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Related papers: Singular value decomposition of complexes

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By singular value decomposition (SVD) of a numerically singular Hessian matrix and a numerically singular system of linear equations for the experimental data (accumulated in the respective ${\chi ^2}$ function) and constraints, least…

High Energy Physics - Phenomenology · Physics 2014-08-27 Mehrdad Goshtasbpour

Singular Value Decomposition (SVD) is the basic body of many statistical algorithms and few users question whether SVD is properly handling its job. SVD aims at evaluating the decomposition that best approximates a data matrix, given some…

Applications · Statistics 2007-09-06 William Rey

We present a practical and efficient means to compute the singular value decomposition (svd) of a quaternion matrix A based on bidiagonalization of A to a real bidiagonal matrix B using quaternionic Householder transformations. Computation…

Numerical Analysis · Mathematics 2007-05-23 Stephen J. Sangwine , Nicolas Le Bihan

In this paper we present an efficient algorithm to compute the eigen decomposition of a matrix that is a weighted sum of the self outer products of vectors such as a covariance matrix of data. A well known algorithm to compute the eigen…

Numerical Analysis · Computer Science 2017-06-08 Youhei Akimoto

We present a generalisation of the pseudoinverse operation to pairs of matrices, as opposed to single matrices alone. We note the fact that the Singular Value Decomposition can be used to compute the ordinary Moore-Penrose pseudoinverse. We…

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

Atmospheric tomography, the problem of reconstructing atmospheric turbulence profiles from wavefront sensor measurements, is an integral part of many adaptive optics systems used for enhancing the image quality of ground-based telescopes.…

Numerical Analysis · Mathematics 2025-02-06 Lukas Weissinger , Simon Hubmer , Bernadett Stadler , Ronny Ramlau

Concatenating matrices is a common technique for uncovering shared structures in data through singular value decomposition (SVD) and low-rank approximations. The fundamental question arises: How does the singular value spectrum of the…

Machine Learning · Computer Science 2025-07-01 Maksym Shamrai

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

In this work, we present a method to exponentiate non-sparse indefinite low-rank matrices on a quantum computer. Given an operation for accessing the elements of the matrix, our method allows singular values and associated singular vectors…

Quantum Physics · Physics 2018-01-31 Patrick Rebentrost , Adrian Steffens , Seth Lloyd

For any real diagonalizable matrix with complex eigenvalues we provide a real, coordinate free decomposition with a clear geometric interpretation.

History and Overview · Mathematics 2022-08-29 Cristobal Arratia

We introduce right eigenvalues and subeigenvalues for square dual complex matrices. An $n \times n$ dual complex Hermitian matrix has exactly $n$ right eigenvalues and subeigenvalues, which are all real. The Hermitian matrix is positive…

Rings and Algebras · Mathematics 2021-11-16 Liqun Qi , Ziyan Luo

Recently, three numerical methods for the computation of eigenvalues of singular matrix pencils, based on a rank-completing perturbation, a rank-projection, or an augmentation were developed. We show that all three approaches can be…

Numerical Analysis · Mathematics 2025-02-21 Michiel E. Hochstenbach , Christian Mehl , Bor Plestenjak

We consider the decomposition of bounded linear operators on Hilbert spaces in terms of functions forming frames. Similar to the singular-value decomposition, the resulting frame decompositions encode information on the structure and…

Numerical Analysis · Mathematics 2021-05-26 Simon Hubmer , Ronny Ramlau

Recently developed applications in the field of machine learning and computational physics rely on automatic differentiation techniques, that require stable and efficient linear algebra gradient computations. This technical note provides a…

Numerical Analysis · Mathematics 2025-11-19 Jan Naumann

This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on…

Optimization and Control · Mathematics 2024-02-29 Xiaowen Li

Hessenberg decomposition is the basic tool used in computational linear algebra to approximate the eigenvalues of a matrix. In this article, we generalize Hessenberg decomposition to continuous matrix fields over topological spaces. This…

Spectral Theory · Mathematics 2009-06-16 Benoit Jacob

In high-dimensional data processing and data analysis related to dual quaternion statistics, generalized singular value decomposition (GSVD) of a dual quaternion matrix pair is an essential numerical linear algebra tool for an elegant…

Numerical Analysis · Mathematics 2025-11-05 Sitao Ling , Wenxuan Ma , Musheng Wei

We study the Pareto frontier for two competing norms $\|\cdot\|_X$ and $\|\cdot\|_Y$ on a vector space. For a given vector $c$, the pareto frontier describes the possible values of $(\|a\|_X,\|b\|_Y)$ for a decomposition $c=a+b$. The…

Numerical Analysis · Mathematics 2017-06-01 Harm Derksen

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

A counter-example to lower bounds for the singular values of the sum of two matrices in [1] and [2] is given. Correct forms of the bounds are pointed out.

General Mathematics · Mathematics 2015-07-24 Sergey Loyka