Literature survey on low rank approximation of matrices
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Publication:4603753
Abstract: Low rank approximation of matrices has been well studied in literature. Singular value decomposition, QR decomposition with column pivoting, rank revealing QR factorization (RRQR), Interpolative decomposition etc are classical deterministic algorithms for low rank approximation. But these techniques are very expensive operations are required for matrices). There are several randomized algorithms available in the literature which are not so expensive as the classical techniques (but the complexity is not linear in n). So, it is very expensive to construct the low rank approximation of a matrix if the dimension of the matrix is very large. There are alternative techniques like Cross/Skeleton approximation which gives the low-rank approximation with linear complexity in n . In this article we review low rank approximation techniques briefly and give extensive references of many techniques.
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Cites work
- \(O(d \log N)\)-quantics approximation of \(N\)-\(d\) tensors in high-dimensional numerical modeling
- A fast and efficient algorithm for low-rank approximation of a matrix
- A fast block low-rank dense solver with applications to finite-element matrices
- A fast randomized algorithm for the approximation of matrices
- A literature survey of low-rank tensor approximation techniques
- A Multilinear Singular Value Decomposition
- A note on tensor chain approximation
- A randomized algorithm for principal component analysis
- A randomized algorithm for the decomposition of matrices
- A robust and efficient parallel SVD solver based on restarted Lanczos bidiagonalization
- A theory of pseudoskeleton approximations
- Adaptive cross approximation of multivariate functions
- Adaptive low-rank approximation of collocation matrices
- Adaptive Sampling and Fast Low-Rank Matrix Approximation
- Algorithm 844
- Algorithms and applications for approximate nonnegative matrix factorization
- An elementary proof of a theorem of Johnson and Lindenstrauss
- An improved approximation algorithm for the column subset selection problem
- Approximation of boundary element matrices
- Approximation theory in tensor product spaces
- Column subset selection via sparse approximation of SVD
- CUR matrix decompositions for improved data analysis
- Efficient Algorithms for Computing a Strong Rank-Revealing QR Factorization
- Error estimates for two-dimensional cross approximation
- Extensions of Lipschitz mappings into a Hilbert space
- Fast computation of low-rank matrix approximations
- Fast low rank approximations of matrices and tensors
- Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix
- Fast Monte Carlo Algorithms for Matrices III: Computing a Compressed Approximate Matrix Decomposition
- Fast monte-carlo algorithms for finding low-rank approximations
- Fast nonnegative matrix factorization: an active-set-like method and comparisons
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Four algorithms for the the efficient computation of truncated pivoted QR approximations to a sparse matrix
- Frequent directions: simple and deterministic matrix sketching
- Generalized cross approximation for 3D-tensors
- Generalized low rank approximations of matrices
- Generalizing the column-row matrix decomposition to multi-way arrays
- Handbook series linear algebra. Linear least squares solutions by Householder transformations
- Hierarchical matrices. A means to efficiently solve elliptic boundary value problems
- Hierarchische Matrizen
- How to find a good submatrix
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- Hybrid regularization for MRI reconstruction with static field inhomogeneity correction
- Incomplete cross approximation in the mosaic-skeleton method
- Latent semantic indexing: A probabilistic analysis
- Learning the parts of objects by non-negative matrix factorization
- Low-Rank Matrix Approximation Using the Lanczos Bidiagonalization Process with Applications
- Machine learning. A probabilistic perspective
- Matrix algorithms. Vol. 2: Eigensystems
- Matrix approximation and projective clustering via volume sampling
- Multigrid accelerated tensor approximation of function related multidimensional arrays
- Near Optimal Column-Based Matrix Reconstruction
- Numerical linear algebra
- Numerical linear algebra and applications
- Numerical linear algebra in the streaming model
- On Rank-Revealing Factorisations
- On selecting a maximum volume sub-matrix of a matrix and related problems
- On Tensors, Sparsity, and Nonnegative Factorizations
- On the Compression of Low Rank Matrices
- On the Nyström method for approximating a gram matrix for improved kernel-based learning
- Optimal column-based low-rank matrix reconstruction
- Principal component analysis.
