Related papers: Randomized Algorithms for Low-Rank Matrix and Tens…
Randomization has emerged as a powerful set of tools for large-scale matrix and tensor decompositions. Randomized algorithms involve computing sketches with random matrices. A prevalent approach is to take the random matrix as a standard…
Tensor ring (TR) decomposition is a simple but effective tensor network for analyzing and interpreting latent patterns of tensors. In this work, we propose a doubly randomized optimization framework for computing TR decomposition. It can be…
RSVDPACK is a library of functions for computing low rank approximations of matrices. The library includes functions for computing standard (partial) factorizations such as the Singular Value Decomposition (SVD), and also so called…
Low rank tensor decompositions are a powerful tool for learning generative models, and uniqueness results give them a significant advantage over matrix decomposition methods. However, tensors pose significant algorithmic challenges and…
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…
We propose a new fast randomized algorithm for interpolative decomposition of matrices which utilizes CountSketch. We then extend this approach to the tensor interpolative decomposition problem introduced by Biagioni et al. (J. Comput.…
The existing randomized algorithms need an initial estimation of the tubal rank to compute a tensor singular value decomposition. This paper proposes a new randomized fixedprecision algorithm which for a given third-order tensor and a…
This article discusses a useful tool in dimensionality reduction and low-rank matrix approximation called the CUR decomposition. Various viewpoints of this method in the literature are synergized and are compared and contrasted; included in…
The randomized singular value decomposition (SVD) is a popular and effective algorithm for computing a near-best rank $k$ approximation of a matrix $A$ using matrix-vector products with standard Gaussian vectors. Here, we generalize the…
A Random SubMatrix method (RSM) is proposed to calculate the low-rank decomposition of large-scale matrices with known entry percentage \rho. RSM is very fast as the floating-point operations (flops) required are compared favorably with the…
Decompositions of tensors into factor matrices, which interact through a core tensor, have found numerous applications in signal processing and machine learning. A more general tensor model which represents data as an ordered network of…
CUR matrix decomposition is a randomized algorithm that can efficiently compute the low rank approximation for a given rectangle matrix. One limitation with the existing CUR algorithms is that they require an access to the full matrix A for…
A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…
The tensor-train (TT) decomposition is widely used to compress large tensors into a more compact form by exploiting their inherent data structures. A fundamental approach for constructing the TT format is the well-known TT-SVD method, which…
Because of the attractiveness of the canonical polyadic (CP) tensor decomposition in various applications, several algorithms have been designed to compute it, but efficient ones are still lacking. Iterative deflation algorithms based on…
The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…
CUR and low-rank approximations are among most fundamental subjects of numerical linear algebra, with a wide range of applications to a variety of highly important areas of modern computing, which range from the machine learning theory and…
Tensors decompositions are a class of tools for analysing datasets of high dimensionality and variety in a natural manner, with the Canonical Polyadic Decomposition (CPD) being a main pillar. While the notion of CPD is closely intertwined…
We study extensions of compressive sensing and low rank matrix recovery (matrix completion) to the recovery of low rank tensors of higher order from a small number of linear measurements. While the theoretical understanding of low rank…
For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained…