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We revisit a singular value decomposition (SVD) algorithm given in Chen et al. (2019b) for exploratory Item Factor Analysis (IFA). This algorithm estimates a multidimensional IFA model by SVD and was used to obtain a starting point for…

Methodology · Statistics 2025-01-08 Haoran Zhang , Yunxiao Chen , Xiaoou Li

The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…

Statistics Theory · Mathematics 2014-04-21 Raj Rao Nadakuditi

Matrix completion is a widely used technique for image inpainting and personalized recommender system, etc. In this work, we focus on accelerating the matrix completion using faster randomized singular value decomposition (rSVD). Firstly,…

Machine Learning · Computer Science 2018-10-17 Xu Feng , Wenjian Yu , Yaohang Li

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…

Machine Learning · Computer Science 2025-04-07 Zhiqun Zuo , Ding Zhu , Mohammad Mahdi Khalili

The eigenvalue decomposition (EVD) of (a batch of) Hermitian matrices of order two has a role in many numerical algorithms, of which the one-sided Jacobi method for the singular value decomposition (SVD) is the prime example. In this paper…

Numerical Analysis · Mathematics 2023-10-31 Vedran Novaković

Higher-order tensor decompositions are analogous to the familiar Singular Value Decomposition (SVD), but they transcend the limitations of matrices (second-order tensors). SVD is a powerful tool that has achieved impressive results in…

Machine Learning · Computer Science 2007-11-14 Peter D. Turney

The large-scale focusing inversion of gravity and magnetic potential field data using $L_1$-norm regularization is considered. The use of the randomized singular value decomposition methodology facilitates tackling the computational…

Vanishing and exploding gradients are two of the main obstacles in training deep neural networks, especially in capturing long range dependencies in recurrent neural networks~(RNNs). In this paper, we present an efficient parametrization of…

Machine Learning · Computer Science 2018-03-28 Jiong Zhang , Qi Lei , Inderjit S. Dhillon

The generalized singular value decomposition (GSVD) of a matrix pair $\{A, L\}$ with $A\in\mathbb{R}^{m\times n}$ and $L\in\mathbb{R}^{p\times n}$ generalizes the singular value decomposition (SVD) of a single matrix. In this paper, we…

Numerical Analysis · Mathematics 2024-04-02 Haibo Li

This work analyzes singular-value spectra of weight matrices in pretrained transformer models to understand how information is stored at both ends of the spectrum. Using Random Matrix Theory (RMT) as a zero information hypothesis, we…

Machine Learning · Computer Science 2025-11-07 Max Staats , Matthias Thamm , Bernd Rosenow

This paper is devoted to proposing a general weighted low-rank recovery model and designing a fast SVD-free computational scheme to solve it. First, our generic weighted low-rank recovery model unifies several existing approaches in the…

Optimization and Control · Mathematics 2022-08-02 Aritra Dutta , Jingwei Liang , Xin Li

Affine rank minimization problem is the generalized version of low rank matrix completion problem where linear combinations of the entries of a low rank matrix are observed and the matrix is estimated from these measurements. We propose a…

Machine Learning · Computer Science 2021-05-17 Siva Shanmugam , Sheetal Kalyani

Our goal here is to see the space of matrices of a given size from a geometric and topological perspective, with emphasis on the families of various ranks and how they fit together. We pay special attention to the nearest orthogonal…

In this work, we present a mixed precision algorithm that leverages the Gram matrix and Jacobi methods to compute the singular value decomposition (SVD) of tall-and-skinny matrices. By constructing the Gram matrix in higher precision and…

Numerical Analysis · Mathematics 2026-03-13 Erin Carson , Yuxin Ma , Meiyue Shao

The Nystr\"{o}m method is routinely used for out-of-sample extension of kernel matrices. We describe how this method can be applied to find the singular value decomposition (SVD) of general matrices and the eigenvalue decomposition (EVD) of…

Numerical Analysis · Computer Science 2013-05-02 Arik Nemtsov , Amir Averbuch , Alon Schclar

Convergence of a matrix decomposition technique, the multi-field singular value decomposition (MFSVD) which efficiently analyzes nonlinear correlations by simultaneously decomposing multiple fields, is investigated. Toward applications in…

Fluid Dynamics · Physics 2024-11-08 Go Yatomi , Motoki Nakata

The singular values $\sigma >1$ of an $n \times n$ involutory matrix $A$ appear in pairs $(\sigma, \frac{1}{\sigma}),$ while the singular values $\sigma = 1$ may appear in pairs $(1,1)$ or by themselves. The left and right singular vectors…

Numerical Analysis · Mathematics 2019-07-30 Heike Faßbender , Martin Halwaß

We take matrix decompositions that are usually applied to matrices over the real numbers or complex numbers, and extend them to matrices over an algebra called the double numbers. In doing so, we unify some matrix decompositions: For…

Rings and Algebras · Mathematics 2021-12-07 Ran Gutin

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

In this note, we report the back propagation formula for complex valued singular value decompositions (SVD). This formula is an important ingredient for a complete automatic differentiation(AD) infrastructure in terms of complex numbers,…

Numerical Analysis · Mathematics 2019-11-07 Zhou-Quan Wan , Shi-Xin Zhang