scholarly journals Sublinear Time Low-Rank Approximation of Positive Semidefinite Matrices

Author(s):  
Cameron Musco ◽  
David P. Woodruff
2015 ◽  
Vol 2015 ◽  
pp. 1-7 ◽  
Author(s):  
Jianchao Bai ◽  
Xuefeng Duan ◽  
Kexin Cheng ◽  
Xuewei Zhang

We consider the weighted low rank approximation of the positive semidefinite Hankel matrix problem arising in signal processing. By using the Vandermonde representation, we firstly transform the problem into an unconstrained optimization problem and then use the nonlinear conjugate gradient algorithm with the Armijo line search to solve the equivalent unconstrained optimization problem. Numerical examples illustrate that the new method is feasible and effective.


Acta Numerica ◽  
2020 ◽  
Vol 29 ◽  
pp. 403-572
Author(s):  
Per-Gunnar Martinsson ◽  
Joel A. Tropp

This survey describes probabilistic algorithms for linear algebraic computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problems. The paper treats both the theoretical foundations of the subject and practical computational issues.Topics include norm estimation, matrix approximation by sampling, structured and unstructured random embeddings, linear regression problems, low-rank approximation, subspace iteration and Krylov methods, error estimation and adaptivity, interpolatory and CUR factorizations, Nyström approximation of positive semidefinite matrices, single-view (‘streaming’) algorithms, full rank-revealing factorizations, solvers for linear systems, and approximation of kernel matrices that arise in machine learning and in scientific computing.


2020 ◽  
Vol 14 (12) ◽  
pp. 2791-2798
Author(s):  
Xiaoqun Qiu ◽  
Zhen Chen ◽  
Saifullah Adnan ◽  
Hongwei He

2020 ◽  
Vol 6 ◽  
pp. 922-933
Author(s):  
M. Amine Hadj-Youcef ◽  
Francois Orieux ◽  
Alain Abergel ◽  
Aurelia Fraysse

2021 ◽  
Vol 11 (10) ◽  
pp. 4582
Author(s):  
Kensuke Tanioka ◽  
Satoru Hiwa

In the domain of functional magnetic resonance imaging (fMRI) data analysis, given two correlation matrices between regions of interest (ROIs) for the same subject, it is important to reveal relatively large differences to ensure accurate interpretation. However, clustering results based only on differences tend to be unsatisfactory and interpreting the features tends to be difficult because the differences likely suffer from noise. Therefore, to overcome these problems, we propose a new approach for dimensional reduction clustering. Methods: Our proposed dimensional reduction clustering approach consists of low-rank approximation and a clustering algorithm. The low-rank matrix, which reflects the difference, is estimated from the inner product of the difference matrix, not only from the difference. In addition, the low-rank matrix is calculated based on the majorize–minimization (MM) algorithm such that the difference is bounded within the range −1 to 1. For the clustering process, ordinal k-means is applied to the estimated low-rank matrix, which emphasizes the clustering structure. Results: Numerical simulations show that, compared with other approaches that are based only on differences, the proposed method provides superior performance in recovering the true clustering structure. Moreover, as demonstrated through a real-data example of brain activity measured via fMRI during the performance of a working memory task, the proposed method can visually provide interpretable community structures consisting of well-known brain functional networks, which can be associated with the human working memory system. Conclusions: The proposed dimensional reduction clustering approach is a very useful tool for revealing and interpreting the differences between correlation matrices, even when the true differences tend to be relatively small.


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