相关论文: RSVDPACK: An implementation of randomized algorith…

The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…

Recent improvements in computing allow for the processing and analysis of very large datasets in a variety of fields. Often the analysis requires the creation of low-rank approximations to the datasets leading to efficient storage. This…

The high-order relations between the content in social media sharing platforms are frequently modeled by a hypergraph. Either hypergraph Laplacian matrix or the adjacency matrix is a big matrix. Randomized algorithms are used for low-rank…

Currently, matrix decomposition is one of the most widely used collaborative filtering algorithms by using factor decomposition to effectively deal with large-scale rating matrix. It mainly uses the interaction records between users and…

The singular value decomposition (SVD) and the principal component analysis are fundamental tools and probably the most popular methods for data dimension reduction. The rapid growth in the size of data matrices has lead to a need for…

This article presents svds-C, an open-source and high-performance C program for accurately and robustly computing truncated SVD, e.g. computing several largest singular values and corresponding singular vectors. We have re-implemented the…

This paper discusses clustering and latent semantic indexing (LSI) aspects of the singular value decomposition (SVD). The purpose of this paper is twofold. The first is to give an explanation on how and why the singular vectors can be used…

The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fundamental but expensive tool for tensor computations. In the…

We propose a mixed precision Jacobi algorithm for computing the singular value decomposition (SVD) of a dense matrix. After appropriate preconditioning, the proposed algorithm computes the SVD in a lower precision as an initial guess, and…

Singular Value Decomposition (SVD) has recently seen a surge of interest as a simple yet powerful tool for large language models (LLMs) compression, with a growing number of works demonstrating 20-80% parameter reductions at minimal…

Sparse Tucker Decomposition (STD) algorithms learn a core tensor and a group of factor matrices to obtain an optimal low-rank representation feature for the \underline{H}igh-\underline{O}rder, \underline{H}igh-\underline{D}imension, and…

In this paper, we address the well-known challenge in the numerical solution of time-fractional partial differential equations (TFPDEs), namely, that the dependence on all previous time levels leads to storage requirements that grow…

In this paper, we propose a new coded computing technique called "substitute decoding" for general iterative distributed computation tasks. In the first part of the paper, we use PageRank as a simple example to show that substitute decoding…

The singular value decomposition (SVD) is a popular matrix factorization that has been used widely in applications ever since an efficient algorithm for its computation was developed in the 1970s. In recent years, the SVD has become even…

We introduce tensor Interpolative Decomposition (tensor ID) for the reduction of the separation rank of Canonical Tensor Decompositions (CTDs). Tensor ID selects, for a user-defined accuracy \epsilon, a near optimal subset of terms of a CTD…

We describe novel subgradient methods for a broad class of matrix optimization problems involving nuclear norm regularization. Unlike existing approaches, our method executes very cheap iterations by combining low-rank stochastic…

In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value…

In this paper we present a practical solution with performance guarantees to the problem of dimensionality reduction for very large scale sparse matrices. We show applications of our approach to computing the low rank approximation (reduced…

Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…

In inverting large sparse matrices, the key difficulty lies in effectively exploiting sparsity during the inversion process. One well-established strategy is the nested dissection, which seeks the so-called sparse Cholesky factorization. We…