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In this paper, we show that the SVD of a matrix can be constructed efficiently in a hierarchical approach. Our algorithm is proven to recover the singular values and left singular vectors if the rank of the input matrix $A$ is known.…

Numerical Analysis · Mathematics 2017-01-09 M. A. Iwen , B. W. Ong

The randomized singular value decomposition proposed in [27] has certainly become one of the most well-established randomization-based algorithms in numerical linear algebra. The key ingredient of the entire procedure is the computation of…

Numerical Analysis · Mathematics 2025-08-01 Davide Palitta , Sascha Portaro

We consider the problem of updating the SVD when augmenting a "tall thin" matrix, i.e., a rectangular matrix $A \in \RR^{m \times n}$ with $m \gg n$. Supposing that an SVD of $A$ is already known, and given a matrix $B \in \RR^{m \times…

Numerical Analysis · Mathematics 2018-09-11 Juan Manuel Peña , Tomas Sauer

This paper introduces two methods for verifying the singular values of the structured matrix denoted by $R^{-H}AR^{-1}$, where $R$ is a nonsingular matrix and $A$ is a general nonsingular square matrix. The first of the two methods uses the…

Numerical Analysis · Mathematics 2025-02-17 Takeshi Terao , Yoshitaka Watanabe , Katsuhisa Ozaki

In this paper we introduce the algorithm and the fixed point hardware to calculate the normalized singular value decomposition of a non-symmetric matrices using Givens fast (approximate) rotations. This algorithm only uses the basic…

Numerical Analysis · Computer Science 2017-07-18 Ehsan Rohani , Gwan Choi , Mi Lu

BACKGROUND. Formal demography has a long history of building simple models of age schedules of demographic quantities, e.g. mortality and fertility rates. These are widely used in demographic methods to manipulate whole age schedules using…

Applications · Statistics 2015-04-09 Samuel J. Clark

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…

Numerical Analysis · Mathematics 2026-03-13 Erin Carson , Yuxin Ma , Meiyue Shao

There are two problems need to be dealt with for Non-negative Matrix Factorization (NMF): choose a suitable rank of the factorization and provide a good initialization method for NMF algorithms. This paper aims to solve these two problems…

Machine Learning · Computer Science 2014-10-13 Hanli Qiao

We study the Pareto frontier for two competing norms $\|\cdot\|_X$ and $\|\cdot\|_Y$ on a vector space. For a given vector $c$, the pareto frontier describes the possible values of $(\|a\|_X,\|b\|_Y)$ for a decomposition $c=a+b$. The…

Numerical Analysis · Mathematics 2017-06-01 Harm Derksen

In this note, we report the back propagation formula for complex valued singular value decompositions (SVD). This formula is an important ingredient for a complete automatic differentiation(AD) infrastructure in terms of complex numbers,…

Numerical Analysis · Mathematics 2019-11-07 Zhou-Quan Wan , Shi-Xin Zhang

Despite being highly over-parametrized, and having the ability to fully interpolate the training data, deep networks are known to generalize well to unseen data. It is now understood that part of the reason for this is that the training…

Machine Learning · Computer Science 2023-02-21 Danil Akhtiamov , Babak Hassibi

In this paper we introduce the notion of second-order total generalized variation (TGV) regularization for manifold-valued data in a discrete setting. We provide an axiomatic approach to formalize reasonable generalizations of TGV to the…

Numerical Analysis · Mathematics 2018-09-17 K. Bredies , M. Holler , M. Storath , A. Weinmann

For any real diagonalizable matrix with complex eigenvalues we provide a real, coordinate free decomposition with a clear geometric interpretation.

History and Overview · Mathematics 2022-08-29 Cristobal Arratia

Square matrices of the form $\widetilde{\mathbf{A}} =\mathbf{A} + \mathbf{e}D \mathbf{f}^*$ are considered. An explicit expression for the inverse is given, provided $\widetilde{\mathbf{A}}$ and $D$ are invertible with…

Numerical Analysis · Mathematics 2024-04-08 Sofia Eriksson , Jonas Nordqvist

The computation of the partial generalized singular value decomposition (GSVD) of large-scale matrix pairs can be approached by means of iterative methods based on expanding subspaces, particularly Krylov subspaces. We consider the joint…

Numerical Analysis · Mathematics 2023-05-15 Fernando Alvarruiz , Carmen Campos , Jose E. Roman

Concatenating matrices is a common technique for uncovering shared structures in data through singular value decomposition (SVD) and low-rank approximations. The fundamental question arises: How does the singular value spectrum of the…

Machine Learning · Computer Science 2025-07-01 Maksym Shamrai

We propose a mixed precision Jacobi algorithm for computing the singular value decomposition (SVD) of a dense matrix. After appropriate preconditioning, the proposed algorithm computes the SVD in a lower precision as an initial guess, and…

Numerical Analysis · Mathematics 2025-05-12 Weiguo Gao , Yuxin Ma , Meiyue Shao

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…

Statistical Mechanics · Physics 2017-03-08 Tatsuya Kumamoto , Mao Suzuki , Hiroaki Matsueda

An efficient Singular Value Decomposition (SVD) algorithm is an important tool for distributed and streaming computation in big data problems. It is observed that update of singular vectors of a rank-1 perturbed matrix is similar to a…

Machine Learning · Computer Science 2017-07-27 Ratnik Gandhi , Amoli Rajgor

Support Vector Machines (SVM) have gathered significant acclaim as classifiers due to their successful implementation of Statistical Learning Theory. However, in the context of multiclass and multilabel settings, the reliance on…

Machine Learning · Computer Science 2023-07-19 Sambhav Jain Reshma Rastogi