Related papers: A symmetrization approach to hypermatrix SVD

Matrix completion is a widely used technique for image inpainting and personalized recommender system, etc. In this work, we focus on accelerating the matrix completion using faster randomized singular value decomposition (rSVD). Firstly,…

Singular Value Decomposition (SVD) is a technique based on linear projection theory, which has been frequently used for data analysis. It constitutes an optimal (in the sense of least squares) decomposition of a matrix in the most relevant…

The singular value decomposition (SVD) is a popular matrix factorization that has been used widely in applications ever since an efficient algorithm for its computation was developed in the 1970s. In recent years, the SVD has become even…

Low-rank regularization-based deep unrolling networks have achieved remarkable success in various inverse imaging problems (IIPs). However, the singular value decomposition (SVD) is non-differentiable when duplicated singular values occur,…

We present an algorithm for low rank decomposition of tensors of any symmetry type, from fully asymmetric to fully symmetric. It recovers the decomposition one summand at a time via the higher-order power method. This approach is known to…

In this paper, we apply the Feature Space Decomposition (FSD) method developed in [LS24, GLS25, LSSW26, ALSS26] to obtain, under fairly general conditions, matching upper and lower bounds for the population excess risk of spectral methods…

The semi-tensor product (STP) of matrices is extended to the STP of hypermatrices. Some basic properties of the STP of matrices are extended to the STP of hypermatrices. The hyperdeterminant of hypersquares is introduced. Some algebraic and…

This paper aims at a better understanding of matrix factorization (MF), factorization machines (FM), and their combination with deep algorithms' application in recommendation systems. Specifically, this paper will focus on Singular Value…

Products and coproducts may be recognized as morphisms in a monoidal tensor category of vector spaces. To gain invariant data of these morphisms, we can use singular value decomposition which attaches singular values, ie generalized…

A parallel, blocked, one-sided Hari--Zimmermann algorithm for the generalized singular value decomposition (GSVD) of a real or a complex matrix pair $(F,G)$ is here proposed, where $F$ and $G$ have the same number of columns, and are both…

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…

The study of chaos and complexity in non-Hermitian quantum systems poses significant challenges due to the emergence of complex eigenvalues in their spectra. Recently, the singular value decomposition (SVD) method was proposed to address…

The need to compute the intersections between a line and a high-order curve or surface arises in a large number of finite element applications. Such intersection problems are easy to formulate but hard to solve robustly. We introduce a…

In this paper, we propose a novel and efficient CNN-based framework that leverages local and global context information for image denoising. Due to the limitations of convolution itself, the CNN-based method is generally unable to construct…

Two methods to decompose block matrices analogous to Singular Matrix Decomposition are proposed, one yielding the so called economy decomposition, and other yielding the full decomposition. This method is devised to avoid handling matrices…

In singular value decomposition (SVD) of a complex matrix A, the singular vectors or the eigenvectors of AA{\dag} and A{\dag}A are unique up to complex phase factors. Thus, the two unitary matrices in SVD are unique up to diagonal matrices…

We provide a new algorithm for the treatment of the deconvolution problem on the sphere which combines the traditional SVD inversion with an appropriate thresholding technique in a well chosen new basis. We establish upper bounds for the…

Low-rank decomposition, particularly Singular Value Decomposition (SVD), is a pivotal technique for mitigating the storage and computational demands of Large Language Models (LLMs). However, prevalent SVD-based approaches overlook the…

We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

Modern data analysis increasingly requires identifying shared latent structure across multiple high-dimensional datasets. A commonly used model assumes that the data matrices are noisy observations of low-rank matrices with a shared…