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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

Singular value decomposition (SVD) is widely used in wireless systems, including multiple-input multiple-output (MIMO) processing and dimension reduction in distributed MIMO (D-MIMO). However, the iterative nature of decomposition methods…

Signal Processing · Electrical Eng. & Systems 2025-09-24 Sijia Cheng , Liang Liu , Ove Edfors , Juan Vidal Alegria

Proper orthogonal decomposition (POD) and dynamic mode decomposition (DMD) are two complementary singular-value decomposition (SVD) techniques that are widely used to construct reduced-order models (ROMs) in a variety of fields of science…

Numerical Analysis · Mathematics 2020-02-19 Hannah Lu , Daniel M. Tartakovsky

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

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

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

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

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

Sparsity regularization has garnered significant interest across multiple disciplines, including statistics, imaging, and signal processing. Standard techniques for addressing sparsity regularization include iterative soft thresholding…

Optimization and Control · Mathematics 2025-06-16 Long Li , Liang Ding

The massive scale of pretrained models has made efficient compression essential for practical deployment. Low-rank decomposition based on the singular value decomposition (SVD) provides a principled approach for model reduction, but its…

Machine Learning · Computer Science 2026-04-06 Farhad Pourkamali-Anaraki

The Singular Value Decomposition (SVD) is one of the most important matrix factorizations, enjoying a wide variety of applications across numerous application domains. In statistics and data analysis, the common applications of SVD such as…

Mathematical Software · Computer Science 2020-09-03 Drew Schmidt

Singular Value Decomposition (SVD) is a powerful tool in linear algebra.We propose an extension of SVD for both the qualitative detection and quantitative determination of nonlinearity in a time series. The paper illustrates nonlinear SVD…

Chaotic Dynamics · Physics 2009-02-11 Prabhakar G. Vaidya , Sajini Anand P. S , Nithin Nagaraj

A novel data-driven method of modal analysis for complex flow dynamics, termed as reduced-order variational mode decomposition (RVMD), has been proposed, combining the idea of the separation of variables and a state-of-the-art nonstationary…

Fluid Dynamics · Physics 2022-09-27 Zi-Mo Liao , Zhiye Zhao , Liang-Bing Chen , Zhen-Hua Wan , Nan-Sheng Liu , Xi-Yun Lu

Modeling and predicting the dynamics of complex multiscale systems remains a significant challenge due to their inherent nonlinearities and sensitivity to initial conditions, as well as limitations of traditional machine learning methods…

Machine Learning · Computer Science 2025-10-23 Elias Al Ghazal , Jad Mounayer , Beatriz Moya , Sebastian Rodriguez , Chady Ghnatios , Francisco Chinesta

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

Dimension reduction is often needed in the area of data mining. The goal of these methods is to map the given high-dimensional data into a low-dimensional space preserving certain properties of the initial data. There are two kinds of…

Numerical Analysis · Mathematics 2015-03-23 Yanlai Chen

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 a technique based on linear projection theory, which has been frequently used for data analysis. It constitutes an optimal (in the sense of least squares) decomposition of a matrix in the most relevant…

Data Analysis, Statistics and Probability · Physics 2015-03-17 Pau Erola , Javier Borge-Holthoefer , Sergio Gomez , Alex Arenas

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

Understanding and modeling complex dynamic systems is crucial for enhancing vehicle performance and safety, especially in the context of autonomous driving. Recently, popular methods such as Koopman operators and their approximators, known…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Chinnawut Nantabut