Related papers: The Singular Value Decomposition, Applications and…

The higher-order generalized singular value decomposition (HO-GSVD) is a matrix factorization technique that extends the GSVD to $N \ge 2$ data matrices, and can be used to identify shared subspaces in multiple large-scale datasets with…

In this paper, we present a natural implementation of singular value decomposition (SVD) and polar decomposition of an arbitrary multivector in nondegenerate real and complexified Clifford geometric algebras of arbitrary dimension and…

The research detailed in this paper scrutinizes Principal Component Analysis (PCA), a seminal method employed in statistics and machine learning for the purpose of reducing data dimensionality. Singular Value Decomposition (SVD) is often…

Filtering based on Singular Value Decomposition (SVD) provides substantial separation of clutter, flow and noise in high frame rate ultrasound flow imaging. The use of SVD as a clutter filter has greatly improved techniques such as vector…

This paper explores signal and image analysis by using the Singular Value Decomposition (SVD) and its extension, the Generalized Singular Value Decomposition (GSVD). A key strength of SVD lies in its ability to separate information into…

Rank minimization can be converted into tractable surrogate problems, such as Nuclear Norm Minimization (NNM) and Weighted NNM (WNNM). The problems related to NNM, or WNNM, can be solved iteratively by applying a closed-form proximal…

Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…

The QLP decomposition is one of the effective algorithms to approximate singular value decomposition (SVD) in numerical linear algebra. In this paper, we propose some single-pass randomized QLP decomposition algorithms for computing the…

We propose an efficient, distributed, out-of-memory implementation of the truncated singular value decomposition (t-SVD) for heterogeneous (CPU+GPU) high performance computing (HPC) systems. Various implementations of SVD have been…

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 presents the modal truncation and singular value decomposition (SVD) technique as two main algorithms for dynamic model reduction of the power system. The significance and accuracy of the proposed methods are investigated with…

In singular value decomposition (SVD) of a complex matrix A, the singular vectors or the eigenvectors of AA{\dag} and A{\dag}A are unique up to complex phase factors. Thus, the two unitary matrices in SVD are unique up to diagonal matrices…

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…

Spectral embedding based on the Singular Value Decomposition (SVD) is a widely used "preprocessing" step in many learning tasks, typically leading to dimensionality reduction by projecting onto a number of dominant singular vectors and…

We address the problem of data-driven pattern identification and outlier detection in time series. To this end, we use singular value decomposition (SVD) which is a well-known technique to compute a low-rank approximation for an arbitrary…

Diagonalization, or eigenvalue decomposition, is very useful in many areas of applied mathematics, including signal processing and quantum physics. Matrix decomposition is also a useful tool for approximating matrices as the product of a…

In this paper we propose an approach to approximate a truncated singular value decomposition of a large structured matrix. By first decomposing the matrix into a sum of Kronecker products, our approach can be used to approximate a large…

Factorizing a large matrix into small matrices is a popular strategy for model compression. Singular value decomposition (SVD) plays a vital role in this compression strategy, approximating a learned matrix with fewer parameters. However,…

In this paper, we present a Rank Revealing Randomized Singular Value Decomposition (R3SVD) algorithm to incrementally construct a low-rank approximation of a potentially large matrix while adaptively estimating the appropriate rank that can…

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…