Related papers: Cross-over in non-standard random-matrix spectral …
The Singular Value Decomposition is a matrix decomposition technique widely used in the analysis of multivariate data, such as complex space-time images obtained in both physical and biological systems. In this paper, we examine the…
We examine holographic renormalization by the singular value decomposition (SVD) of matrix data generated by the Monte Carlo snapshot of the 2D classical Ising model at criticality. To take the continuous limit of the SVD enables us to find…
Recently, there has been a lot of research into tensor singular value decomposition (t-SVD) by using discrete Fourier transform (DFT) matrix. The main aims of this paper are to propose and study tensor singular value decomposition based on…
An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…
Disordered quantum systems feature an energy scale know as the Thouless energy. For energy ranges below this scale, the properties of the energy spectrum can be described by random matrix theory. Above this scale a different behavior sets…
We consider the Gaussian ensembles of random matrices and describe the normal modes of the eigenvalue spectrum, i.e., the correlated fluctuations of eigenvalues about their most probable values. The associated normal mode spectrum is…
This article introduces a novel methodology that integrates singular value decomposition (SVD) with a shallow linear neural network for forecasting high resolution fluid mechanics data. The method, termed LC-SVD-DLinear, combines a low-cost…
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…
The incremental singular value decomposition (SVD) updates a truncated SVD as new columns arrive, replacing a single large SVD with a sequence of small ones. In floating-point arithmetic, each update multiplies the running singular basis by…
This work is concerned with variational analysis of so-called spectral functions and spectral sets of matrices that only depend on eigenvalues of the matrix. Based on our previous work [H. T. B\`ui, M. N. B\`ui, and C. Clason, Convex…
Singular Value Decomposition (SVD) has recently emerged as a new paradigm for processing different types of images. SVD is an attractive algebraic transform for image processing applications. The paper proposes an experimental survey for…
In this job we have introduced a filtered adaptive technique that allows highlighting selective seismic events according to its polarization. This technique consists in the implementation of a polarizing filter based on the Single Value…
This paper presents a post-processing algorithm for training fair neural network regression models that satisfy statistical parity, utilizing an explainable singular value decomposition (SVD) of the weight matrix. We propose a linear…
The randomized singular value decomposition proposed in [27] has certainly become one of the most well-established randomization-based algorithms in numerical linear algebra. The key ingredient of the entire procedure is the computation of…
Reconstructing spectral densities from Euclidean lattice correlators requires an inverse Laplace transform, which is inherently ill-conditioned when applied to numerical data with statistical uncertainties. The maximum amount of information…
Eigendecomposition of symmetric matrices is at the heart of many computer vision algorithms. However, the derivatives of the eigenvectors tend to be numerically unstable, whether using the SVD to compute them analytically or using the Power…
The rapid development of Vision Foundation Model (VFM) brings inherent out-domain generalization for a variety of down-stream tasks. Among them, domain generalized semantic segmentation (DGSS) holds unique challenges as the cross-domain…
There have been increasing reports that the diffusion coefficient of macromolecules depends on time and fluctuates randomly. Here, a novel method to elucidate the fluctuating diffusivity from trajectory data is developed. The time-averaged…
In this paper, we propose a new sampling strategy for hyperspectral signals that is based on dictionary learning and singular value decomposition (SVD). Specifically, we first learn a sparsifying dictionary from training spectral data using…
The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fundamental but expensive tool for tensor computations. In the…