Related papers: Low-rank eigenvalue solvers for block-sparse matri…
We consider multilevel low rank (MLR) matrices, defined as a row and column permutation of a sum of matrices, each one a block diagonal refinement of the previous one, with all blocks low rank given in factored form. MLR matrices extend low…
We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…
We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…
In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…
Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…
Sylvester matrix equations are ubiquitous in scientific computing. However, few solution techniques exist for their generalized multiterm version, as they now arise in an increasingly large number of applications. In this work, we consider…
Structured low-rank approximation is the problem of minimizing a weighted Frobenius distance to a given matrix among all matrices of fixed rank in a linear space of matrices. We study exact solutions to this problem by way of computational…
This paper presents a parallel preconditioning method for distributed sparse linear systems, based on an approximate inverse of the original matrix, that adopts a general framework of distributed sparse matrices and exploits the domain…
The low-rank matrix recovery problem often arises in various fields, including signal processing, machine learning, and imaging science. The Riemannian gradient descent (RGD) algorithm has proven to be an efficient algorithm for solving…
We reconstruct a matrix product state (MPS) in reduced spaces using density matrix. This scheme applies to a MPS built on a blocked quantum lattice. Each block contains $N$ physical sites that have a local space of rank $R$. The simulation…
Affine matrix rank minimization problem is a fundamental problem with a lot of important applications in many fields. It is well known that this problem is combinatorial and NP-hard in general. In this paper, a continuous promoting low rank…
Matrix learning is at the core of many machine learning problems. A number of real-world applications such as collaborative filtering and text mining can be formulated as a low-rank matrix completion problem, which recovers incomplete…
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…
The low-rank matrix approximation problem with respect to the entry-wise $\ell_{\infty}$-norm is the following: given a matrix $M$ and a factorization rank $r$, find a matrix $X$ whose rank is at most $r$ and that minimizes $\max_{i,j}…
Regularized nonnegative low-rank approximations, such as sparse Nonnegative Matrix Factorization or sparse Nonnegative Tucker Decomposition, form an important branch of dimensionality reduction models known for their enhanced…
We consider the problem of learning a low-rank matrix, constrained to lie in a linear subspace, and introduce a novel factorization for modeling such matrices. A salient feature of the proposed factorization scheme is it decouples the…
We characterize the first-order sensitivity of approximately recovering a low-rank matrix from linear measurements, a standard problem in compressed sensing. A special case covered by our analysis is approximating an incomplete matrix by a…
This paper introduces a robust preconditioner for general sparse symmetric matrices, that is based on low-rank approximations of the Schur complement in a Domain Decomposition (DD) framework. In this "Schur Low Rank" (SLR) preconditioning…
Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…
Given a square complex matrix $A$, we tackle the problem of finding the nearest matrix with multiple eigenvalues or, equivalently when $A$ had distinct eigenvalues, the nearest defective matrix. To this goal, we extend the general framework…