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This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…

Numerical Analysis · Mathematics 2026-01-01 Katherine J. Pearce , Per-Gunnar Martinsson

An important task when processing sensor data is to distinguish relevant from irrelevant data. This paper describes a method for an iterative singular value decomposition that maintains a model of the background via singular vectors…

Computer Vision and Pattern Recognition · Computer Science 2019-07-01 Günther Reitberger , Tomas Sauer

We compared the regular Singular Value Decomposition (SVD), truncated SVD, Krylov method and Randomized PCA, in terms of time and space complexity. It is well-known that Krylov method and Randomized PCA only performs well when k << n, i.e.…

Numerical Analysis · Mathematics 2019-10-15 Xiaocan Li , Shuo Wang , Yinghao Cai

The Singular Value Decomposition (SVD) of matrices is a widely used tool in scientific computing. In many applications of machine learning, data analysis, signal and image processing, the large datasets are structured into tensors, for…

Numerical Analysis · Mathematics 2023-11-07 Anas El Hachimi , Khalide Jbilou , Mustapha Hached , Ahmed Ratnani

With the abundance of data in recent years, interesting challenges are posed in the area of recommender systems. Producing high quality recommendations with scalability and performance is the need of the hour. Singular Value…

Machine Learning · Computer Science 2019-07-19 Prasad Bhavana , Vikas Kumar , Vineet Padmanabhan

The oriented singular value decomposition (O-SVD) proposed by Zeng and Ng provides a hybrid approach to the t-product based third-order tensor singular value decomposition with the transform matrix being a factor matrix of the higher order…

Numerical Analysis · Mathematics 2023-02-28 Minghui Ding , Yimin Wei , Pengpeng Xie

The high-order relations between the content in social media sharing platforms are frequently modeled by a hypergraph. Either hypergraph Laplacian matrix or the adjacency matrix is a big matrix. Randomized algorithms are used for low-rank…

Social and Information Networks · Computer Science 2019-08-23 Georgios Karantaidis , Ioannis Sarridis , Constantine Kotropoulos

RSVDPACK is a library of functions for computing low rank approximations of matrices. The library includes functions for computing standard (partial) factorizations such as the Singular Value Decomposition (SVD), and also so called…

Numerical Analysis · Mathematics 2016-08-30 Sergey Voronin , Per-Gunnar Martinsson

Convolutional Neural Networks (CNNs) have made significant progress on several computer vision benchmarks, but are fraught with numerous non-human biases such as vulnerability to adversarial samples. Their lack of explainability makes…

Computer Vision and Pattern Recognition · Computer Science 2020-12-08 Malhar Jere , Maghav Kumar , Farinaz Koushanfar

In this paper, we show that the SVD of a matrix can be constructed efficiently in a hierarchical approach. Our algorithm is proven to recover the singular values and left singular vectors if the rank of the input matrix $A$ is known.…

Numerical Analysis · Mathematics 2017-01-09 M. A. Iwen , B. W. Ong

In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value…

Numerical Analysis · Mathematics 2019-09-05 Kazufumi Ito , Bangti Jin

For the computation of the generalized singular value decomposition (GSVD) of a large matrix pair $(A,B)$ of full column rank, the GSVD is commonly formulated as two mathematically equivalent generalized eigenvalue problems, so that a…

Numerical Analysis · Mathematics 2021-04-13 Jinzhi Huang , Zhongxiao Jia

Singular value decomposition is the key tool in the analysis and understanding of linear regularization methods. In the last decade nonlinear variational approaches such as $\ell^1$ or total variation regularizations became quite prominent…

Numerical Analysis · Mathematics 2012-11-12 Martin Benning , Martin Burger

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…

Statistical Mechanics · Physics 2016-11-03 Hiroaki Matsueda

In high-dimensional data processing and data analysis related to dual quaternion statistics, generalized singular value decomposition (GSVD) of a dual quaternion matrix pair is an essential numerical linear algebra tool for an elegant…

Numerical Analysis · Mathematics 2025-11-05 Sitao Ling , Wenxuan Ma , Musheng Wei

We present a matrix version of a known method of constructing common eigenvectors of two diagonalizable commuting matrices, thus enabling their simultaneous diagonalization. The matrices may have simple eigenvalues of multiplicity greater…

General Mathematics · Mathematics 2020-07-01 Ronald P. Nordgren

Given multiple time series data, how can we efficiently find latent patterns in an arbitrary time range? Singular value decomposition (SVD) is a crucial tool to discover hidden factors in multiple time series data, and has been used in many…

Numerical Analysis · Computer Science 2018-12-21 Jun-Gi Jang , Dongjin Choi , Jinhong Jung , U Kang

The success of matrix factorizations such as the singular value decomposition (SVD) has motivated the search for even more factorizations. We catalog 53 matrix factorizations, most of which we believe to be new. Our systematic approach,…

Numerical Analysis · Mathematics 2022-02-15 Alan Edelman , Sungwoo Jeong

There are two problems need to be dealt with for Non-negative Matrix Factorization (NMF): choose a suitable rank of the factorization and provide a good initialization method for NMF algorithms. This paper aims to solve these two problems…

Machine Learning · Computer Science 2014-10-13 Hanli Qiao

This paper provides an advanced mathematical theory of the Generalized Singular Value Decomposition (GSVD) and its applications. We explore the geometry of the GSVD which provides a long sought for ellipse picture which includes a…

Numerical Analysis · Mathematics 2020-11-30 Alan Edelman , Yuyang Wang
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