problem…

In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for…

Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a…

Many scientific applications require the evaluation of the action of the matrix function over a vector and the most common methods for this task are those based on the Krylov subspace. Since the orthogonalization cost and memory requirement…

A promising area of applications for quantum computing is in linear algebra problems. In this work, we introduce two new quantum t-SVD (tensor-SVD) algorithms. The first algorithm is largely based on previous work that proposed a quantum…

The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…

The massive scale of pretrained models has made efficient compression essential for practical deployment. Low-rank decomposition based on the singular value decomposition (SVD) provides a principled approach for model reduction, but its…

The singular value decomposition (SVD) and the principal component analysis are fundamental tools and probably the most popular methods for data dimension reduction. The rapid growth in the size of data matrices has lead to a need for…

In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value…

Tensor decompositions have rich applications in statistics and machine learning, and developing efficient, accurate algorithms for the problem has received much attention recently. Here, we present a new method built on Kruskal's uniqueness…

Randomized subspace approximation with "matrix sketching" is an effective approach for constructing approximate partial singular value decompositions (SVDs) of large matrices. The performance of such techniques has been extensively…

We consider iterative (`turbo') algorithms for compressed sensing. First, a unified exposition of the different approaches available in the literature is given, thereby enlightening the general principles and main differences. In particular…