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In data analysis, there continues to be a need for interpretable dimensionality reduction methods whereby instrinic meaning associated with the data is retained in the reduced space. Standard approaches such as Principal Component Analysis…

Numerical Analysis · Mathematics 2024-02-13 Maria Emelianenko , Guy B. Oldaker

Graph Representation Learning (GRL) is an upcoming and promising area in recommendation systems. In this paper, we revisit the Singular Value Decomposition (SVD) of adjacency matrix for embedding generation of users and items and use a…

Social and Information Networks · Computer Science 2021-10-08 Amar Budhiraja

Factorizing a large matrix into small matrices is a popular strategy for model compression. Singular value decomposition (SVD) plays a vital role in this compression strategy, approximating a learned matrix with fewer parameters. However,…

Machine Learning · Computer Science 2022-07-04 Yen-Chang Hsu , Ting Hua , Sungen Chang , Qian Lou , Yilin Shen , Hongxia Jin

This paper presents a randomized quaternion singular value decomposition (QSVD) algorithm for low-rank matrix approximation problems, which are widely used in color face recognition, video compression, and signal processing problems. With…

Numerical Analysis · Mathematics 2021-12-28 Qiaohua Liu , Sitao Ling , Zhigang Jia

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…

Methodology · Statistics 2011-12-13 Dan Yang , Zongming Ma , Andreas Buja

An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Numerical Analysis · Computer Science 2018-08-15 Maboud F. Kaloorazi , Rodrigo C. de Lamare

Signal decomposition (SD) approaches aim to decompose non-stationary signals into their constituent amplitude- and frequency-modulated components. This represents an important preprocessing step in many practical signal processing…

Signal Processing · Electrical Eng. & Systems 2022-09-05 Thomas Eriksen , Naveed ur Rehman

We address the problem of data-driven pattern identification and outlier detection in time series. To this end, we use singular value decomposition (SVD) which is a well-known technique to compute a low-rank approximation for an arbitrary…

Methodology · Statistics 2019-03-12 Abdolrahman Khoshrou , Eric J. Pauwels

The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fundamental but expensive tool for tensor computations. In the…

Numerical Analysis · Mathematics 2017-10-25 Benjamin Huber , Reinhold Schneider , Sebastian Wolf

The incremental singular value decomposition (SVD) updates a truncated SVD as new columns arrive, replacing a single large SVD with a sequence of small ones. In floating-point arithmetic, each update multiplies the running singular basis by…

Numerical Analysis · Mathematics 2026-05-05 Yangwen Zhang

We propose an approximation method for thresholding of singular values using Chebyshev polynomial approximation (CPA). Many signal processing problems require iterative application of singular value decomposition (SVD) for minimizing the…

Numerical Analysis · Computer Science 2017-11-22 Masaki Onuki , Shunsuke Ono , Keiichiro Shirai , Yuichi Tanaka

RSVDPACK is a library of functions for computing low rank approximations of matrices. The library includes functions for computing standard (partial) factorizations such as the Singular Value Decomposition (SVD), and also so called…

Numerical Analysis · Mathematics 2016-08-30 Sergey Voronin , Per-Gunnar Martinsson

Big data analysis has become a crucial part of new emerging technologies such as the internet of things, cyber-physical analysis, deep learning, anomaly detection, etc. Among many other techniques, dimensionality reduction plays a key role…

Coupled decompositions are a widely used tool for data fusion. As the volume of data increases, so does the dimensionality of matrices and tensors, highlighting the need for more efficient coupled decomposition algorithms. This paper…

Numerical Analysis · Mathematics 2026-04-22 Erna Begovic , Anita Carevic , Ivana Sain Glibic

This paper presents a new method capable of reconstructing datasets with great precision and very low computational cost using a novel variant of the singular value decomposition (SVD) algorithm that has been named low-cost SVD (lcSVD).…

Computational Engineering, Finance, and Science · Computer Science 2023-11-20 Ashton Hetherington , Soledad Le Clainche

Robust tensor principal component analysis (RTPCA) aims to separate the low-rank and sparse components from multi-dimensional data, making it an essential technique in the signal processing and computer vision fields. Recently emerging…

Computer Vision and Pattern Recognition · Computer Science 2025-01-20 Lanlan Feng , Ce Zhu , Yipeng Liu , Saiprasad Ravishankar , Longxiu Huang

We present two generalisations of Singular Value Decomposition from real-numbered matrices to dual-numbered matrices. We prove that every dual-numbered matrix has both types of SVD. Both of our generalisations are motivated by applications,…

Rings and Algebras · Mathematics 2021-06-10 Ran Gutin

Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse canonical correlation analysis (s-CCA) and sparse singular…

Methodology · Statistics 2020-12-09 Ruiping Liu , Ndeye Niang , Gilbert Saporta , Huiwen Wang

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…

Algebraic Topology · Mathematics 2023-02-23 Jehan Ghafuri , Sabah Jassim

Randomized singular value decomposition (RSVD) is a class of computationally efficient algorithms for computing the truncated SVD of large data matrices. Given an $m \times n$ matrix $\widehat{{\mathbf M}}$, the prototypical RSVD algorithm…

Statistics Theory · Mathematics 2025-05-27 Yichi Zhang , Minh Tang