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Related papers: Faster Matrix Completion Using Randomized SVD

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The randomized singular value decomposition (SVD) is a popular and effective algorithm for computing a near-best rank $k$ approximation of a matrix $A$ using matrix-vector products with standard Gaussian vectors. Here, we generalize the…

Numerical Analysis · Mathematics 2022-01-24 Nicolas Boullé , Alex Townsend

A fast algorithm for solving the under-determined 3-D linear gravity inverse problem based on the randomized singular value decomposition (RSVD) is developed. The algorithm combines an iteratively reweighted approach for $L_1$-norm…

Numerical Analysis · Mathematics 2022-08-16 Saeed Vatankhah , Rosemary A. Renaut , Vahid E. Ardestani

The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD…

Numerical Analysis · Mathematics 2016-08-31 Ting-Li Chen , Dawei D. Chang , Su-Yun Huang , Hung Chen , Chienyao Lin , Weichung Wang

Matrix decomposition is a very important mathematical tool in numerical linear algebra for data processing. In this paper, we introduce a new randomized matrix decomposition algorithm, which is called randomized approximate SVD based on…

Numerical Analysis · Mathematics 2023-05-22 Xiaohui Ni , An-Bao Xu

In this paper a vectorized algorithm for simultaneously computing up to eight singular value decompositions (SVDs, each of the form $A=U\Sigma V^{\ast}$) of real or complex matrices of order two is proposed. The algorithm extends to a batch…

Mathematical Software · Computer Science 2021-01-08 Vedran Novaković

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

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

Rank minimization can be converted into tractable surrogate problems, such as Nuclear Norm Minimization (NNM) and Weighted NNM (WNNM). The problems related to NNM, or WNNM, can be solved iteratively by applying a closed-form proximal…

Computer Vision and Pattern Recognition · Computer Science 2019-02-18 Tae-Hyun Oh , Yasuyuki Matsushita , Yu-Wing Tai , In So Kweon

Quantum-inspired singular value decomposition (SVD) is a technique to perform SVD in logarithmic time with respect to the dimension of a matrix, given access to the matrix embedded in a segment-tree data structure. The speedup is possible…

Quantum Physics · Physics 2022-09-27 Iori Takeda , Souichi Takahira , Kosuke Mitarai , Keisuke Fujii

Truncated singular value decomposition (SVD), also known as the best low-rank matrix approximation, has been successfully applied to many domains such as biology, healthcare, and others, where high-dimensional datasets are prevalent. To…

Optimization and Control · Mathematics 2022-08-09 Yongchun Li , Weijun Xie

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 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

Singular Value Decomposition (SVD) has become an important technique for reducing the computational burden of Vision Language Models (VLMs), which play a central role in tasks such as image captioning and visual question answering. Although…

Computer Vision and Pattern Recognition · Computer Science 2026-04-06 Haiyu Wang , Yutong Wang , Jack Jiang , Sai Qian Zhang

Matrix decompositions are ubiquitous in machine learning, including applications in dimensionality reduction, data compression and deep learning algorithms. Typical solutions for matrix decompositions have polynomial complexity which…

Machine Learning · Computer Science 2024-03-13 Łukasz Struski , Paweł Morkisz , Przemysław Spurek , Samuel Rodriguez Bernabeu , Tomasz Trzciński

We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

Methodology · Statistics 2011-12-13 Dan Yang , Zongming Ma , Andreas Buja

The singular value decomposition (SVD) is a powerful tool in modern numerical linear algebra, which underpins computational methods such as principal component analysis (PCA), low-rank approximations, and randomized algorithms. Many…

Mathematical Software · Computer Science 2026-04-10 Ahmad Abdelfattah , Massimiliano Fasi

Higher-order singular value decomposition (HOSVD) is an efficient way for data reduction and also eliciting intrinsic structure of multi-dimensional array data. It has been used in many applications, and some of them involve incomplete…

Numerical Analysis · Mathematics 2016-08-11 Yangyang Xu

The singular value decomposition (SVD) allows to write a matrix as a product of a left singular vectors matrix, a nonnegative singular values diagonal matrix and a right singular vectors matrix. Among the applications of the SVD are the…

Numerical Analysis · Mathematics 2025-12-09 Doulaye Dembele

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

Singular value decomposition (SVD) has a crucial role in model order reduction. It is often utilized in the offline stage to compute basis functions that project the high-dimensional nonlinear problem into a low-dimensionsl model which is,…

Numerical Analysis · Mathematics 2016-11-09 Alessandro Alla , J. Nathan Kutz