Related papers: Randomized Algorithms for Generalized Singular Val…
We first propose a concise singular value decomposition of dual matrices. Then, the randomized version of the decomposition is presented. It can significantly reduce the computational cost while maintaining the similar accuracy. We analyze…
We propose a CJ-FEAST GSVDsolver to compute a partial generalized singular value decomposition (GSVD) of a large matrix pair $(A,B)$ with the generalized singular values in a given interval. The solver is a highly nontrivial extension of…
Tensor singular value decomposition (t-SVD) is a promising tool for multi-dimensional image representation, which decomposes a multi-dimensional image into a latent tensor and an accompanying transform matrix. However, two critical…
High-dimensional image data often require dimensionality reduction before further analysis. This paper provides a purely analytical comparison of two linear techniques-Principal Component Analysis (PCA) and Singular Value Decomposition…
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…
Low-rank approximation is a task of critical importance in modern science, engineering, and statistics. Many low-rank approximation algorithms, such as the randomized singular value decomposition (RSVD), project their input matrix into a…
RSVDPACK is a library of functions for computing low rank approximations of matrices. The library includes functions for computing standard (partial) factorizations such as the Singular Value Decomposition (SVD), and also so called…
We evaluate performance of associative memory in a neural network by based on the singular value decomposition (SVD) of image data stored in the network. We consider the situation in which the original image and its highly coarse-grained…
It is well known that vision classification models suffer from poor calibration in the face of data distribution shifts. In this paper, we take a geometric approach to this problem. We propose Geometric Sensitivity Decomposition (GSD) which…
Matrix factorizations in dual number algebra, a hypercomplex system, have been applied to kinematics, mechanisms, and other fields recently. We develop an approach to identify spatiotemporal patterns in the brain such as traveling waves…
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…
In many modern data sets, High dimension low sample size (HDLSS) data is prevalent in many fields of studies. There has been an increased focus recently on using machine learning and statistical methods to mine valuable information out of…
The paper presents a strategy to construct an incremental Singular Value Decomposition (SVD) for time-evolving, spatially 3D discrete data sets. A low memory access procedure for reducing and deploying the snapshot data is presented.…
This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…
Dimensionality reduction is an important preprocessing step of the hyperspectral images classification (HSI), it is inevitable task. Some methods use feature selection or extraction algorithms based on spectral and spatial information. In…
Modern deep neural networks (DNNs) often require high memory consumption and large computational loads. In order to deploy DNN algorithms efficiently on edge or mobile devices, a series of DNN compression algorithms have been explored,…
A one-sided Jacobi hyperbolic singular value decomposition (HSVD) algorithm, using a massively parallel graphics processing unit (GPU), is developed. The algorithm also serves as the final stage of solving a symmetric indefinite eigenvalue…
In this work, we present a mixed precision algorithm that leverages the Gram matrix and Jacobi methods to compute the singular value decomposition (SVD) of tall-and-skinny matrices. By constructing the Gram matrix in higher precision and…
In this paper a two-sided, parallel Kogbetliantz-type algorithm for the hyperbolic singular value decomposition (HSVD) of real and complex square matrices is developed, with a single assumption that the input matrix, of order $n$, admits…
In this paper a new dictionary learning algorithm for multidimensional data is proposed. Unlike most conventional dictionary learning methods which are derived for dealing with vectors or matrices, our algorithm, named KTSVD, learns a…