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The statistics of random-matrix spectra can be very sensitive to the unfolding procedure that separates global from local properties. In order to avoid the introduction of possible artifacts, recently it has been applied to ergodic…

Chaotic Dynamics · Physics 2019-11-05 R. Fossion , G. Torres-Vargas

Several spectral fluctuation measures of random matrix theory (RMT) have been applied in the study of spectral properties of networks. However, the calculation of those statistics requires performing an unfolding procedure, which may not be…

Disordered Systems and Neural Networks · Physics 2019-11-14 G. Torres-Vargas , R. Fossion , J. A. Méndez-Bermúdez

In comparing the behavior of an energy spectrum to the predictions of random matrix theory one must transform the spectrum such that the averaged level spacing is constant, a procedure known as unfolding. Once energy spectrums belong to an…

Disordered Systems and Neural Networks · Physics 2023-06-14 Richard Berkovits

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

Singular Value Decomposition (SVD) is a powerful tool for multivariate analysis. However, independent computation of the SVD for each sample taken from a bandlimited matrix random process will result in singular value sample paths whose…

Statistics Theory · Mathematics 2007-06-13 D. W. Browne , M. W. Browne , M. P. Fitz

Analyzing complex experimental data with multiple parameters is challenging. We propose using Singular Value Decomposition (SVD) as an effective solution. This method, demonstrated through real experimental data analysis, surpasses…

Data Analysis, Statistics and Probability · Physics 2024-07-24 Judith F. Stein , Aviad Frydman , Richard Berkovits

We present a new approach to solve the exponential retrieval problem. We derive a stable technique, based on the singular value decomposition (SVD) of lag-covariance and crosscovariance matrices consisting of covariance coefficients…

Signal Processing · Electrical Eng. & Systems 2020-08-11 D. J Nicolsky , G. S. Tipenko

The singular value decomposition (SVD) is not only a classical theory in matrix computation and analysis, but also is a powerful tool in machine learning and modern data analysis. In this tutorial we first study the basic notion of SVD and…

Machine Learning · Computer Science 2015-10-30 Zhihua Zhang

Random Matrix Theory (RMT) is capable of making predictions for the spectral fluctuations of a physical system only after removing the influence of the level density by unfolding the spectra. When the level density is known, unfolding is…

Statistical Mechanics · Physics 2013-12-16 Ashraf A. Abul-Magd , Adel Y. Abul-Magd

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

This paper explores signal and image analysis by using the Singular Value Decomposition (SVD) and its extension, the Generalized Singular Value Decomposition (GSVD). A key strength of SVD lies in its ability to separate information into…

Signal Processing · Electrical Eng. & Systems 2025-12-10 Oscar Romero , Néstor Thome

Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) are often used to de-noise univariate time series or to study their spectral profile. Both techniques rely on the eigendecomposition of the cor- relation matrix…

Signal Processing · Electrical Eng. & Systems 2018-07-30 A. M. Tomé , D. Malafaia , A. R. Teixeira , E. W. Lang

We apply the truncated singular value decomposition (SVD) to extract the underlying 2D correlation functions from small-angle scattering patterns. We test the approach by transforming the simulated data of ellipsoidal particles and show…

Data Analysis, Statistics and Probability · Physics 2019-09-11 Philipp Bender , Dominika Zákutná , Sabrina Disch , Lourdes Marcano , Diego Alba Venero , Dirk Honecker

The singular value decomposition (SVD) and the principal component analysis are fundamental tools and probably the most popular methods for data dimension reduction. The rapid growth in the size of data matrices has lead to a need for…

Statistics Theory · Mathematics 2020-02-03 Ting-Li Chen , Su-Yun Huang , Weichung Wang

Asymptotic behavior of the singular value decomposition (SVD) of blown up matrices and normalized blown up contingency tables exposed to Wigner-noise is investigated.It is proved that such an m\times n matrix almost surely has a constant…

Probability · Mathematics 2010-01-11 Marianna Bolla , Katalin Friedl , Andras Kramli

We employ singular value decomposition (SVD) to study the eigenvalue spectra of random spin systems. By SVD, eigenvalue spectrum is decomposed into orthonormal modes $W_k$ with weight $\lambda_k$. We show that the scree plot ($\lambda_k$…

Disordered Systems and Neural Networks · Physics 2022-02-24 Wen-Jia Rao

Randomized singular value decomposition (RSVD) is a class of computationally efficient algorithms for computing the truncated SVD of large data matrices. Given an $m \times n$ matrix $\widehat{{\mathbf M}}$, the prototypical RSVD algorithm…

Statistics Theory · Mathematics 2025-05-27 Yichi Zhang , Minh Tang

With the first year of data taking at the LHC by the experiments, unfolding methods for measured spectra are reconsidered with much interest. Here, we present a novel ROOT-based implementation of the Singular Value Decomposition approach to…

Data Analysis, Statistics and Probability · Physics 2011-12-13 Kerstin Tackmann , Andreas Hoecker

Filtering based on Singular Value Decomposition (SVD) provides substantial separation of clutter, flow and noise in high frame rate ultrasound flow imaging. The use of SVD as a clutter filter has greatly improved techniques such as vector…

Singular Value Decomposition (SVD) is the basic body of many statistical algorithms and few users question whether SVD is properly handling its job. SVD aims at evaluating the decomposition that best approximates a data matrix, given some…

Applications · Statistics 2007-09-06 William Rey
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