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This paper considers the problem of updating the rank-k truncated Singular Value Decomposition (SVD) of matrices subject to the addition of new rows and/or columns over time. Such matrix problems represent an important computational kernel…

In this paper we introduce a unified analysis of a large family of variants of proximal stochastic gradient descent ({\tt SGD}) which so far have required different intuitions, convergence analyses, have different applications, and which…

Optimization and Control · Mathematics 2019-05-28 Eduard Gorbunov , Filip Hanzely , Peter Richtárik

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

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

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 oriented singular value decomposition (O-SVD) proposed by Zeng and Ng provides a hybrid approach to the t-product based third-order tensor singular value decomposition with the transform matrix being a factor matrix of the higher order…

Numerical Analysis · Mathematics 2023-02-28 Minghui Ding , Yimin Wei , Pengpeng Xie

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Computation · Statistics 2019-11-28 N. Benjamin Erichson , Sergey Voronin , Steven L. Brunton , J. Nathan Kutz

In this paper, we present a class of high order methods to approximate the singular value decomposition of a given complex matrix (SVD). To the best of our knowledge, only methods up to order three appear in the the literature. A first part…

Numerical Analysis · Mathematics 2023-09-13 Diego Armentano , Jean-Claude Yakoubsohn

The tensor Singular Value Decomposition (t-SVD) for third order tensors that was proposed by Kilmer and Martin~\cite{2011kilmer} has been applied successfully in many fields, such as computed tomography, facial recognition, and video…

Numerical Analysis · Mathematics 2016-09-23 Jiani Zhang , Arvind K. Saibaba , Misha Kilmer , Shuchin Aeron

Spectral embedding based on the Singular Value Decomposition (SVD) is a widely used "preprocessing" step in many learning tasks, typically leading to dimensionality reduction by projecting onto a number of dominant singular vectors and…

Machine Learning · Statistics 2015-09-29 Dinesh Ramasamy , Upamanyu Madhow

Sparsity regularization has garnered significant interest across multiple disciplines, including statistics, imaging, and signal processing. Standard techniques for addressing sparsity regularization include iterative soft thresholding…

Optimization and Control · Mathematics 2025-06-16 Long Li , Liang Ding

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

Simulations of large scale dynamical systems in multi-query or real-time contexts require efficient surrogate modelling techniques, as e.g. achieved via Model Order Reduction (MOR). Recently, symplectic methods like the complex singular…

Numerical Analysis · Mathematics 2023-03-08 Robin Herkert , Patrick Buchfink , Bernard Haasdonk , Johannes Rettberg , Jörg Fehr

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

We compared the regular Singular Value Decomposition (SVD), truncated SVD, Krylov method and Randomized PCA, in terms of time and space complexity. It is well-known that Krylov method and Randomized PCA only performs well when k << n, i.e.…

Numerical Analysis · Mathematics 2019-10-15 Xiaocan Li , Shuo Wang , Yinghao Cai

A well known result from functional analysis states that any compact operator between Hilbert spaces admits a singular value decomposition (SVD). This decomposition is a powerful tool that is the workhorse of many methods both in…

Functional Analysis · Mathematics 2022-03-25 Mazen Ali , Anthony Nouy

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

Higher-order tensor decompositions are analogous to the familiar Singular Value Decomposition (SVD), but they transcend the limitations of matrices (second-order tensors). SVD is a powerful tool that has achieved impressive results in…

Machine Learning · Computer Science 2007-11-14 Peter D. Turney

Dimension reduction is often needed in the area of data mining. The goal of these methods is to map the given high-dimensional data into a low-dimensional space preserving certain properties of the initial data. There are two kinds of…

Numerical Analysis · Mathematics 2015-03-23 Yanlai Chen

This paper presents a randomized quaternion singular value decomposition (QSVD) algorithm for low-rank matrix approximation problems, which are widely used in color face recognition, video compression, and signal processing problems. With…

Numerical Analysis · Mathematics 2021-12-28 Qiaohua Liu , Sitao Ling , Zhigang Jia