3 papers
math.NA2024
Two-sided uniformly randomized GSVD for large-scale discrete ill-posed problems with Tikhonov regularizations
Weiwei Xu, Weijie Shen, Zheng-Jian Bai
The generalized singular value decomposition (GSVD) is a powerful tool for solving discrete ill-posed problems. In this paper, we propose a two-sided uniformly randomized GSVD algo…
math.NA2024
Efficient Orthogonal Decomposition with Automatic Basis Extraction for Low-Rank Matrix Approximation
Weijie Shen, Weiwei Xu, Lei Zhu
Low-rank matrix approximation play a ubiquitous role in various applications such as image processing, signal processing, and data analysis. Recently, random algorithms of low-rank…
math.NA2024
Fast randomized algorithms for low-rank matrix approximations with applications in global comparative analysis of a class of data sets
Weiwei Xu, Weijie Shen, Wen Li +2
Generalized singular values (GSVs) play an essential role in the comparative analysis. In the real world data for comparative analysis, both data matrices are usually numerically l…