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SVD (singular value decomposition) is one of the basic tools of machine learning, allowing to optimize basis for a given matrix. However, sometimes we have a set of matrices $\{A_k\}_k$ instead, and would like to optimize a single common…

Machine Learning · Computer Science 2022-04-19 Jarek Duda

The singular value decomposition (SVD) and the principal component analysis are fundamental tools and probably the most popular methods for data dimension reduction. The rapid growth in the size of data matrices has lead to a need for…

Statistics Theory · Mathematics 2020-02-03 Ting-Li Chen , Su-Yun Huang , Weichung Wang

Gradient descent for matrix factorization exhibits an implicit bias toward approximately low-rank solutions. While existing theories often assume the boundedness of iterates, empirically the bias persists even with unbounded sequences. This…

Machine Learning · Computer Science 2025-11-04 Yikun Hou , Suvrit Sra , Alp Yurtsever

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…

High Energy Physics - Phenomenology · Physics 2021-02-26 Howard E. Haber

Matrix completion is one of the key problems in signal processing and machine learning. In recent years, deep-learning-based models have achieved state-of-the-art results in matrix completion. Nevertheless, they suffer from two drawbacks:…

Machine Learning · Computer Science 2018-12-05 Duc Minh Nguyen , Evaggelia Tsiligianni , Nikos Deligiannis

We investigate the problem of factorizing a matrix into several sparse matrices and propose an algorithm for this under randomness and sparsity assumptions. This problem can be viewed as a simplification of the deep learning problem where…

Machine Learning · Computer Science 2014-05-14 Behnam Neyshabur , Rina Panigrahy

Singular Value Decomposition (SVD) and its close relative, Principal Component Analysis (PCA), are well-known linear matrix decomposition techniques that are widely used in applications such as dimension reduction and clustering. However,…

Computer Vision and Pattern Recognition · Computer Science 2021-06-25 Abdolrahman Khoshrou , Eric J. Pauwels

The Singular Value Decomposition (SVD) is one of the most important matrix factorizations, enjoying a wide variety of applications across numerous application domains. In statistics and data analysis, the common applications of SVD such as…

Mathematical Software · Computer Science 2020-09-03 Drew Schmidt

The singular value decomposition (SVD) allows to write a matrix as a product of a left singular vectors matrix, a nonnegative singular values diagonal matrix and a right singular vectors matrix. Among the applications of the SVD are the…

Numerical Analysis · Mathematics 2025-12-09 Doulaye Dembele

The sparse factorization of a large matrix is fundamental in modern statistical learning. In particular, the sparse singular value decomposition and its variants have been utilized in multivariate regression, factor analysis, biclustering,…

Machine Learning · Statistics 2020-03-19 Kun Chen , Ruipeng Dong , Wanwan Xu , Zemin Zheng

While existing algorithms may be used to solve a linear system over a general field in matrix-multiplication time, the complexity of constructing a symmetric triangular factorization (LDL) has received relatively little formal study. The…

Numerical Analysis · Mathematics 2025-06-26 Edgar Solomonik

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

This note discusses an interesting matrix factorization called the CUR Decomposition. We illustrate various viewpoints of this method by comparing and contrasting them in different situations. Additionally, we offer a new characterization…

Numerical Analysis · Mathematics 2019-09-05 Keaton Hamm , Longxiu Huang

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

We consider the factorization of a rectangular matrix $X $ into a positive linear combination of rank-one factors of the form $u v^\top$, where $u$ and $v$ belongs to certain sets $\mathcal{U}$ and $\mathcal{V}$, that may encode specific…

Machine Learning · Computer Science 2013-09-13 Francis Bach

Modern data analysis increasingly requires identifying shared latent structure across multiple high-dimensional datasets. A commonly used model assumes that the data matrices are noisy observations of low-rank matrices with a shared…

Machine Learning · Statistics 2025-07-31 Tavor Z. Baharav , Phillip B. Nicol , Rafael A. Irizarry , Rong Ma

Singular Value Decomposition (SVD) is one of the most useful techniques for analyzing data in linear algebra. SVD decomposes a rectangular real or complex matrix into two orthogonal matrices and one diagonal matrix. In this work we…

Quantum Physics · Physics 2012-07-31 Laszlo Gyongyosi , Sandor Imre

Matrices with off-diagonal decay appear in a variety of fields in mathematics and in numerous applications, such as signal processing, statistics, communications engineering, condensed matter physics, and quantum chemistry. Numerical…

Numerical Analysis · Mathematics 2014-12-04 Ilya Krishtal , Thomas Strohmer , Tim Wertz

Matrix Factorization (MF) has found numerous applications in Machine Learning and Data Mining, including collaborative filtering recommendation systems, dimensionality reduction, data visualization, and community detection. Motivated by the…

Machine Learning · Computer Science 2023-09-26 Ioannis Kordonis , Emmanouil Theodosis , George Retsinas , Petros Maragos

In continuation to our recent work on noncommutative polynomial factorization, we consider the factorization problem for matrices of polynomials and show the following results. (1) Given as input a full rank $d\times d$ matrix $M$ whose…

Computational Complexity · Computer Science 2022-04-01 V. Arvind , Pushkar S. Joglekar