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arXiv 2103.07245cs.LGeess.SP
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基于投影的高效计算矩阵低秩近似的QLP算法

Projection-based QLP Algorithm for Efficiently Computing Low-Rank Approximation of Matrices

Xi’an Shiyou University(西安石油大学);Northwestern Polytechnical University(西北工业大学)

Maboud F. Kaloorazi, Jie Chen

摘要:

在许多信号处理和数据分析应用中,具有低数值秩的矩阵无所不在。枢轴QLP(p-QLP)算法构造了一个高精度的近似输入低秩矩阵。然而,对于大型矩阵,它在计算上是禁止的。在本文中,我们介绍了一种新的算法,称为基于投影的部分QLP(PbP-QLP),有效地近似的p-QLP具有高精度。在我们的工作中,基本的是利用随机化,与p-QLP相比,PbP-QLP不使用旋转策略。因此,PbP-QLP可以利用现代计算机体系结构,甚至比竞争的随机算法更好。我们提出的PbP-QLP算法的效率和有效性进行了研究,通过各类合成和现实世界的数据矩阵。

英文摘要:

Matrices with low numerical rank are omnipresent in many signal processing and data analysis applications. The pivoted QLP (p-QLP) algorithm constructs a highly accurate approximation to an input low-rank matrix. However, it is computationally prohibitive for large matrices. In this paper, we introduce a new algorithm termed Projection-based Partial QLP (PbP-QLP) that efficiently approximates the p-QLP with high accuracy. Fundamental in our work is the exploitation of randomization and in contrast to the p-QLP, PbP-QLP does not use the pivoting strategy. As such, PbP-QLP can harness modern computer architectures, even better than competing randomized algorithms. The efficiency and effectiveness of our proposed PbP-QLP algorithm are investigated through various classes of synthetic and real-world data matrices.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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