4 papers
Fast and Accurate CP-HIFI Tensor Decompositions: Exploiting Kronecker Structure
Johannes J. Brust, Tamara G. Kolda
Tensor decompositions are a fundamental tool in scientific computing and data analysis. In many applications -- such as simulation data on irregular grids, surrogate modeling for p…
Fast and Accurate SVD-Type Updating in Streaming Data
Johannes J. Brust, Michael A. Saunders
For a datastream, the change over a short interval is often of low rank. For high throughput information arranged in matrix format, recomputing an optimal SVD approximation after e…
Structured Sketching for Linear Systems
Johannes J Brust, Michael A Saunders
For linear systems we develop iterative algorithms based on a sketch-and-project approach. By using judicious choices for the sketch, such as the history of residuals, we de…
Useful Compact Representations for Data-Fitting
Johannes J. Brust
For minimization problems without 2nd derivative information, methods that estimate Hessian matrices can be very effective. However, conventional techniques generate dense matrices…