Practical sketching algorithms for low-rank matrix approximation
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Abstract (arXiv)
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably correct. Moreover, each method is accompanied by an informative error bound that allows users to select parameters a priori to achieve a given approximation quality. These claims are supported by numerical experiments with real and synthetic data.
Key facts. Cited by 38 papers in the map (data through 7 Oct 2026). First posted on arXiv 31 Aug 2016.
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Citing papers per year: 2021: 5; 2022: 9; 2023: 7; 2024: 5; 2025: 7; 2026: 5.
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- 2021Sketching Curvature for Efficient Out-of-Distribution Detection for Deep Neural Networkscited by 32
- 2023Matrix Compression via Randomized Low Rank and Low Precision Factorizationcited by 25
- 2021K-shot NAS: Learnable Weight-Sharing for NAS with K-shot Supernetscited by 22
- 2022SketchySGD: Reliable Stochastic Optimization via Randomized Curvature Estimatescited by 8
- 2024Operator learning without the adjointcited by 8
- 2024Nonparametric Control Koopman Operatorscited by 7
- 2021Probabilistic methods for approximate archetypal analysiscited by 4
- 2022Sparse PCA With Multiple Componentscited by 4
- 2022Tractable Uncertainty-Aware Meta-Learningcited by 4
- 2023A randomized algorithm to solve reduced rank operator regressioncited by 4
- 2022Randomized K-FACs: Speeding up K-FAC with Randomized Numerical Linear Algebracited by 3
- 2025Alternating Direction Method of Multipliers for Nonlinear Matrix Decompositionscited by 3
26 more
- 2024Spectral Guarantees for Adversarial Streaming PCAcited by 2
- 2025Learning-Augmented Frequent Directionscited by 2
- 2026Manifold-based Algorithms for the Hadamard Decompositioncited by 2
- 2021An Improved Frequent Directions Algorithm for Low-Rank Approximation via Block Krylov Iterationcited by 1
- 2022Multivariate Analysis for Multiple Network Data via Semi-Symmetric Tensor PCAcited by 1
- 2022Matching Pursuit Based Scheduling for Over-the-Air Federated Learningcited by 1
- 2023A Note on Dimensionality Reduction in Deep Neural Networks using Empirical Interpolation Methodcited by 1
- 2023SketchOGD: Memory-Efficient Continual Learningcited by 1
- 2024Regression for matrix-valued data via Kronecker products factorizationcited by 1
- 2025Perturbation Bounds for Low-Rank Inverse Approximations under Noisecited by 1
- 2025WARP: Weight Teleportation for Attack-Resilient Unlearning Protocolscited by 1
- 2026Concatenated Matrix SVD: Compression Bounds, Incremental Approximation, and Error-Constrained Clusteringcited by 1
- 2026SeFoRA: Sketch-Aggregated Federated Low-Rank Adaptation with Heterogeneous Client Rankscited by 1
- 2021Compressive Independent Component Analysis: Theory and Algorithmscited by 0
- 2022Sample Efficient Learning of Factored Embeddings of Tensor Fieldscited by 0
- 2022Towards Efficient and Accurate Approximation: Tensor Decomposition Based on Randomized Block Krylov Iterationcited by 0
- 2022Variable Clustering via Distributionally Robust Nodewise Regressioncited by 0
- 2023On the Noise Sensitivity of the Randomized SVDcited by 0
- 2023Making the Nystr"om method highly accurate for low-rank approximationscited by 0
- 2023Sketching for Convex and Nonconvex Regularized Least Squares with Sharp Guaranteescited by 0
- 2024Learning nonnegative matrix factorizations from compressed datacited by 0
- 2025Accelerating Large-Scale Regularized High-Order Tensor Recoverycited by 0
- 2025Sketching Low-Rank Plus Diagonal Matricescited by 0
- 2025Randomized Matrix Sketching for Neural Network Training and Gradient Monitoringcited by 0
- 2026Direction-Magnitude Decomposition for Low-Rank Matrix Optimization: Faster Convergence and Saddle-to-saddle Dynamicscited by 0
- 2026Subzero matrix completion for sparse data analysis: large-scale learning of latent low-rank structurecited by 0
- 2026Subzero matrix completion for sparse data analysis: large-scale learning of latent low-rank structure21 Aug 2026
- 2026SeFoRA: Sketch-Aggregated Federated Low-Rank Adaptation with Heterogeneous Client Ranks10 Aug 2026
- 2026Direction-Magnitude Decomposition for Low-Rank Matrix Optimization: Faster Convergence and Saddle-to-saddle Dynamics30 Jun 2026
- 2026Manifold-based Algorithms for the Hadamard Decomposition27 May 2026
- 2026Concatenated Matrix SVD: Compression Bounds, Incremental Approximation, and Error-Constrained Clustering12 Jan 2026
- 2025Alternating Direction Method of Multipliers for Nonlinear Matrix Decompositions19 Dec 2025
- 2025WARP: Weight Teleportation for Attack-Resilient Unlearning Protocols29 Nov 2025
