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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 powerful tool for multivariate analysis. However, independent computation of the SVD for each sample taken from a bandlimited matrix random process will result in singular value sample paths whose…

Statistics Theory · Mathematics 2007-06-13 D. W. Browne , M. W. Browne , M. P. Fitz

Singular Value Decomposition (SVD) is one of the most useful techniques for analyzing data in linear algebra. SVD decomposes a rectangular real or complex matrix into two orthogonal matrices and one diagonal matrix. In this work we…

Quantum Physics · Physics 2012-07-31 Laszlo Gyongyosi , Sandor Imre

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

Tensor decompositions have rich applications in statistics and machine learning, and developing efficient, accurate algorithms for the problem has received much attention recently. Here, we present a new method built on Kruskal's uniqueness…

Machine Learning · Computer Science 2017-04-20 Miaoyan Wang , Yun S. Song

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

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

The singular value decomposition (SVD) and the principal component analysis are fundamental tools and probably the most popular methods for data dimension reduction. The rapid growth in the size of data matrices has lead to a need for…

Statistics Theory · Mathematics 2020-02-03 Ting-Li Chen , Su-Yun Huang , Weichung Wang

The randomized singular value decomposition proposed in [27] has certainly become one of the most well-established randomization-based algorithms in numerical linear algebra. The key ingredient of the entire procedure is the computation of…

Numerical Analysis · Mathematics 2025-08-01 Davide Palitta , Sascha Portaro

Tensors of order three or higher have found applications in diverse fields, including image and signal processing, data mining, biomedical engineering and link analysis, to name a few. In many applications that involve for example time…

Data Structures and Algorithms · Computer Science 2018-09-05 Davoud Ataee Tarzanagh , George Michailidis

The big data era is swamping areas including data analysis, machine/deep learning, signal processing, statistics, scientific computing, and cloud computing. The multidimensional feature and huge volume of big data put urgent requirements to…

Numerical Analysis · Computer Science 2017-05-05 Xiao-Yang Liu , Xiaodong Wang

In real-world scenarios, complex data such as multispectral images and multi-frame videos inherently exhibit robust low-rank property. This property is vital for multi-dimensional inverse problems, such as tensor completion, spectral…

Computer Vision and Pattern Recognition · Computer Science 2024-12-17 Xiangming Wang , Haijin Zeng , Jiaoyang Chen , Sheng Liu , Yongyong Chen , Guoqing Chao

Recently, a quaternion tensor product named Qt-product was proposed, and then the singular value decomposition and the rank of a third-order quaternion tensor were given. From a more applicable perspective, we extend the Qt-product and…

Optimization and Control · Mathematics 2024-03-26 Zhenzhi Qin , Zhenyu Ming , Defeng Sun , Liping Zhang

This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated…

Numerical Analysis · Mathematics 2023-03-22 Maolin Che , Yimin Wei , Hong Yan

The generalized singular value decomposition (GSVD) is a valuable tool that has many applications in computational science. However, computing the GSVD for large-scale problems is challenging. Motivated by applications in hyper-differential…

Numerical Analysis · Mathematics 2020-02-10 Arvind K. Saibaba , Joseph Hart , Bart van Bloemen Waanders

The tensor t-product, introduced by Kilmer and Martin [26], is a powerful tool for the analysis of and computation with third-order tensors. This paper introduces eigentubes and eigenslices of third-order tensors under the t-product. The…

Numerical Analysis · Mathematics 2023-05-16 Anas El Hachimi , Khalide Jbilou , Ahmed Ratnani , Lothar Reichel

This article studies the problem of decentralized Singular Value Decomposition (d-SVD), which is fundamental in various signal processing applications. Two scenarios are considered depending on the availability of the data matrix under…

Signal Processing · Electrical Eng. & Systems 2025-01-10 Yufan Fan , Marius Pesavento

Tensor completion and robust principal component analysis have been widely used in machine learning while the key problem relies on the minimization of a tensor rank that is very challenging. A common way to tackle this difficulty is to…

Machine Learning · Computer Science 2021-05-26 Tao Li , Jinwen Ma

This paper evaluates Tucker decomposition and Singular Value Decomposition (SVD) for compressing neuroimaging data. Tucker decomposition preserves multi-dimensional relationships, achieving superior reconstruction fidelity and perceptual…

Image and Video Processing · Electrical Eng. & Systems 2025-11-25 Jaeho Kim , Daniel David , Ana Vizitiv

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