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Learning a dynamical system from input/output data is a fundamental task in the control design pipeline. In the partially observed setting there are two components to identification: parameter estimation to learn the Markov parameters, and…

Optimization and Control · Mathematics 2021-09-08 Han Wang , James Anderson

The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean structure of a data matrix based on the…

Statistics Theory · Mathematics 2014-02-28 Xingdong Feng , Xuming He

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

To analyze the abundance of multidimensional data, tensor-based frameworks have been developed. Traditionally, the matrix singular value decomposition (SVD) is used to extract the most dominant features from a matrix containing the…

Machine Learning · Computer Science 2021-11-02 Katherine Keegan , Tanvi Vishwanath , Yihua Xu

Tensor completion can estimate missing values of a high-order data from its partially observed entries. Recent works show that low rank tensor ring approximation is one of the most powerful tools to solve tensor completion problem. However,…

Numerical Analysis · Mathematics 2021-01-03 Abdul Ahad , Zhen Long , Ce Zhu , Yipeng Liu

We propose an efficient, distributed, out-of-memory implementation of the truncated singular value decomposition (t-SVD) for heterogeneous (CPU+GPU) high performance computing (HPC) systems. Various implementations of SVD have been…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-18 Ismael Boureima , Manish Bhattarai , Maksim E. Eren , Nick Solovyev , Hristo Djidjev , Boian S. Alexandrov

Randomized methods, such as the randomized SVD (singular value decomposition) and Nystr\"om approximation, are an effective way to compute low-rank approximations of large matrices. Motivated by applications to operator learning, Boull\'e…

Numerical Analysis · Mathematics 2026-02-09 Daniel Kressner , David Persson , André Uschmajew

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…

Numerical Analysis · Mathematics 2022-03-24 Chu Ryang Wie

The paper presents a strategy to construct an incremental Singular Value Decomposition (SVD) for time-evolving, spatially 3D discrete data sets. A low memory access procedure for reducing and deploying the snapshot data is presented.…

Mathematical Software · Computer Science 2023-02-21 Niklas Kühl , Hendrik Fischer , Michael Hinze , Thomas Rung

Memristor crossbars enable vector-matrix multiplication (VMM), and are promising for low-power applications. However, it can be difficult to write the memristor conductance values exactly. To improve the accuracy of VMM, we propose a scheme…

Signal Processing · Electrical Eng. & Systems 2025-10-07 Binyu Lu , Matthias Frey , Stark Draper , Jingge Zhu

Bayesian Optimization (BO) has shown great promise for the global optimization of functions that are expensive to evaluate, but despite many successes, standard approaches can struggle in high dimensions. To improve the performance of BO,…

Machine Learning · Computer Science 2022-06-17 Sebastian Ament , Carla Gomes

Estimating singular subspaces from noisy matrices is a fundamental problem with wide-ranging applications across various fields. Driven by the challenges of data integration and multi-view analysis, this study focuses on estimating shared…

Statistics Theory · Mathematics 2024-11-27 Zhengchi Ma , Rong Ma

Truncated singular value decomposition (SVD), also known as the best low-rank matrix approximation, has been successfully applied to many domains such as biology, healthcare, and others, where high-dimensional datasets are prevalent. To…

Optimization and Control · Mathematics 2022-08-09 Yongchun Li , Weijun Xie

Diamond Light Source produces synchrotron radiation by accelerating electrons to relativistic speeds. In order to maximise the intensity of the radiation, vibrations of the electron beam are attenuated by a multi-input multi-output (MIMO)…

Systems and Control · Electrical Eng. & Systems 2023-08-21 Idris Kempf , Paul J. Goulart , Stephen Duncan

Simulations of large scale dynamical systems in multi-query or real-time contexts require efficient surrogate modelling techniques, as e.g. achieved via Model Order Reduction (MOR). Recently, symplectic methods like the complex singular…

Numerical Analysis · Mathematics 2023-03-08 Robin Herkert , Patrick Buchfink , Bernard Haasdonk , Johannes Rettberg , Jörg Fehr

This paper introduces the functional tensor singular value decomposition (FTSVD), a novel dimension reduction framework for tensors with one functional mode and several tabular modes. The problem is motivated by high-order longitudinal data…

Methodology · Statistics 2023-10-27 Rungang Han , Pixu Shi , Anru R. Zhang

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

Deep Convolutional Networks (ConvNets) are fundamental to, besides large-scale visual recognition, a lot of vision tasks. As the primary goal of the ConvNets is to characterize complex boundaries of thousands of classes in a…

Computer Vision and Pattern Recognition · Computer Science 2018-12-03 Zilin Gao , Jiangtao Xie , Qilong Wang , Peihua Li

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…

Computation · Statistics 2016-03-15 James Baglama , Michael Kane , Bryan Lewis , Alex Poliakov

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