Related papers: Generalisations of Singular Value Decomposition to…
In this paper we propose an approach to approximate a truncated singular value decomposition of a large structured matrix. By first decomposing the matrix into a sum of Kronecker products, our approach can be used to approximate a large…
This paper aims to develop a simple procedure to reduce and control the condition number of random matrices, and investigate the effect on the persistent homology (PH) of point clouds of well- and ill-conditioned matrices. For a square…
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…
We propose new iterative methods for computing nontrivial extremal generalized singular values and vectors. The first method is a generalized Davidson-type algorithm and the second method employs a multidirectional subspace expansion…
Dual complex numbers can represent rigid body motion in 2D spaces. Dual complex matrices are linked with screw theory, and have potential applications in various areas. In this paper, we study low rank approximation of dual complex…
In the Density Matrix Renormalization Group (DMRG), multiple states must be included in the density matrix when properties beyond ground state are needed, including temperature dependence, time evolution, and frequency-resolved response…
In this work we consider generic losses of rank for complex valued matrix functions depending on two parameters. We give theoretical results that characterize parameter regions where these losses of rank occur. Our main results consist in…
The success of matrix factorizations such as the singular value decomposition (SVD) has motivated the search for even more factorizations. We catalog 53 matrix factorizations, most of which we believe to be new. Our systematic approach,…
A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…
Although the vectorization operation is known and well-defined, it is only defined for 2-D matrices, and its inverse isn't as well-popularized. This work proposes to generalize the vectorization to higher dimensions, and define…
A matrix of analytic functions A(z), such as the matrix of transfer functions in a multiple-input multiple-output (MIMO) system, generally admits an analytic singular value decomposition (SVD), where the singular values themselves are…
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…
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 singular value matrix decomposition plays a ubiquitous role throughout statistics and related fields. Myriad applications including clustering, classification, and dimensionality reduction involve studying and exploiting the geometric…
We give formulae for first and second derivatives of generalized eigenvalues/eigenvectors of symmetric matrices and generalized singular values/singular vectors of rectangular matrices when the matrices are linear or nonlinear functions of…
In addition to the diagonalization of a normal matrix by a unitary similarity transformation, there are two other types of diagonalization procedures that sometimes arise in quantum theory applications -- the singular value decomposition…
The generalized singular value decomposition (GSVD) is a powerful tool for solving discrete ill-posed problems. In this paper, we propose a two-sided uniformly randomized GSVD algorithm for solving the large-scale discrete ill-posed problem…
Efficiently computing a subset of a correlation matrix consisting of values above a specified threshold is important to many practical applications. Real-world problems in genomics, machine learning, finance other applications can produce…
Singular Value Decomposition (SVD) has recently emerged as a new paradigm for processing different types of images. SVD is an attractive algebraic transform for image processing applications. The paper proposes an experimental survey for…
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…