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In this paper we propose an approach to approximate a truncated singular value decomposition of a large structured matrix. By first decomposing the matrix into a sum of Kronecker products, our approach can be used to approximate a large number of singular values and vectors more efficiently than other well known schemes, such as randomized matrix algorithms or iterative algorithms based on Golub-Kahan bidiagonalization. We provide theoretical results and numerical experiments to demonstrate the accuracy of our approximation and show how the approximation can be used to solve large scale ill-posed inverse problems, either as an approximate filtering method, or as a preconditioner to accelerate iterative algorithms.
Quaternion matrix approximation problems construct the approximated matrix via the quaternion singular value decomposition (SVD) by selecting some singular value decomposition (SVD) triplets of quaternion matrices. In applications such as color image
The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD algorithms. Randomiz
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 present wor
This paper introduces the functional tensor singular value decomposition (FTSVD), a novel dimension reduction framework for tensors with one functional mode and several tabular modes. The problem is motivated by high-order longitudinal data analysis.
In this article, we present an $O(N log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced computation