相关论文: Computing low-rank approximations of the Fr\'echet…

We set up, at the abstract Hilbert space setting, the general question on when an inverse linear problem induced by an operator of Friedrichs type admits solutions belonging to (the closure of) the Krylov subspace associated to such…

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

In this note, we extend the Vandermonde with Arnoldi method recently advocated by P. D. Brubeck, Y. Nakatsukasa and L. N. Trefethen to dealing with the confluent Vandermonde matrix. To apply the Arnoldi process, it is critical to find a…

This work provides closed-form solutions and minimum achievable errors for a large class of low-rank approximation problems in Hilbert spaces. The proposed theorem generalizes to the case of bounded linear operators the previous results…

Many matrices appearing in numerical methods for partial differential equations and integral equations are rank-structured, i.e., they contain submatrices that can be approximated by matrices of low rank. A relatively general class of…

A novel compressed matrix format is proposed that combines an adaptive hierarchical partitioning of the matrix with low-rank approximation. One typical application is the approximation of discretized functions on rectangular domains; the…

This work proposes the extended functional tensor train (EFTT) format for compressing and working with multivariate functions on tensor product domains. Our compression algorithm combines tensorized Chebyshev interpolation with a low-rank…

Low-rank matrices are pervasive throughout statistics, machine learning, signal processing, optimization, and applied mathematics. In this paper, we propose a novel and user-friendly Euclidean representation framework for low-rank matrices.…

Randomized sketching is currently introduced into every area of numerical linear algebra. In Krylov subspace methods, it allows runtime savings at the cost of small accuracy reductions. This work offers a different view on sketching in…

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…

In this paper, we propose a novel reduced-rank adaptive filtering algorithm by blending the idea of the Krylov subspace methods with the set-theoretic adaptive filtering framework. Unlike the existing Krylov-subspace-based reduced-rank…

We present an adaptive imaging technique that optically computes a low-rank approximation of a scene's hyperspectral image, conceptualized as a matrix. Central to the proposed technique is the optical implementation of two measurement…

We propose an efficient online approximate Bayesian inference algorithm for estimating the parameters of a nonlinear function from a potentially non-stationary data stream. The method is based on the extended Kalman filter (EKF), but uses a…

We propose a dynamical low-rank algorithm for a gyrokinetic model that is used to describe strongly magnetized plasmas. The low-rank approximation is based on a decomposition into variables parallel and perpendicular to the magnetic field,…

Ground-state energy and matrix element are reconstructed from correlators in lattice QCD by diagonalizing transfer matrix $\hat{T}$ within the Krylov subspace spanned by $\hat{T}^n|\chi\rangle$, where $|\chi\rangle$ is a state generated by…

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…

Nowadays, many fields of study are have to deal with large and sparse data matrixes, but the most important issue is finding the inverse of these matrixes. Thankfully, Krylov subspace methods can be used in solving these types of problem.…

Recently a deterministic method, frequent directions (FD) is proposed to solve the high dimensional low rank approximation problem. It works well in practice, but experiences high computational cost. In this paper, we establish a fast…

We study the connection between block Krylov subspaces and matrix orthogonal functions. Under a no-deflation assumption, we show that polynomial block Krylov subspaces are isometrically isomorphic to spaces of matrix polynomials of bounded…

Low-rank matrices play a fundamental role in modeling and computational methods for signal processing and machine learning. In many applications where low-rank matrices arise, these matrices cannot be fully sampled or directly observed, and…