Related papers: Hierarchical Tucker Low-Rank Matrices: Constructio…
Hierarchical matrix computations have attracted significant attention in the science and engineering community as exploiting data-sparse structures can significantly reduce the computational complexity of many important kernels. One…
In recent years, low-rank tensor completion (LRTC) has received considerable attention due to its applications in image/video inpainting, hyperspectral data recovery, etc. With different notions of tensor rank (e.g., CP, Tucker, tensor…
Matrices with hierarchical low-rank structure, including HODLR and HSS matrices, constitute a versatile tool to develop fast algorithms for addressing large-scale problems. While existing software packages for such matrices often focus on…
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…
We propose a new algorithm called higher-order QR iteration (HOQRI) for computing low multilinear rank approximation (LMLRA), also known as the Tucker decomposition, of large and sparse tensors. Compared to the celebrated higher-order…
We are interested in solving linear systems arising from three applications: (1) kernel methods in machine learning, (2) discretization of boundary integral equations from mathematical physics, and (3) Schur complements formed in the…
Hierarchical matrices approximate a given matrix by a decomposition into low-rank submatrices that can be handled efficiently in factorized form. $\mathcal{H}^2$-matrices refine this representation following the ideas of fast multipole…
This article introduces HODLR3D, a class of hierarchical matrices arising out of $N$-body problems in three dimensions. HODLR3D relies on the fact that certain off-diagonal matrix sub-blocks arising out of the $N$-body problems in three…
The multiplication of matrices is an important arithmetic operation in computational mathematics. In the context of hierarchical matrices, this operation can be realized by the multiplication of structured block-wise low-rank matrices,…
We propose a new technique for constructing low-rank approximations of matrices that arise in kernel methods for machine learning. Our approach pairs a novel automatically constructed analytic expansion of the underlying kernel function…
In the iterative solution of dense linear systems from boundary integral equations or systems involving kernel matrices, the main challenges are the expensive matrix-vector multiplication and the storage cost which are usually tackled by…
This paper proposes an efficient algorithm (HOLRR) to handle regression tasks where the outputs have a tensor structure. We formulate the regression problem as the minimization of a least square criterion under a multilinear rank…
Hierarchical matrices are space and time efficient representations of dense matrices that exploit the low rank structure of matrix blocks at different levels of granularity. The hierarchically low rank block partitioning produces…
Randomized sampling has recently been proven a highly efficient technique for computing approximate factorizations of matrices that have low numerical rank. This paper describes an extension of such techniques to a wider class of matrices…
This paper proposes a novel formulation of the tensor completion problem to impute missing entries of data represented by tensors. The formulation is introduced in terms of tensor train (TT) rank which can effectively capture global…
By a tensor we mean an element of a tensor product of vector spaces over a field. Up to a choice of bases in factors of tensor products, every tensor may be coordinatized, that is, represented as an array consisting of numbers. This note is…
Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…
Many algorithms in scientific computing and data science take advantage of low-rank approximation of matrices and kernels, and understanding why nearly-low-rank structure occurs is essential for their analysis and further development. This…
This article introduces HODLR2D, a new hierarchical low-rank representation for a class of dense matrices arising out of $N$ body problems in two dimensions. Using this new hierarchical framework, we propose a new fast matrix-vector product…
Clustered Low Rank (CLR) framework for block-sparse and block-low-rank tensor representation and computation is described. The CLR framework depends on 2 parameters that control precision: one controlling the CLR block rank truncation and…