Randomized Large-Scale Quaternion Matrix Approximation: Practical Rangefinders and One-Pass Algorithm

Fuente: arXiv
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Main Authors: Chang, Chao, Yang, Yuning
Format: Preprint
Published: 2024
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author Chang, Chao
Yang, Yuning
author_facet Chang, Chao
Yang, Yuning
contents Recently, randomized algorithms for low-rank approximation of quaternion matrices have received increasing attention. However, for large-scale problems, existing quaternion orthonormalizations are inefficient, leading to slow rangefinders. To address this, by appropriately leveraging efficient scientific computing libraries in the complex arithmetic, this work devises two practical quaternion rangefinders, one of which is non-orthonormal yet well-conditioned. They are then integrated into the quaternion version of a one-pass algorithm, which originally takes orthonormal rangefinders only. We establish the error bounds and demonstrate that the error is proportional to the condition number of the rangefinder. The probabilistic bounds are exhibited for both quaternion Gaussian and sub-Gaussian embeddings. Numerical experiments demonstrate that the one-pass algorithm with the proposed rangefinders significantly outperforms previous techniques in efficiency. Additionally, we tested the algorithm in a 3D Navier-Stokes equation ($5.22$GB) and a 4D Lorenz-type chaotic system ($5.74$GB) data compression, as well as a $31365\times 27125$ image compression to demonstrate its capability for handling large-scale applications.
format Preprint
id arxiv_https___arxiv_org_abs_2404_14783
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Randomized Large-Scale Quaternion Matrix Approximation: Practical Rangefinders and One-Pass Algorithm
Chang, Chao
Yang, Yuning
Numerical Analysis
65F55, 15B33, 68W20, 65F35
Recently, randomized algorithms for low-rank approximation of quaternion matrices have received increasing attention. However, for large-scale problems, existing quaternion orthonormalizations are inefficient, leading to slow rangefinders. To address this, by appropriately leveraging efficient scientific computing libraries in the complex arithmetic, this work devises two practical quaternion rangefinders, one of which is non-orthonormal yet well-conditioned. They are then integrated into the quaternion version of a one-pass algorithm, which originally takes orthonormal rangefinders only. We establish the error bounds and demonstrate that the error is proportional to the condition number of the rangefinder. The probabilistic bounds are exhibited for both quaternion Gaussian and sub-Gaussian embeddings. Numerical experiments demonstrate that the one-pass algorithm with the proposed rangefinders significantly outperforms previous techniques in efficiency. Additionally, we tested the algorithm in a 3D Navier-Stokes equation ($5.22$GB) and a 4D Lorenz-type chaotic system ($5.74$GB) data compression, as well as a $31365\times 27125$ image compression to demonstrate its capability for handling large-scale applications.
title Randomized Large-Scale Quaternion Matrix Approximation: Practical Rangefinders and One-Pass Algorithm
topic Numerical Analysis
65F55, 15B33, 68W20, 65F35
url https://arxiv.org/abs/2404.14783