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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

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 can be considered as an effective method for Signal Processing/especially data compression. In this short paper we investigate the application of SVD to predict data equation from data. The method is similar to…

Chaotic Dynamics · Physics 2007-05-23 Prabhakar G. Vaidya , P. S. Sajini Anand

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

Machine Learning · Statistics 2018-05-18 Patrick Héas , Cédric Herzet

In this paper, we present a fast implementation of the Singular Value Thresholding (SVT) algorithm for matrix completion. A rank-revealing randomized singular value decomposition (R3SVD) algorithm is used to adaptively carry out partial…

Numerical Analysis · Computer Science 2017-04-20 Yaohang Li , Wenjian Yu

Robust tensor principal component analysis (RTPCA) aims to separate the low-rank and sparse components from multi-dimensional data, making it an essential technique in the signal processing and computer vision fields. Recently emerging…

Computer Vision and Pattern Recognition · Computer Science 2025-01-20 Lanlan Feng , Ce Zhu , Yipeng Liu , Saiprasad Ravishankar , Longxiu Huang

Our world is full of physics-driven data where effective mappings between data manifolds are desired. There is an increasing demand for understanding combined model-based and data-driven methods. We propose a nonlinear, learned singular…

Machine Learning · Computer Science 2020-09-30 Yoeri E. Boink , Christoph Brune

Principal component analysis (PCA) is a well-established method commonly used to explore and visualise data. A classical PCA model is the fixed effect model where data are generated as a fixed structure of low rank corrupted by noise. Under…

Methodology · Statistics 2013-05-13 Marie Verbanck , Julie Josse , François Husson

We study Principal Component Analysis (PCA) in a setting where a part of the corrupting noise is data-dependent and, as a result, the noise and the true data are correlated. Under a bounded-ness assumption on the true data and the noise,…

Information Theory · Computer Science 2017-11-01 Namrata Vaswani , Praneeth Narayanamurthy

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

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

Recent years have witnessed intense development of randomized methods for low-rank approximation. These methods target principal component analysis (PCA) and the calculation of truncated singular value decompositions (SVD). The present…

Computation · Statistics 2017-01-02 Arthur Szlam , Yuval Kluger , Mark Tygert

Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) are often used to de-noise univariate time series or to study their spectral profile. Both techniques rely on the eigendecomposition of the cor- relation matrix…

Signal Processing · Electrical Eng. & Systems 2018-07-30 A. M. Tomé , D. Malafaia , A. R. Teixeira , E. W. Lang

Linear least-squares regression with a "design" matrix A approximates a given matrix B via minimization of the spectral- or Frobenius-norm discrepancy ||AX-B|| over every conformingly sized matrix X. Another popular approximation is…

Methodology · Statistics 2024-04-09 Mark Tygert

A basic algorithmic task in automated video surveillance is to separate background and foreground objects. Camera tampering, noisy videos, low frame rate, etc., pose difficulties in solving the problem. A general approach that classifies…

Applications · Statistics 2024-09-17 Subhrajyoty Roy , Ayanendranath Basu , Abhik Ghosh

Low-rank approximation of images via singular value decomposition is well-received in the era of big data. However, singular value decomposition (SVD) is only for order-two data, i.e., matrices. It is necessary to flatten a higher order…

Machine Learning · Computer Science 2022-08-26 Liang Liao , Sen Lin , Lun Li , Xiuwei Zhang , Song Zhao , Yan Wang , Xinqiang Wang , Qi Gao , Jingyu Wang

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

Singular Value Decomposition (SVD) has recently emerged as a new paradigm for processing different types of images. SVD is an attractive algebraic transform for image processing applications. The paper proposes an experimental survey for…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Rowayda A. Sadek

Robust tensor principal component analysis (RTPCA) can separate the low-rank component and sparse component from multidimensional data, which has been used successfully in several image applications. Its performance varies with different…

Computer Vision and Pattern Recognition · Computer Science 2020-11-11 Shenghan Wang , Yipeng Liu , Lanlan Feng , Ce Zhu

With the abundance of data in recent years, interesting challenges are posed in the area of recommender systems. Producing high quality recommendations with scalability and performance is the need of the hour. Singular Value…

Machine Learning · Computer Science 2019-07-19 Prasad Bhavana , Vikas Kumar , Vineet Padmanabhan