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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 a vectorized algorithm for simultaneously computing up to eight singular value decompositions (SVDs, each of the form $A=U\Sigma V^{\ast}$) of real or complex matrices of order two is proposed. The algorithm extends to a batch…

Mathematical Software · Computer Science 2021-01-08 Vedran Novaković

Low-rank approximation of images via singular value decomposition is well-received in the era of big data. However, singular value decomposition (SVD) is only for order-two data, i.e., matrices. It is necessary to flatten a higher order…

Machine Learning · Computer Science 2022-08-26 Liang Liao , Sen Lin , Lun Li , Xiuwei Zhang , Song Zhao , Yan Wang , Xinqiang Wang , Qi Gao , Jingyu Wang

Asymptotic behavior of the singular value decomposition (SVD) of blown up matrices and normalized blown up contingency tables exposed to Wigner-noise is investigated.It is proved that such an m\times n matrix almost surely has a constant…

Probability · Mathematics 2010-01-11 Marianna Bolla , Katalin Friedl , Andras Kramli

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…

Numerical Analysis · Mathematics 2023-08-21 Tong Wei , Weiyang Ding , Yimin Wei

The generalized singular value decomposition (GSVD) of a matrix pair $\{A, L\}$ with $A\in\mathbb{R}^{m\times n}$ and $L\in\mathbb{R}^{p\times n}$ generalizes the singular value decomposition (SVD) of a single matrix. In this paper, we…

Numerical Analysis · Mathematics 2024-04-02 Haibo Li

Singular value decomposition (SVD) is a standard matrix factorization technique that produces optimal low-rank approximations of matrices. It has diverse applications, including machine learning, data science and signal processing. However,…

Mathematical Software · Computer Science 2019-07-16 Vadim Demchik , Miroslav Bačák , Stefan Bordag

This paper provides an advanced mathematical theory of the Generalized Singular Value Decomposition (GSVD) and its applications. We explore the geometry of the GSVD which provides a long sought for ellipse picture which includes a…

Numerical Analysis · Mathematics 2020-11-30 Alan Edelman , Yuyang Wang

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

Singular Value Decomposition (SVD) is the basic body of many statistical algorithms and few users question whether SVD is properly handling its job. SVD aims at evaluating the decomposition that best approximates a data matrix, given some…

Applications · Statistics 2007-09-06 William Rey

We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the…

Machine Learning · Statistics 2019-12-02 Ali Basirat

The singular value decomposition (SVD) of a matrix is a powerful tool for many matrix computation problems. In this paper, we consider generalizing the standard SVD to analyze and compute the regularized solution of linear ill-posed…

Numerical Analysis · Mathematics 2023-12-19 Haibo Li

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

Our world is full of physics-driven data where effective mappings between data manifolds are desired. There is an increasing demand for understanding combined model-based and data-driven methods. We propose a nonlinear, learned singular…

Machine Learning · Computer Science 2020-09-30 Yoeri E. Boink , Christoph Brune

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on…

Optimization and Control · Mathematics 2024-02-29 Xiaowen Li

We present a new formulation of the hyperbolic singular value decomposition (HSVD) for an arbitrary complex (or real) matrix without hyperexchange matrices and redundant invariant parameters. In our formulation, we use only the concept of…

Numerical Analysis · Mathematics 2021-02-17 D. S. Shirokov

Singular value decomposition (SVD) is the mathematical basis of principal component analysis (PCA). Together, SVD and PCA are one of the most widely used mathematical formalism/decomposition in machine learning, data mining, pattern…

Machine Learning · Computer Science 2018-04-17 Shuai Zheng , Chris Ding , Feiping Nie

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…

Information Retrieval · Computer Science 2022-03-22 Yuefeng Zhang

The Randomized Singular Value Decomposition (RSVD) is a widely used algorithm for efficiently computing low-rank approximations of large matrices, without the need to construct a full-blown SVD. Of interest, of course, is the approximation…

Numerical Analysis · Mathematics 2025-10-09 Danil Akhtiamov , Reza Ghane , Babak Hassibi