- 2025Perturbation Bounds for Low-Rank Inverse Approximations under Noise29 Oct 2025
- 2025Randomized Matrix Sketching for Neural Network Training and Gradient Monitoring1 Oct 2025
- 2025Sketching Low-Rank Plus Diagonal Matrices28 Sep 2025
- 2025Accelerating Large-Scale Regularized High-Order Tensor Recovery11 Jun 2025
- 2025Learning-Augmented Frequent Directions2 Mar 2025
26 more
- 2024Learning nonnegative matrix factorizations from compressed data8 Sep 2024
- 2024Spectral Guarantees for Adversarial Streaming PCA19 Aug 2024
- 2024Nonparametric Control Koopman Operators12 May 2024
- 2024Regression for matrix-valued data via Kronecker products factorization30 Apr 2024
- 2024Operator learning without the adjoint31 Jan 2024
- 2023A randomized algorithm to solve reduced rank operator regression28 Dec 2023
- 2023Sketching for Convex and Nonconvex Regularized Least Squares with Sharp Guarantees3 Nov 2023
- 2023Matrix Compression via Randomized Low Rank and Low Precision Factorization17 Oct 2023
- 2023Making the Nystr"om method highly accurate for low-rank approximations11 Jul 2023
- 2023On the Noise Sensitivity of the Randomized SVD27 May 2023
- 2023SketchOGD: Memory-Efficient Continual Learning25 May 2023
- 2023A Note on Dimensionality Reduction in Deep Neural Networks using Empirical Interpolation Method16 May 2023
- 2022Variable Clustering via Distributionally Robust Nodewise Regression15 Dec 2022
- 2022Towards Efficient and Accurate Approximation: Tensor Decomposition Based on Randomized Block Krylov Iteration27 Nov 2022
- 2022SketchySGD: Reliable Stochastic Optimization via Randomized Curvature Estimates16 Nov 2022
- 2022Tractable Uncertainty-Aware Meta-Learning4 Oct 2022
- 2022Sparse PCA With Multiple Components29 Sep 2022
- 2022Sample Efficient Learning of Factored Embeddings of Tensor Fields1 Sep 2022
- 2022Randomized K-FACs: Speeding up K-FAC with Randomized Numerical Linear Algebra30 Jun 2022
- 2022Matching Pursuit Based Scheduling for Over-the-Air Federated Learning14 Jun 2022
- 2022Multivariate Analysis for Multiple Network Data via Semi-Symmetric Tensor PCA9 Feb 2022
- 2021Compressive Independent Component Analysis: Theory and Algorithms15 Oct 2021
- 2021An Improved Frequent Directions Algorithm for Low-Rank Approximation via Block Krylov Iteration24 Sep 2021
- 2021Probabilistic methods for approximate archetypal analysis12 Aug 2021
- 2021K-shot NAS: Learnable Weight-Sharing for NAS with K-shot Supernets11 Jun 2021
- 2021Sketching Curvature for Efficient Out-of-Distribution Detection for Deep Neural Networks24 Feb 2021
- 2021Sketching Curvature for Efficient Out-of-Distribution Detection for Deep Neural Networkscited by 32
- 2023Matrix Compression via Randomized Low Rank and Low Precision Factorizationcited by 25
- 2021K-shot NAS: Learnable Weight-Sharing for NAS with K-shot Supernetscited by 22
- 2022SketchySGD: Reliable Stochastic Optimization via Randomized Curvature Estimatescited by 8
- 2024Operator learning without the adjointcited by 8
- 2024Nonparametric Control Koopman Operatorscited by 7
- 2021Probabilistic methods for approximate archetypal analysiscited by 4
- 2022Sparse PCA With Multiple Componentscited by 4
- 2022Tractable Uncertainty-Aware Meta-Learningcited by 4
- 2023A randomized algorithm to solve reduced rank operator regressioncited by 4
- 2022Randomized K-FACs: Speeding up K-FAC with Randomized Numerical Linear Algebracited by 3
- 2025Alternating Direction Method of Multipliers for Nonlinear Matrix Decompositionscited by 3
12 most cited of 37 All 37 (JSON)
- 2026Subzero matrix completion for sparse data analysis: large-scale learning of latent low-rank structure21 Aug 2026
- 2026SeFoRA: Sketch-Aggregated Federated Low-Rank Adaptation with Heterogeneous Client Ranks10 Aug 2026
- 2026Direction-Magnitude Decomposition for Low-Rank Matrix Optimization: Faster Convergence and Saddle-to-saddle Dynamics30 Jun 2026
- 2026Manifold-based Algorithms for the Hadamard Decomposition27 May 2026
- 2026Concatenated Matrix SVD: Compression Bounds, Incremental Approximation, and Error-Constrained Clustering12 Jan 2026
- 2025Alternating Direction Method of Multipliers for Nonlinear Matrix Decompositions19 Dec 2025
- 2025Perturbation Bounds for Low-Rank Inverse Approximations under Noise29 Oct 2025
- 2025Randomized Matrix Sketching for Neural Network Training and Gradient Monitoring1 Oct 2025
- 2025Sketching Low-Rank Plus Diagonal Matrices28 Sep 2025
- 2025Accelerating Large-Scale Regularized High-Order Tensor Recovery11 Jun 2025
- 2025Learning-Augmented Frequent Directions2 Mar 2025
- 2024Learning nonnegative matrix factorizations from compressed data8 Sep 2024
12 newest of 37 All 37 (JSON)