Related papers: Cross-over in non-standard random-matrix spectral …
Singular Value Decomposition (SVD) constitutes a bridge between the linear algebra concepts and multi-layer neural networks---it is their linear analogy. Besides of this insight, it can be used as a good initial guess for the network…
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…
In cosmological perturbation theory it is convenient to use the scalar, vector, tensor (SVT) basis as defined according to how these components transform under 3-dimensional rotations. In attempting to solve the fluctuation equations that…
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…
Time-series forecasting often faces challenges due to data volatility, which can lead to inaccurate predictions. Variational Mode Decomposition (VMD) has emerged as a promising technique to mitigate volatility by decomposing data into…
Building on the abstract Generalized Singular Value Decomposition (GSVD) theory of Brown et al. [2025], we prove that most modern neural architectures admit a generalized SVD representation in which they are left-invertible before a final…
This paper aims to develop a simple procedure to reduce and control the condition number of random matrices, and investigate the effect on the persistent homology (PH) of point clouds of well- and ill-conditioned matrices. For a square…
In spherical surface wave tomography, one measures the integrals of a function defined on the sphere along great circle arcs. This forms a generalization of the Funk--Radon transform, which assigns to a function its integrals along full…
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,…
When solving finite-sum minimization problems, two common alternatives to stochastic gradient descent (SGD) with theoretical benefits are random reshuffling (SGD-RR) and shuffle-once (SGD-SO), in which functions are sampled in cycles…
Traditional directed graph signal processing generally depends on fixed representation matrices, whose rigid structures limit the model's ability to adapt to complex graph topologies. To address this issue, this study employed the unified…
We investigate the properties of sparse matrix ensembles with particular regard for the spectral ergodicity hypothesis, which claims the identity of ensemble and spectral averages of spectral correlators. An apparent violation of the…
Linear transformation techniques such as singular value decomposition (SVD) have been used widely to gain insight into the qualitative dynamics of data generated by dynamical systems. There have been several reports in the past that had…
In signal processing and identification, generalized singular value decomposition (GSVD), related to a sequence of matrices in product/quotient form are essential numerical linear algebra tools. On behalf of the growing demand for efficient…
Sparse random mode decomposition (SRMD) is a novel algorithm that constructs a random time-frequency feature space to sparsely approximate spectrograms, effectively separating modes. However, it fails to distinguish adjacent or overlapped…
The singular value decomposition (SVD) allows to write a matrix as a product of a left singular vectors matrix, a nonnegative singular values diagonal matrix and a right singular vectors matrix. Among the applications of the SVD are the…
We propose new algorithms for singular value decomposition (SVD) of very large-scale matrices based on a low-rank tensor approximation technique called the tensor train (TT) format. The proposed algorithms can compute several dominant…
This work analyzes singular-value spectra of weight matrices in pretrained transformer models to understand how information is stored at both ends of the spectrum. Using Random Matrix Theory (RMT) as a zero information hypothesis, we…
The Singular Value Decomposition (SVD) is one of the most important matrix factorizations, enjoying a wide variety of applications across numerous application domains. In statistics and data analysis, the common applications of SVD such as…
In this article we present some statistical applications of the functional singular value decomposition (FSVD). This tool allows us to decompose the sample mean of a bivariate stochastic process into components that are functions of…