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This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…

Numerical Analysis · Mathematics 2026-01-01 Katherine J. Pearce , Per-Gunnar Martinsson

Best rank-one approximation is one of the most fundamental tasks in tensor computation. In order to fully exploit modern multi-core parallel computers, it is necessary to develop decoupling algorithms for computing the best rank-one…

Numerical Analysis · Mathematics 2024-03-05 Chuanfu Xiao , Zeyu Li , Chao Yang

Tensors, which provide a powerful and flexible model for representing multi-attribute data and multi-way interactions, play an indispensable role in modern data science across various fields in science and engineering. A fundamental task is…

Machine Learning · Computer Science 2022-06-23 Tian Tong , Cong Ma , Ashley Prater-Bennette , Erin Tripp , Yuejie Chi

Most currently used tensor regression models for high-dimensional data are based on Tucker decomposition, which has good properties but loses its efficiency in compressing tensors very quickly as the order of tensors increases, say greater…

Methodology · Statistics 2024-03-20 Yuefeng Si , Yingying Zhang , Yuxi Cai , Chunling Liu , Guodong Li

Tensor-valued data benefits greatly from dimension reduction as the reduction in size is exponential in the number of modes. To achieve maximal reduction without loss in information, our objective in this work is to give an automated…

Methodology · Statistics 2022-07-22 Una Radojicic , Niko Lietzen , Klaus Nordhausen , Joni Virta

In this paper we propose novel methods for compression and recovery of multilinear data under limited sampling. We exploit the recently proposed tensor- Singular Value Decomposition (t-SVD)[1], which is a group theoretic framework for…

Information Theory · Computer Science 2013-11-01 Zemin Zhang , Gregory Ely , Shuchin Aeron , Ning Hao , Misha Kilmer

We present an incremental, scalable and efficient dimension reduction technique for tensors that is based on sparse random linear coding. Data is stored in a compactified representation with fixed size, which makes memory requirements low…

Data Structures and Algorithms · Computer Science 2017-03-16 Fredrik Sandin , Blerim Emruli , Magnus Sahlgren

In this paper we focus on the problem of completion of multidimensional arrays (also referred to as tensors) from limited sampling. Our approach is based on a recently proposed tensor-Singular Value Decomposition (t-SVD) [1]. Using this…

Machine Learning · Computer Science 2015-03-02 Zemin Zhang , Shuchin Aeron

One of the main issues in computing a tensor decomposition is how to choose the number of rank-one components, since there is no finite algorithms for determining the rank of a tensor. A commonly used approach for this purpose is to find a…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 Claudio Turchetti

Low-rank approximation in data streams is a fundamental and significant task in computing science, machine learning and statistics. Multiple streaming algorithms have emerged over years and most of them are inspired by randomized…

Data Structures and Algorithms · Computer Science 2022-09-30 Cuiyu Liu , Chuanfu Xiao , Mingshuo Ding , Chao Yang

Tensor train (TT) decomposition, a powerful tool for analyzing multidimensional data, exhibits superior performance in many machine learning tasks. However, existing methods for TT decomposition either suffer from noise overfitting, or…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu

We propose a new algorithm for the computation of a singular value decomposition (SVD) low-rank approximation of a matrix in the Matrix Product Operator (MPO) format, also called the Tensor Train Matrix format. Our tensor network randomized…

Numerical Analysis · Mathematics 2017-07-26 Kim Batselier , Wenjian Yu , Luca Daniel , Ngai Wong

Tensors in the form of multilinear arrays are ubiquitous in data science applications. Captured real-world data, including video, hyperspectral images, and discretized physical systems, naturally occur as tensors and often come with…

Machine Learning · Computer Science 2023-03-13 Jonathan Gryak , Kayvan Najarian , Harm Derksen

We present the first deterministic, finite-step algorithm for exact tensor ring (TR) decomposition, addressing an open question about the existence of such procedures. Our method leverages blockwise simultaneous diagonalization to recover…

Numerical Analysis · Mathematics 2025-12-02 Han Chen , Sitan Chen , Anru R. Zhang

Tensor completion is an extension of matrix completion aimed at recovering a multiway data tensor by leveraging a given subset of its entries (observations) and the pattern of observation. The low-rank assumption is key in establishing a…

Numerical Analysis · Mathematics 2026-03-12 Shakir Showkat Sofi , Lieven De Lathauwer

We study the problem of low-rank tensor factorization in the presence of missing data. We ask the following question: how many sampled entries do we need, to efficiently and exactly reconstruct a tensor with a low-rank orthogonal…

Machine Learning · Statistics 2014-06-12 Prateek Jain , Sewoong Oh

The problem of incomplete data is common in signal processing and machine learning. Tensor completion algorithms aim to recover the incomplete data from its partially observed entries. In this paper, taking advantages of high…

Numerical Analysis · Computer Science 2018-12-03 Longhao Yuan , Jianting Cao , Qiang Wu , Qibin Zhao

In this work, we introduce an interior-point method that employs tensor decompositions to efficiently represent and manipulate the variables and constraints of semidefinite programs, targeting problems where the solutions may not be…

Optimization and Control · Mathematics 2025-09-16 Frederik Kelbel , Sergey Dolgov , Dante Kalise , Alessandra Russo

Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional…

Machine Learning · Statistics 2020-01-29 Jonathan Kadmon , Surya Ganguli

In this work, we develop an optimization framework for problems whose solutions are well-approximated by Hierarchical Tucker (HT) tensors, an efficient structured tensor format based on recursive subspace factorizations. By exploiting the…

Numerical Analysis · Mathematics 2014-05-12 Curt Da Silva , Felix J. Herrmann
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