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Low-rank plus diagonal (LRPD) decompositions provide a powerful structural model for large covariance matrices, simultaneously capturing global shared factors and localized corrections that arise in covariance estimation, factor analysis,…

Numerical Analysis · Mathematics 2025-12-22 Kingsley Yeon , Mihai Anitescu

A low-rank approximation of a parameter-dependent matrix $A(t)$ is an important task in the computational sciences appearing for example in dynamical systems and compression of a series of images. In this work, we introduce AdaCUR, an…

Numerical Analysis · Mathematics 2026-02-26 Taejun Park , Yuji Nakatsukasa

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

The latest advancements in neural image compression show great potential in surpassing the rate-distortion performance of conventional standard codecs. Nevertheless, there exists an indelible domain gap between the datasets utilized for…

Image and Video Processing · Electrical Eng. & Systems 2023-08-16 Yue Lv , Jinxi Xiang , Jun Zhang , Wenming Yang , Xiao Han , Wei Yang

This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…

Machine Learning · Statistics 2021-08-23 Patrick Héas , Cédric Herzet

In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this…

Information Theory · Computer Science 2016-11-15 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Arash Amini , Christian Jutten

The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…

Machine Learning · Computer Science 2025-04-23 Samuel Wertz , Arnaud Vandaele , Nicolas Gillis

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…

Computational Physics · Physics 2020-08-26 Zhuogang Peng , Ryan McClarren , Martin Frank

Proper Orthogonal Decomposition (POD) is a widely used technique for the construction of low-dimensional approximation spaces from high-dimensional input data. For large-scale applications and an increasing amount of input data vectors,…

Numerical Analysis · Mathematics 2021-06-09 Christian Himpe , Tobias Leibner , Stephan Rave

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

The choice of an appropriate bottleneck dimension and the application of effective regularization are both essential for Autoencoders to learn meaningful representations from unlabeled data. In this paper, we introduce a new class of…

Machine Learning · Computer Science 2025-03-26 Jad Mounayer , Sebastian Rodriguez , Chady Ghnatios , Charbel Farhat , Francisco Chinesta

The autoencoder is an unsupervised learning paradigm that aims to create a compact latent representation of data by minimizing the reconstruction loss. However, it tends to overlook the fact that most data (images) are embedded in a…

Machine Learning · Computer Science 2023-10-26 Alokendu Mazumder , Tirthajit Baruah , Bhartendu Kumar , Rishab Sharma , Vishwajeet Pattanaik , Punit Rathore

In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…

Machine Learning · Computer Science 2014-04-17 Zheng Wang , Ming-Jun Lai , Zhaosong Lu , Wei Fan , Hasan Davulcu , Jieping Ye

Computing eigenvalue decomposition (EVD) of a given linear operator, or finding its leading eigenvalues and eigenfunctions, is a fundamental task in many machine learning and scientific computing problems. For high-dimensional eigenvalue…

Machine Learning · Computer Science 2024-08-22 J. Jon Ryu , Xiangxiang Xu , H. S. Melihcan Erol , Yuheng Bu , Lizhong Zheng , Gregory W. Wornell

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

Numerical Analysis · Mathematics 2008-06-17 Per-Gunnar Martinsson

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

This paper presents a hierarchical low-rank decomposition algorithm assuming any matrix element can be computed in $O(1)$ time. The proposed algorithm computes rank-revealing decompositions of sub-matrices with a blocked adaptive cross…

Numerical Analysis · Mathematics 2019-09-06 Yang Liu , Wissam Sid-Lakhdar , Elizaveta Rebrova , Pieter Ghysels , Xiaoye Sherry Li

Parameter-efficient fine-tuning (PEFT) has emerged as an critical technique for adapting large-scale foundation models across natural language processing and computer vision. While existing methods such as low-rank adaptations achieve…

Machine Learning · Computer Science 2026-05-18 An Nguyen , Jaesik Choi , Anh Tong

Low-rank approximation is a technique to approximate a tensor or a matrix with a reduced rank to reduce the memory required and computational cost for simulation. Its broad applications include dimension reduction, signal processing,…

Computational Physics · Physics 2019-06-25 Zhuogang Peng , Ryan G. McClarren , Martin Frank