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The singular value decomposition (SVD) is a popular matrix factorization that has been used widely in applications ever since an efficient algorithm for its computation was developed in the 1970s. In recent years, the SVD has become even…

Numerical Analysis · Mathematics 2012-03-13 Carla D. Martin , Mason A. Porter

Our goal here is to see the space of matrices of a given size from a geometric and topological perspective, with emphasis on the families of various ranks and how they fit together. We pay special attention to the nearest orthogonal…

Singular value decomposition is the key tool in the analysis and understanding of linear regularization methods. In the last decade nonlinear variational approaches such as $\ell^1$ or total variation regularizations became quite prominent…

Numerical Analysis · Mathematics 2012-11-12 Martin Benning , Martin Burger

The randomized singular value decomposition (SVD) is a popular and effective algorithm for computing a near-best rank $k$ approximation of a matrix $A$ using matrix-vector products with standard Gaussian vectors. Here, we generalize the…

Numerical Analysis · Mathematics 2022-01-24 Nicolas Boullé , Alex Townsend

In this paper we introduce the algorithm and the fixed point hardware to calculate the normalized singular value decomposition of a non-symmetric matrices using Givens fast (approximate) rotations. This algorithm only uses the basic…

Numerical Analysis · Computer Science 2017-07-18 Ehsan Rohani , Gwan Choi , Mi Lu

The tensor Singular Value Decomposition (t-SVD) for third order tensors that was proposed by Kilmer and Martin~\cite{2011kilmer} has been applied successfully in many fields, such as computed tomography, facial recognition, and video…

Numerical Analysis · Mathematics 2016-09-23 Jiani Zhang , Arvind K. Saibaba , Misha Kilmer , Shuchin Aeron

The present study describes, first, an efficient algorithm for computing capillary-gravity solitary waves solutions of the irrotational Euler equations with a free surface and, second, provides numerical evidences of the existence of an…

Fluid Dynamics · Physics 2020-02-20 Didier Clamond , Denys Dutykh , Angel Duran

This work concerns noise reduction for one-dimensional spectra in the case that the signal is corrupted by an additive white noise. The proposed method starts with mapping the noisy spectrum to a partial circulant matrix. In virtue of…

Data Analysis, Statistics and Probability · Physics 2020-10-29 X. C. Chen , Yu. A. Litvinov , M. Wang , Q. Wang , Y. H. Zhang

Gravitational wave searches rely on a combination of methods, including matched filtering, coherent analyses, and more recent machine learning based pipelines. For compact binary coalescences, where signals originate from the relativistic…

General Relativity and Quantum Cosmology · Physics 2026-03-11 Lorenzo Mobilia , Tito Dal Canton , Gianluca Maria Guidi

An efficient Singular Value Decomposition (SVD) algorithm is an important tool for distributed and streaming computation in big data problems. It is observed that update of singular vectors of a rank-1 perturbed matrix is similar to a…

Machine Learning · Computer Science 2017-07-27 Ratnik Gandhi , Amoli Rajgor

The paper presents a strategy to construct an incremental Singular Value Decomposition (SVD) for time-evolving, spatially 3D discrete data sets. A low memory access procedure for reducing and deploying the snapshot data is presented.…

Mathematical Software · Computer Science 2023-02-21 Niklas Kühl , Hendrik Fischer , Michael Hinze , Thomas Rung

In this paper we present an efficient algorithm to compute the eigen decomposition of a matrix that is a weighted sum of the self outer products of vectors such as a covariance matrix of data. A well known algorithm to compute the eigen…

Numerical Analysis · Computer Science 2017-06-08 Youhei Akimoto

Singular Value Decomposition can be considered as an effective method for Signal Processing/especially data compression. In this short paper we investigate the application of SVD to predict data equation from data. The method is similar to…

Chaotic Dynamics · Physics 2007-05-23 Prabhakar G. Vaidya , P. S. Sajini Anand

We describe new methods for denoising and detection of gravitational waves embedded in additive Gaussian noise. The methods are based on Total Variation denoising algorithms. These algorithms, which do not need any a priori information…

General Relativity and Quantum Cosmology · Physics 2016-08-10 Alejandro Torres , Antonio Marquina , José A. Font , José M. Ibáñez

Efficiently computing a subset of a correlation matrix consisting of values above a specified threshold is important to many practical applications. Real-world problems in genomics, machine learning, finance other applications can produce…

Computation · Statistics 2016-03-15 James Baglama , Michael Kane , Bryan Lewis , Alex Poliakov

The detection of gravitational waves from astrophysical sources of gravitational waves is a realistic goal for the current generation of interferometric gravitational-wave detectors. Short duration bursts of gravitational waves from…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Patrick R Brady , Saikat Ray-Majumder

Singular value decomposition (SVD) is a standard matrix factorization technique that produces optimal low-rank approximations of matrices. It has diverse applications, including machine learning, data science and signal processing. However,…

Mathematical Software · Computer Science 2019-07-16 Vadim Demchik , Miroslav Bačák , Stefan Bordag

In this paper, we present methods for image compression on the basis of eigenvalue decomposition of normal matrices. The proposed methods are convenient and self-explanatory, requiring fewer and easier computations as compared to some…

Multimedia · Computer Science 2015-06-30 E. Kokabifar , G. B. Loghmani , A. Latif

The most sensitive search pipelines for gravitational waves from compact binary mergers use matched filters to extract signals from the noisy data stream coming from gravitational wave detectors. Matched-filter searches require banks of…

In this paper, we present a class of high order methods to approximate the singular value decomposition of a given complex matrix (SVD). To the best of our knowledge, only methods up to order three appear in the the literature. A first part…

Numerical Analysis · Mathematics 2023-09-13 Diego Armentano , Jean-Claude Yakoubsohn
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