Related papers: Using the singular value decomposition to extract …
We introduce a deep learning approach for analyzing the scattering function of the polydisperse hard spheres system. We use a variational autoencoder-based neural network to learn the bidirectional mapping between the scattering function…
From linear classifiers to neural networks, image classification has been a widely explored topic in mathematics, and many algorithms have proven to be effective classifiers. However, the most accurate classifiers typically have…
We present a cost-reduced approach for the distinguishable cluster approximation to coupled cluster with singles, doubles and iterative triples (DC-CCSDT) based on a tensor decomposition of the triples amplitudes. The triples amplitudes and…
We propose a new hypermatrix singular value decomposition based upon the spectral decomposition of the symmetric products of transposes.
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…
Motivated by the problem of identifying correlations between genes or features of two related biological systems, we propose a model of \emph{feature selection} in which only a subset of the predictors $X_t$ are dependent on the…
The eigenvalue decomposition (EVD) of (a batch of) Hermitian matrices of order two has a role in many numerical algorithms, of which the one-sided Jacobi method for the singular value decomposition (SVD) is the prime example. In this paper…
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…
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…
We present our sparse modeling study to extract spectral functions from Euclidean-time correlation functions. In this study covariance between different Euclidean times of the correlation function is taken into account, which was not done…
Cross-correlation function (CCF) has become the standard tool for extraction of radial-velocity and broadening information from high resolution spectra. It permits integration of information which is common to many spectral lines into one…
In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach. However, a key practical difficulty of sketching an SVD is that the…
In this paper we present a mixed EIM-SVD tensor decomposition for bivariate functions. This method is composed, as its name suggests, of two main steps. The first one, provides an approximate representation of a function $f$ in separate…
In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for…
This work analyzes singular-value spectra of weight matrices in pretrained transformer models to understand how information is stored at both ends of the spectrum. Using Random Matrix Theory (RMT) as a zero information hypothesis, we…
Under certain conditions, an element of a tensor product space can be identified with a compact operator and the singular value decomposition (SVD) applies to the latter. These conditions are not fulfilled in Sobolev spaces. In the previous…
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…
Several spectral fluctuation measures of random matrix theory (RMT) have been applied in the study of spectral properties of networks. However, the calculation of those statistics requires performing an unfolding procedure, which may not be…
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…
The tensor-train (TT) decomposition is widely used to compress large tensors into a more compact form by exploiting their inherent data structures. A fundamental approach for constructing the TT format is the well-known TT-SVD method, which…