Related papers: Low-Rank Approximation by Randomly Pivoted LU
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…
We propose a new Iteratively Reweighted Least Squares (IRLS) algorithm for the problem of completing or denoising low-rank matrices that are structured, e.g., that possess a Hankel, Toeplitz or block-Hankel/Toeplitz structure. The algorithm…
A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally…
Among many existing algorithms, convergence methods are the most popular means of computing square root and the reciprocal of square root of numbers. An initial approximation is required in these methods. Look up tables (LUT) are employed…
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…
In this note, we investigate how well we can reconstruct the best rank-$r$ approximation of a large matrix from a small number of its entries. We show that even if a data matrix is of full rank and cannot be approximated well by a low-rank…
We study superfast algorithms that computes low rank approximation of a matrix (hereafter referred to as LRA) that use much fewer memory cells and arithmetic operations than the input matrix has entries. We first specify a family of 2mn…
We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…
Matrix multiplication computation acceleration has been a research hotspot across various domains. Due to the characteristics of some applications, approximate matrix multiplication can achieve significant performance improvements without…
The CUR decomposition is a technique for low-rank approximation that selects small subsets of the columns and rows of a given matrix to use as bases for its column and rowspaces. It has recently attracted much interest, as it has several…
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…
While Retrieval-Augmented Generation (RAG) has exhibited promise in utilizing external knowledge, its generation process heavily depends on the quality and accuracy of the retrieved context. Large language models (LLMs) struggle to evaluate…
In approximation of functions based on point values, least-squares methods provide more stability than interpolation, at the expense of increasing the sampling budget. We show that near-optimal approximation error can nevertheless be…
Low-rank matrix approximation plays an increasingly important role in signal and image processing applications. This paper presents a new rank-revealing decomposition method called randomized rank-revealing UZV decomposition (RRR-UZVD).…
Many relevant machine learning and scientific computing tasks involve high-dimensional linear operators accessible only via costly matrix-vector products. In this context, recent advances in sketched methods have enabled the construction of…
Robust principal component analysis (RPCA) is a widely used tool for dimension reduction. In this work, we propose a novel non-convex algorithm, coined Iterated Robust CUR (IRCUR), for solving RPCA problems, which dramatically improves the…
In many applications, it is of interest to approximate data, given by mxn matrix A, by a matrix B of at most rank k, which is much smaller than m and n. The best approximation is given by singular value decomposition, which is too time…
The paper is devoted to the solution of a weighted nonlinear least-squares problem for low-rank signal estimation, which is related to Hankel structured low-rank approximation problems. A modified weighted Gauss-Newton method, which uses…
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…
In this paper, we introduce a randomized QLP decomposition called Rand-QLP. Operating on a matrix $\bf A$, Rand-QLP gives ${\bf A}={\bf QLP}^T$, where $\bf Q$ and $\bf P$ are orthonormal, and $\bf L$ is lower-triangular. Under the…