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In this paper we introduce the algorithm and the fixed point hardware to calculate the normalized singular value decomposition of a non-symmetric matrices using Givens fast (approximate) rotations. This algorithm only uses the basic…

Numerical Analysis · Computer Science 2017-07-18 Ehsan Rohani , Gwan Choi , Mi Lu

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 powerful tool in linear algebra.We propose an extension of SVD for both the qualitative detection and quantitative determination of nonlinearity in a time series. The paper illustrates nonlinear SVD…

Chaotic Dynamics · Physics 2009-02-11 Prabhakar G. Vaidya , Sajini Anand P. S , Nithin Nagaraj

Various Neural Networks employ time-consuming matrix operations like matrix inversion. Many such matrix operations are faster to compute given the Singular Value Decomposition (SVD). Previous work allows using the SVD in Neural Networks…

Machine Learning · Computer Science 2020-09-30 Alexander Mathiasen , Frederik Hvilshøj , Jakob Rødsgaard Jørgensen , Anshul Nasery , Davide Mottin

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

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

Geometry-grounded learning asks models to respect structure in the problem domain rather than treating observations as arbitrary vectors. Motivated by this view, we revisit a classical but underused primitive for comparing datasets: linear…

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

Diamond Light Source produces synchrotron radiation by accelerating electrons to relativistic speeds. In order to maximise the intensity of the radiation, vibrations of the electron beam are attenuated by a multi-input multi-output (MIMO)…

Systems and Control · Electrical Eng. & Systems 2023-08-21 Idris Kempf , Paul J. Goulart , Stephen Duncan

We develop an Iterative version of the Singular Value Decomposition (ISVD) that jointly analyzes a finite number of data matrices to identify signals that correlate among the rows of matrices. It will be illustrated how the supervised…

Optimization and Control · Mathematics 2016-12-01 Mohsen Rakhshan

The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fundamental but expensive tool for tensor computations. In the…

Numerical Analysis · Mathematics 2017-10-25 Benjamin Huber , Reinhold Schneider , Sebastian Wolf

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

This paper presents approaches to compute sparse solutions of Generalized Singular Value Problem (GSVP). The GSVP is regularized by $\ell_1$-norm and $\ell_q$-penalty for $0<q<1$, resulting in the $\ell_1$-GSVP and $\ell_q$-GSVP…

Machine Learning · Computer Science 2024-10-08 Ugochukwu O. Ugwu , Michael Kirby

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

This paper discusses clustering and latent semantic indexing (LSI) aspects of the singular value decomposition (SVD). The purpose of this paper is twofold. The first is to give an explanation on how and why the singular vectors can be used…

Machine Learning · Computer Science 2012-11-19 Andri Mirzal

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

In this paper, we address the well-known challenge in the numerical solution of time-fractional partial differential equations (TFPDEs), namely, that the dependence on all previous time levels leads to storage requirements that grow…

Numerical Analysis · Mathematics 2026-04-23 Jichun Li , Yangpeng Zhang , Yangwen Zhang

This article studies the problem of decentralized Singular Value Decomposition (d-SVD), which is fundamental in various signal processing applications. Two scenarios are considered depending on the availability of the data matrix under…

Signal Processing · Electrical Eng. & Systems 2025-01-10 Yufan Fan , Marius Pesavento

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

The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…

Machine Learning · Computer Science 2025-04-23 Samuel Wertz , Arnaud Vandaele , Nicolas Gillis