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The Singular Value Decomposition (SVD) of matrices is a widely used tool in scientific computing. In many applications of machine learning, data analysis, signal and image processing, the large datasets are structured into tensors, for…

Numerical Analysis · Mathematics 2023-11-07 Anas El Hachimi , Khalide Jbilou , Mustapha Hached , Ahmed Ratnani

We study bilevel optimization problems where the lower-level problems are strongly convex and have coupled linear constraints. To overcome the potential non-smoothness of the hyper-objective and the computational challenges associated with…

Optimization and Control · Mathematics 2026-02-06 Wei Shen , Jiawei Zhang , Minhui Huang , Cong Shen

This paper presents a post-processing algorithm for training fair neural network regression models that satisfy statistical parity, utilizing an explainable singular value decomposition (SVD) of the weight matrix. We propose a linear…

Machine Learning · Computer Science 2025-04-07 Zhiqun Zuo , Ding Zhu , Mohammad Mahdi Khalili

We present high performance implementations of the QR and the singular value decomposition of a batch of small matrices hosted on the GPU with applications in the compression of hierarchical matrices. The one-sided Jacobi algorithm is used…

Mathematical Software · Computer Science 2017-07-18 Wajih Halim Boukaram , George Turkiyyah , Hatem Ltaief , David E. Keyes

We consider an $\ell_1$-regularized inverse problem where both the forward and regularization operators have a Kronecker product structure. By leveraging this structure, a joint decomposition can be obtained using generalized singular value…

Numerical Analysis · Mathematics 2024-09-04 Brian Sweeney , Malena I. Español , Rosemary Renaut

In this work we demonstrate that SVD-based model reduction techniques known for ordinary differential equations, such as the proper orthogonal decomposition, can be extended to stochastic differential equations in order to reduce the…

Numerical Analysis · Mathematics 2024-02-01 Tomasz M. Tyranowski

We present an alternative method for carrying out a principal-component analysis of Wilson coefficients in standard model effective field theory (SMEFT). The method is based on singular-value decomposition (SVD). The SVD method provides…

High Energy Physics - Phenomenology · Physics 2020-07-03 Geoffrey T. Bodwin , Hee Sok Chung

We present a variational quantum circuit that produces the Singular Value Decomposition of a bipartite pure state. The proposed circuit, that we name Quantum Singular Value Decomposer or QSVD, is made of two unitaries respectively acting on…

Quantum Physics · Physics 2020-06-08 Carlos Bravo-Prieto , Diego García-Martín , José I. Latorre

We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…

Numerical Analysis · Mathematics 2014-11-03 Paul G. Constantine , David F. Gleich , Yangyang Hou , Jeremy Templeton

Solving high-dimensional dynamical systems in multi-query or real-time applications requires efficient surrogate modelling techniques, as e.g., achieved via model order reduction (MOR). If these systems are Hamiltonian systems their…

Numerical Analysis · Mathematics 2024-05-20 Robin Herkert , Patrick Buchfink , Bernard Haasdonk , Johannes Rettberg , Jörg Fehr

Aiming to provide a faster and convenient truncated SVD algorithm for large sparse matrices from real applications (i.e. for computing a few of largest singular values and the corresponding singular vectors), a dynamically shifted power…

Mathematical Software · Computer Science 2024-04-16 Xu Feng , Wenjian Yu , Yuyang Xie , Jie Tang

This work aims to numerically construct exactly commuting matrices close to given almost commuting ones, which is equivalent to the joint approximate diagonalization problem. We first prove that almost commuting matrices generically have…

Numerical Analysis · Mathematics 2023-10-13 Bowen Li , Jianfeng Lu , Ziang Yu

We propose a novel parametric dictionary learning algorithm for line spectral estimation, applicable in both single measurement vector (SMV) and multiple measurement vectors (MMV) scenarios. This algorithm, termed cubic Newtonized K-SVD…

Optimization and Control · Mathematics 2025-05-12 Xiaozhi Liu , Yong Xia

Given a matrix $X$, and two ranks $r_1$ and $r_2$, the Hadamard decomposition (HD) looks for two low-rank matrices, $X_1$ of rank $r_1$ and $X_2$ of rank $r_2$, both of the same size as $X$, such that $X\approx X_1\circ X_2$, where $\circ$…

Optimization and Control · Mathematics 2026-05-29 Nicolas Gillis , Subhayan Saha , Stefano Sicilia , Arnaud Vandaele

In an iterative approach for solving linear systems with ill-conditioned, symmetric positive definite (SPD) kernel matrices, both fast matrix-vector products and fast preconditioning operations are required. Fast (linear-scaling)…

Numerical Analysis · Mathematics 2021-01-13 Xin Xing , Hua Huang , Edmond Chow

We study high-dimensional covariance/precision matrix estimation under the assumption that the covariance/precision matrix can be decomposed into a low-rank component L and a diagonal component D. The rank of L can either be chosen to be…

Methodology · Statistics 2018-02-19 Yilei Wu , Yingli Qin , Mu Zhu

For linearly constrained least-squares problems that depend on a vector of parameters, this paper proposes techniques for reducing the number of involved optimization variables. After first eliminating equality constraints in a numerically…

Optimization and Control · Mathematics 2020-12-21 Alberto Bemporad , Gionata Cimini

We present a simple yet novel parameterized form of linear mapping to achieves remarkable network compression performance: a pseudo SVD called Ternary SVD (TSVD). Unlike vanilla SVD, TSVD limits the $U$ and $V$ matrices in SVD to ternary…

Machine Learning · Computer Science 2023-08-16 Boyu Chen , Hanxuan Chen , Jiao He , Fengyu Sun , Shangling Jui

Recently, tensor singular value decomposition (t-SVD) has emerged as a promising tool for hyperspectral image (HSI) processing. In the t-SVD, there are two key building blocks: (i) the low-rank enhanced transform and (ii) the accompanying…

Computer Vision and Pattern Recognition · Computer Science 2023-08-09 Jiayi Li , Jinyu Xie , Yisi Luo , Xile Zhao , Jianli Wang

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