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The paper presents a strategy to construct an incremental Singular Value Decomposition (SVD) for time-evolving, spatially 3D discrete data sets. A low memory access procedure for reducing and deploying the snapshot data is presented.…

Mathematical Software · Computer Science 2023-02-21 Niklas Kühl , Hendrik Fischer , Michael Hinze , Thomas Rung

Simulations of large scale dynamical systems in multi-query or real-time contexts require efficient surrogate modelling techniques, as e.g. achieved via Model Order Reduction (MOR). Recently, symplectic methods like the complex singular…

Numerical Analysis · Mathematics 2023-03-08 Robin Herkert , Patrick Buchfink , Bernard Haasdonk , Johannes Rettberg , Jörg Fehr

Computing eigenvalue decomposition (EVD) of a given linear operator, or finding its leading eigenvalues and eigenfunctions, is a fundamental task in many machine learning and scientific computing problems. For high-dimensional eigenvalue…

Machine Learning · Computer Science 2024-08-22 J. Jon Ryu , Xiangxiang Xu , H. S. Melihcan Erol , Yuheng Bu , Lizhong Zheng , Gregory W. Wornell

In this paper, we propose a general framework for tensor singular value decomposition (tensor SVD), which focuses on the methodology and theory for extracting the hidden low-rank structure from high-dimensional tensor data. Comprehensive…

Statistics Theory · Mathematics 2020-01-09 Anru Zhang , Dong Xia

Singular Value Decomposition (SVD) has recently seen a surge of interest as a simple yet powerful tool for large language models (LLMs) compression, with a growing number of works demonstrating 20-80% parameter reductions at minimal…

Machine Learning · Computer Science 2025-08-05 Zishan Shao , Yixiao Wang , Qinsi Wang , Ting Jiang , Zhixu Du , Hancheng Ye , Danyang Zhuo , Yiran Chen , Hai Li

The generalized singular value decomposition (GSVD) is a powerful tool for solving discrete ill-posed problems. In this paper, we propose a two-sided uniformly randomized GSVD algorithm for solving the large-scale discrete ill-posed problem…

Numerical Analysis · Mathematics 2024-12-11 Weiwei Xu , Weijie Shen , Zheng-Jian Bai

Singular Value Decomposition (SVD) constitutes a bridge between the linear algebra concepts and multi-layer neural networks---it is their linear analogy. Besides of this insight, it can be used as a good initial guess for the network…

Machine Learning · Computer Science 2019-09-16 Bernhard Bermeitinger , Tomas Hrycej , Siegfried Handschuh

Singular Value Decomposition (SVD) is a well studied research topic in many fields and applications from data mining to image processing. Data arising from these applications can be represented as a matrix where it is large and sparse. Most…

Machine Learning · Computer Science 2020-09-22 Resul Tugay , Sule Gunduz Oguducu

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

We propose a mixed precision Jacobi algorithm for computing the singular value decomposition (SVD) of a dense matrix. After appropriate preconditioning, the proposed algorithm computes the SVD in a lower precision as an initial guess, and…

Numerical Analysis · Mathematics 2025-05-12 Weiguo Gao , Yuxin Ma , Meiyue Shao

We propose and benchmark a modified time evolution block decimation (TEBD) algorithm that uses a truncation scheme based on the QR decomposition instead of the singular value decomposition (SVD). The modification reduces the scaling with…

Quantum Physics · Physics 2023-05-03 Jakob Unfried , Johannes Hauschild , Frank Pollmann

This article introduces a novel methodology that integrates singular value decomposition (SVD) with a shallow linear neural network for forecasting high resolution fluid mechanics data. The method, termed LC-SVD-DLinear, combines a low-cost…

Fluid Dynamics · Physics 2024-11-27 Ashton Hetherington , Javier López Leonés , Soledad Le Clainche

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

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…

Information Theory · Computer Science 2013-11-01 Zemin Zhang , Gregory Ely , Shuchin Aeron , Ning Hao , Misha Kilmer

We propose a variable decomposition algorithm -greedy block coordinate descent (GBCD)- in order to make dense Gaussian process regression practical for large scale problems. GBCD breaks a large scale optimization into a series of small…

Machine Learning · Computer Science 2012-06-18 Liefeng Bo , Cristian Sminchisescu

We propose a new algorithm for the computation of a singular value decomposition (SVD) low-rank approximation of a matrix in the Matrix Product Operator (MPO) format, also called the Tensor Train Matrix format. Our tensor network randomized…

Numerical Analysis · Mathematics 2017-07-26 Kim Batselier , Wenjian Yu , Luca Daniel , Ngai Wong

The power method and block Lanczos method are popular numerical algorithms for computing the truncated singular value decomposition (SVD) and eigenvalue decomposition problems. Especially in the literature of randomized numerical linear…

Numerical Analysis · Computer Science 2015-12-21 Shusen Wang , Zhihua Zhang , Tong Zhang

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

Selected Basis Diagonalization (SBD) plays a central role in Sample-based Quantum Diagonalization (SQD), where iterative diagonalization of the Hamiltonian in selected configuration subspaces forms the dominant classical workload. We…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-26 Jun Doi , Tomonori Shirakawa , Yukio Kawashima , Seiji Yunoki , Hiroshi Horii

Stein variational gradient descent (SVGD) is a prominent particle-based variational inference method used for sampling a target distribution. SVGD has attracted interest for application in machine-learning techniques such as Bayesian…

Machine Learning · Computer Science 2024-02-26 Yuya Kawamura , Satoshi Takabe
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