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Related papers: The Singular Value Decomposition, Applications and…

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The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…

Machine Learning · Statistics 2024-02-16 Sangil Han , Kyoowon Kim , Sungkyu Jung

We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the…

Machine Learning · Statistics 2019-12-02 Ali Basirat

Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorithms can approximatively solve these problems with a given…

Numerical Analysis · Mathematics 2026-01-28 Weiwei Xu , Weijie Shen , Zhengjian Bai , Chen Xu

Singular value decomposition is widely used in modal analysis, such as proper orthogonal decomposition and resolvent analysis, to extract key features from complex problems. SVD derivatives need to be computed efficiently to enable the…

Numerical Analysis · Mathematics 2025-05-29 Rohit Kanchi , Sicheng He

The probabilistic topic model imposes a low-rank structure on the expectation of the corpus matrix. Therefore, singular value decomposition (SVD) is a natural tool of dimension reduction. We propose an SVD-based method for estimating a…

Methodology · Statistics 2022-08-31 Zheng Tracy Ke , Minzhe Wang

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…

Statistical Mechanics · Physics 2009-09-25 A. M. Sengupta , P. P. Mitra

This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on…

Optimization and Control · Mathematics 2024-02-29 Xiaowen Li

Singular value decomposition is central to many problems in engineering and scientific fields. Several quantum algorithms have been proposed to determine the singular values and their associated singular vectors of a given matrix. Although…

Quantum Physics · Physics 2021-06-30 Xin Wang , Zhixin Song , Youle Wang

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

In the probabilistic topic models, the quantity of interest---a low-rank matrix consisting of topic vectors---is hidden in the text corpus matrix, masked by noise, and the Singular Value Decomposition (SVD) is a potentially useful tool for…

Methodology · Statistics 2016-08-17 Zheng Tracy Ke

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

The randomized singular value decomposition (R-SVD) is a popular sketching-based algorithm for efficiently computing the partial SVD of a large matrix. When the matrix is low-rank, the R-SVD produces its partial SVD exactly; but when the…

Information Theory · Computer Science 2023-07-07 Elad Romanov

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…

Numerical Analysis · Mathematics 2016-02-11 Namgil Lee , Andrzej Cichocki

Learning a dynamical system from input/output data is a fundamental task in the control design pipeline. In the partially observed setting there are two components to identification: parameter estimation to learn the Markov parameters, and…

Optimization and Control · Mathematics 2021-09-08 Han Wang , James Anderson

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…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Rowayda A. Sadek

The traditional method of computing singular value decomposition (SVD) of a data matrix is based on a least squares principle, thus, is very sensitive to the presence of outliers. Hence the resulting inferences across different applications…

Statistics Theory · Mathematics 2024-09-17 Subhrajyoty Roy , Abhik Ghosh , Ayanendranath Basu

By singular value decomposition (SVD) of a numerically singular Hessian matrix and a numerically singular system of linear equations for the experimental data (accumulated in the respective ${\chi ^2}$ function) and constraints, least…

High Energy Physics - Phenomenology · Physics 2014-08-27 Mehrdad Goshtasbpour

We evaluate performance of associative memory in a neural network by based on the singular value decomposition (SVD) of image data stored in the network. We consider the situation in which the original image and its highly coarse-grained…

Statistical Mechanics · Physics 2017-03-08 Tatsuya Kumamoto , Mao Suzuki , Hiroaki Matsueda

We present two generalisations of Singular Value Decomposition from real-numbered matrices to dual-numbered matrices. We prove that every dual-numbered matrix has both types of SVD. Both of our generalisations are motivated by applications,…

Rings and Algebras · Mathematics 2021-06-10 Ran Gutin

This paper aims at a better understanding of matrix factorization (MF), factorization machines (FM), and their combination with deep algorithms' application in recommendation systems. Specifically, this paper will focus on Singular Value…

Information Retrieval · Computer Science 2022-03-22 Yuefeng Zhang