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Transport-dominated phenomena provide a challenge for common mode-based model reduction approaches. We present a model reduction method, which is suited for these kind of systems. It extends the proper orthogonal decomposition (POD) by…

Numerical Analysis · Mathematics 2018-02-20 Julius Reiss , Philipp Schulze , Jörn Sesterhenn , Volker Mehrmann

Finding the symmetric and orthogonal decomposition (SOD) of a tensor is a recurring problem in signal processing, machine learning and statistics. In this paper, we review, establish and compare the perturbation bounds for two natural types…

Numerical Analysis · Computer Science 2017-06-06 Cun Mu , Daniel Hsu , Donald Goldfarb

Often the relation between the variables constituting a multivariate data space might be characterized by one or more of the terms: ``nonlinear'', ``branched'', ``disconnected'', ``bended'', ``curved'', ``heterogeneous'', or, more general,…

Astrophysics · Physics 2007-09-12 Jochen Einbeck , Ludger Evers , Coryn Bailer-Jones

In this work we combine the framework of the Reduced Basis method (RB) with the framework of the Localized Orthogonal Decomposition (LOD) in order to solve parametrized elliptic multiscale problems. The idea of the LOD is to split a high…

Numerical Analysis · Mathematics 2015-05-20 Assyr Abdulle , Patrick Henning

We study orthogonal decompositions of symmetric and ordinary tensors using methods from linear algebra. For the field of real numbers we show that the sets of decomposable tensors can be defined be equations of degree 2. This gives a new…

Rings and Algebras · Mathematics 2019-10-01 Pascal Koiran

By singular value decomposition (SVD) of a numerically singular Hessian matrix and a numerically singular system of linear equations for the experimental data (accumulated in the respective ${\chi ^2}$ function) and constraints, least…

High Energy Physics - Phenomenology · Physics 2014-08-27 Mehrdad Goshtasbpour

A reduced-order model based on Proper Orthogonal Decomposition (POD) is proposed for the bidomain equations of cardiac electrophysiology. Its accuracy is assessed through electrocardiograms in various configurations, including myocardium…

Numerical Analysis · Mathematics 2012-07-23 Muriel Boulakia , Elisa Schenone , Jean-Frédéric Gerbeau

This paper is devoted to numerical approximations for the wave equation with a multiscale character. Our approach is formulated in the framework of the Localized Orthogonal Decomposition (LOD) interpreted as a numerical homogenization with…

Numerical Analysis · Mathematics 2015-09-23 Assyr Abdulle , Patrick Henning

Black-box model structures are dominated by large multivariate functions. Usually a generic basis function expansion is used, e.g. a polynomial basis, and the parameters of the function are tuned given the data. This is a pragmatic and…

Systems and Control · Electrical Eng. & Systems 2021-05-19 Jan Decuyper , Koen Tiels , Siep Weiland , Johan Schoukens

A well known result from functional analysis states that any compact operator between Hilbert spaces admits a singular value decomposition (SVD). This decomposition is a powerful tool that is the workhorse of many methods both in…

Functional Analysis · Mathematics 2022-03-25 Mazen Ali , Anthony Nouy

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

Methodology · Statistics 2014-01-15 Ngoc Mai Tran , Maria Osipenko , Wolfgang Karl Haerdle

The spectral decomposition of a real skew-symmetric matrix $A$ can be mathematically transformed into a specific structured singular value decomposition (SVD) of $A$. Based on such equivalence, a skew-symmetric Lanczos bidiagonalization…

Numerical Analysis · Mathematics 2024-08-20 Jinzhi Huang , Zhongxiao Jia

This work considers low-rank canonical polyadic decomposition (CPD) under a class of non-Euclidean loss functions that frequently arise in statistical machine learning and signal processing. These loss functions are often used for certain…

Machine Learning · Statistics 2022-05-11 Wenqiang Pu , Shahana Ibrahim , Xiao Fu , Mingyi Hong

An algorithm of the tensor renormalization group is proposed based on a randomized algorithm for singular value decomposition. Our algorithm is applicable to a broad range of two-dimensional classical models. In the case of a square…

Statistical Mechanics · Physics 2018-03-23 Satoshi Morita , Ryo Igarashi , Hui-Hai Zhao , Naoki Kawashima

Integrable systems in low dimensions, constructed through the symmetry reduction method, are studied using phase portrait and variable separation techniques. In particular, invariant quantities and explicit periodic solutions are…

solv-int · Physics 2009-10-31 J. A. Calzada , M. A. del Olmo , M. A. Rodriguez

We compare the essential properties of projections in the L2 and L1 normed spaces by two methods: Projection operators and by minimization of the distance. In Euclidean geometry the orthogonality (L2- conjugacy) plays central role; while in…

Functional Analysis · Mathematics 2024-10-22 Vartan Choulakian

This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on…

Optimization and Control · Mathematics 2024-02-29 Xiaowen Li

We study the reduction in a lambda-calculus derived from Moggi's computational one, that we call the computational core. The reduction relation consists of rules obtained by orienting three monadic laws. Such laws, in particular…

Logic in Computer Science · Computer Science 2022-11-30 Claudia Faggian , Giulio Guerrieri , Ugo de'Liguoro , Riccardo Treglia

The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theoretical guarantee typically assume restrictive incoherence…

Machine Learning · Statistics 2022-09-20 Yuefeng Han , Cun-Hui Zhang

We address the reduction to compact band forms, via unitary similarity transformations, for the solution of symmetric eigenvalue problems and the computation of the singular value decomposition (SVD). Concretely, in the first case we…

Mathematical Software · Computer Science 2017-11-07 Rafael Rodríguez-Sánchez , Sandra Catalán , José R. Herrero , Enrique S. Quintana-Ortí , Andrés E. Tomás