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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

Recently, randomized algorithms for low-rank approximation of quaternion matrices have received increasing attention. However, for large-scale problems, existing quaternion orthonormalizations are inefficient, leading to slow rangefinders.…

Numerical Analysis · Mathematics 2024-06-19 Chao Chang , Yuning Yang

This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…

Numerical Analysis · Mathematics 2023-09-25 Joel A. Tropp , Robert J. Webber

Randomized algorithms are overwhelming methods for low-rank approximation that can alleviate the computational expenditure with great reliability compared to deterministic algorithms. A crucial thought is generating a standard Gaussian…

Computation · Statistics 2025-06-05 Dandan Jiang , Bo Fu , Weiwei Xu

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

The low-rank matrix approximation problems within a threshold are widely applied in information retrieval, image processing, background estimation of the video sequence problems and so on. This paper presents an adaptive randomized…

Numerical Analysis · Mathematics 2025-08-12 Qiaohua Liu , Yuejuan Yu

Low-rank matrix approximation is extremely useful in the analysis of data that arises in scientific computing, engineering applications, and data science. However, as data sizes grow, traditional low-rank matrix approximation methods, such…

Numerical Analysis · Mathematics 2020-02-26 Bolong Zhang , Michael Mascagni

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

Numerical Analysis · Mathematics 2016-07-21 Victor Pan , John Svadlenka , Liang Zhao

In recent years, randomized algorithms have established themselves as fundamental tools in computational linear algebra, with applications in scientific computing, machine learning, and quantum information science. Many randomized matrix…

Numerical Analysis · Mathematics 2025-12-19 Ethan N. Epperly

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes

This article is an extended version of previous work of the authors [40, 41] on low-rank matrix estimation in the presence of constraints on the factors into which the matrix is factorized. Low-rank matrix factorization is one of the basic…

Statistics Theory · Mathematics 2017-08-28 Thibault Lesieur , Florent Krzakala , Lenka Zdeborová

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…

Machine Learning · Computer Science 2024-08-13 Jun Lu

Quaternion optimization has attracted significant interest due to its broad applications, including color face recognition, video compression, and signal processing. Despite the growing literature on quadratic and matrix quaternion…

Optimization and Control · Mathematics 2025-12-02 Chang He , Bo Jiang , Hongye Wang , Xihua Zhu

This paper expands the analysis of randomized low-rank approximation beyond the Gaussian distribution to four classes of random matrices: (1) independent sub-Gaussian entries, (2) independent sub-Gaussian columns, (3) independent bounded…

Numerical Analysis · Mathematics 2023-08-14 Arvind K. Saibaba , Agnieszka Międlar

Randomized algorithms for low-rank matrix approximation are investigated, with the emphasis on the fixed-precision problem and computational efficiency for handling large matrices. The algorithms are based on the so-called QB factorization,…

Numerical Analysis · Mathematics 2018-02-13 Wenjian Yu , Yu Gu , Yaohang Li

This work considers the low-rank approximation of a matrix $A(t)$ depending on a parameter $t$ in a compact set $D \subset \mathbb{R}^d$. Application areas that give rise to such problems include computational statistics and dynamical…

Numerical Analysis · Mathematics 2024-04-18 Daniel Kressner , Hei Yin Lam

Quaternion matrices are employed successfully in many color image processing applications. In particular, a pure quaternion matrix can be used to represent red, green and blue channels of color images. A low-rank approximation for a pure…

Numerical Analysis · Mathematics 2021-01-01 Guangjing Song , Weiyang Ding , Michael K. Ng

Low Rank Approximation is among most fundamental subjects of numerical linear algebra having important applications to various areas of modern computing and %they range from machine learning theory and %neural networks to data mining and…

Numerical Analysis · Mathematics 2018-09-25 Victor Y. Pan , Qi Luan , John Svadlenka , Liang Zhao

Low Rank Approximation (LRA) of a matrix is a hot research subject, fundamental for Matrix and Tensor Computations and Big Data Mining and Analysis. Computations with low rank matrices can be performed at sublinear cost -- by using much…

Numerical Analysis · Mathematics 2025-08-11 Qi Luan , Victor Y. Pan , John Svadlenka , Liang Zhao
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