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This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

Modal decomposition techniques, such as Empirical Mode Decomposition (EMD), Variational Mode Decomposition (VMD), and Singular Spectrum Analysis (SSA), have advanced time-frequency signal analysis since the early 21st century. These methods…

Signal Processing · Electrical Eng. & Systems 2025-10-29 Wang Hao , Kuang Zhang , Hou Chengyu , Yang Yifan , Tan Chenxing , Fu Weifeng

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

Data are not only ubiquitous in society, but are increasingly complex both in size and dimensionality. Dimension reduction offers researchers and scholars the ability to make such complex, high dimensional data spaces simpler and more…

Machine Learning · Computer Science 2021-03-15 Philip D. Waggoner

In this paper we propose novel methods for compression and recovery of multilinear data under limited sampling. We exploit the recently proposed tensor- Singular Value Decomposition (t-SVD)[1], which is a group theoretic framework for…

Information Theory · Computer Science 2013-11-01 Zemin Zhang , Gregory Ely , Shuchin Aeron , Ning Hao , Misha Kilmer

Reduced bases have been introduced for the approximation of parametrized PDEs in applications where many online queries are required. Their numerical efficiency for such problems has been theoretically confirmed in \cite{BCDDPW,DPW}, where…

Numerical Analysis · Mathematics 2020-02-20 Albert Cohen , Wolfgang Dahmen , Ronald DeVore

Dimension reduction is widely regarded as an effective way for decreasing the computation, storage and communication loads of data-driven intelligent systems, leading to a growing demand for statistical methods that allow analysis (e.g.,…

Computer Vision and Pattern Recognition · Computer Science 2019-08-23 Guangcan Liu , Zhao Zhang , Qingshan Liu , Kongkai Xiong

SVD (singular value decomposition) is one of the basic tools of machine learning, allowing to optimize basis for a given matrix. However, sometimes we have a set of matrices $\{A_k\}_k$ instead, and would like to optimize a single common…

Machine Learning · Computer Science 2022-04-19 Jarek Duda

Singular value decomposition (SVD) is a widely used technique for dimensionality reduction and computation of basis vectors. In many applications, especially in fluid mechanics and image processing the matrices are dense, but low-rank…

Numerical Analysis · Computer Science 2019-05-13 Vinita Vasudevan , M. Ramakrishna

The reduced basis method (RBM) empowers repeated and rapid evaluation of parametrized partial differential equations through an offline-online decomposition, a.k.a. a learning-execution process. A key feature of the method is a greedy…

Numerical Analysis · Mathematics 2020-09-16 Jiahua Jiang , Yanlai Chen

An analysis of high-dimensional data can offer a detailed description of a system but is often challenged by the curse of dimensionality. General dimensionality reduction techniques can alleviate such difficulty by extracting a few…

Methodology · Statistics 2021-09-28 Di Bo , Hoon Hwangbo , Vinit Sharma , Corey Arndt , Stephanie C. TerMaath

The massive scale of pretrained models has made efficient compression essential for practical deployment. Low-rank decomposition based on the singular value decomposition (SVD) provides a principled approach for model reduction, but its…

Machine Learning · Computer Science 2026-04-06 Farhad Pourkamali-Anaraki

We present a class of reduced basis (RB) methods for the iterative solution of parametrized symmetric positive-definite (SPD) linear systems. The essential ingredients are a Galerkin projection of the underlying parametrized system onto a…

Numerical Analysis · Mathematics 2018-04-18 Ngoc-Cuong Nguyen , Yanlai Chen

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

We have deluge of data in time series format for numerous phenomena. The number of snapshots, resolution and many other factors come into play as we look to identify the dynamics in a given problem. The pre-processing and post-processing…

Signal Processing · Electrical Eng. & Systems 2020-01-13 Mohammad N. Murshed , M. Monir Uddin

Real world re-identfication (ReID) algorithms aim to map new observations of an object to previously recorded instances. These systems are often constrained by quantity and size of the stored embeddings. To combat this scaling problem, we…

Computer Vision and Pattern Recognition · Computer Science 2024-05-24 Luke McDermott

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

Machine Learning · Statistics 2018-05-18 Patrick Héas , Cédric Herzet

Dynamic mode decomposition (DMD) has become a powerful data-driven method for analyzing the spatiotemporal dynamics of complex, high-dimensional systems. However, conventional DMD methods are limited to matrix-based formulations, which…

Systems and Control · Electrical Eng. & Systems 2025-08-05 Ziqin He , Mengqi Hu , Yifei Lou , Can Chen

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Computation · Statistics 2019-11-28 N. Benjamin Erichson , Sergey Voronin , Steven L. Brunton , J. Nathan Kutz

The Reduced Basis Method (RBM) is a rigorous model reduction approach for solving parametrized partial differential equations. It identifies a low-dimensional subspace for approximation of the parametric solution manifold that is embedded…

Numerical Analysis · Mathematics 2018-09-25 Yanlai Chen , Jiahua Jiang , Akil Narayan