- Projected Gradient Methods for Nonnegative Matrix Factorization
- Pseudo-skeleton approximations by matrices of maximal volume
- Pseudoskeleton approximations of matrices
- Quasi-polynomial time approximation scheme for sparse subsets of polygons
- Quasioptimality of skeleton approximation of a matrix in the Chebyshev norm
- Randomized algorithms for low-rank matrix factorizations: sharp performance bounds
- Randomized Algorithms for Matrices and Data
- Randomized algorithms for the low-rank approximation of matrices
- Randomized SVD methods in hyperspectral imaging
- Rang revealing QR factorizations
- Rank and null space calculations using matrix decomposition without column interchanges
- Rank-Revealing QR Factorizations and the Singular Value Decomposition
- Regularization with randomized SVD for large-scale discrete inverse problems
- Relative-Error CUR Matrix Decompositions
- Revisiting the Nyström method for improved large-scale machine learning
- Sampling from large matrices
- Some Applications of the Rank Revealing QR Factorization
- Spectral algorithms
- Sublinear randomized algorithms for skeleton decompositions
- Subspace Iteration Randomization and Singular Value Problems
- Subspace Sampling and Relative-Error Matrix Approximation: Column-Based Methods
- Tensor numerical methods for multidimensional PDEs: theoretical analysis and initial applications
- The fast solution of boundary integral equations.
- The maximal-volume concept in approximation by low-rank matrices
- Tighter low-rank approximation via sampling the leveraged element
- TT-cross approximation for multidimensional arrays
- Tucker Dimensionality Reduction of Three-Dimensional Arrays in Linear Time
- Understanding complex datasets. Data mining with matrix decompositions
- Verification of the cross 3D algorithm on quantum chemistry data
Cited in
(31)- Main effects and interactions in mixed and incomplete data frames
- Randomized recompression of \(\mathcal {H}\)-matrices for BEM
- An ensemble of high rank matrices arising from tournaments
- CDPA: common and distinctive pattern analysis between high-dimensional datasets
- Imputation and low-rank estimation with missing not at random data
- Column subset selection is NP-complete
- Least upper bound of truncation error of low-rank matrix approximation algorithm using QR decomposition with pivoting
- On the rank-one approximation of positive matrices using tropical optimization methods
- Linear-time CUR approximation of BEM matrices
- Bivariate Hermite interpolation by a limiting case of the cross approximation algorithm
- A strengthened Barvinok-Pataki bound on SDP rank
- CMD: controllable matrix decomposition with global optimization for deep neural network compression
- Parallel cross interpolation for high-precision calculation of high-dimensional integrals
- Sublinear Cost Low Rank Approximation via Subspace Sampling
- Analytical low-rank compression via proxy point selection
- Interpolative decomposition via proxy points for kernel matrices
- A Multiscale Neural Network Based on Hierarchical Matrices
- Best Low-rank Approximations and Kolmogorov n-widths
- Seq-SVF: an unsupervised data-driven method for automatically identifying hidden governing equations
- A literature survey of matrix methods for data science
- Inexact penalty decomposition methods for optimization problems with geometric constraints
- Polynomial whitening for high-dimensional data
- Quantum generalized least squares method in system identification
- A low-rank matrix approach to compute polynomial approximations of smooth two-dimensional functions
- Maximal volume matrix cross approximation for image compression and least squares solution
- A new kernel regression approach for robustified L 2 boosting
- fg-ORKA: fast and gridless reconstruction of moving and deforming objects in multidimensional data
- Enhancing deep stochastic configuration networks: efficient training via low-rank matrix approximation
- Mixed precision iterative refinement for low-rank matrix and tensor approximations
- Dominant subspace and low-rank approximations from block Krylov subspaces without a prescribed gap
- Efficient solution of ill-posed integral equations through averaging
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