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Streaming anomaly detection requires algorithms that operate under strict constraints: bounded memory, single-pass processing, and constant-time complexity. We present PySAD, a comprehensive Python framework addressing these challenges…

Machine Learning · Computer Science 2025-05-27 Selim F. Yilmaz , Suleyman S. Kozat

This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on…

Optimization and Control · Mathematics 2024-02-29 Xiaowen Li

We present a standalone implementation of a data-deconvolution method based on singular value decomposition. The tool is written in python and packaged in the open-source yonder package. yonder receives as input two matrices, one for the…

Instrumentation and Methods for Astrophysics · Physics 2022-05-30 Peng Chen , Rafael S. de Souza

The generalized singular value decomposition (GSVD) is a valuable tool that has many applications in computational science. However, computing the GSVD for large-scale problems is challenging. Motivated by applications in hyper-differential…

Numerical Analysis · Mathematics 2020-02-10 Arvind K. Saibaba , Joseph Hart , Bart van Bloemen Waanders

Singular Value Decomposition (SVD) is a powerful tool in linear algebra.We propose an extension of SVD for both the qualitative detection and quantitative determination of nonlinearity in a time series. The paper illustrates nonlinear SVD…

Chaotic Dynamics · Physics 2009-02-11 Prabhakar G. Vaidya , Sajini Anand P. S , Nithin Nagaraj

Analyzing complex experimental data with multiple parameters is challenging. We propose using Singular Value Decomposition (SVD) as an effective solution. This method, demonstrated through real experimental data analysis, surpasses…

Data Analysis, Statistics and Probability · Physics 2024-07-24 Judith F. Stein , Aviad Frydman , Richard Berkovits

The generalized singular value decomposition (GSVD, a.k.a. "SVD triplet", "duality diagram" approach) provides a unified strategy and basis to perform nearly all of the most common multivariate analyses (e.g., principal components,…

Mathematical Software · Computer Science 2020-11-19 Derek Beaton

Efficient and fast computation of a tensor singular value decomposition (t-SVD) with a few passes over the underlying data tensor is crucial because of its many potential applications. The current/existing subspace randomized algorithms…

Numerical Analysis · Mathematics 2025-02-10 Salman Ahmadi-Asl , Anh-Huy Phan , Andrzej Cichocki

We develop an Iterative version of the Singular Value Decomposition (ISVD) that jointly analyzes a finite number of data matrices to identify signals that correlate among the rows of matrices. It will be illustrated how the supervised…

Optimization and Control · Mathematics 2016-12-01 Mohsen Rakhshan

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

The Randomized Singular Value Decomposition (RSVD) is a widely used algorithm for efficiently computing low-rank approximations of large matrices, without the need to construct a full-blown SVD. Of interest, of course, is the approximation…

Numerical Analysis · Mathematics 2025-10-09 Danil Akhtiamov , Reza Ghane , Babak Hassibi

In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for…

Statistics Theory · Mathematics 2024-07-09 Anru Zhang , Rungang Han

Singular value decomposition is central to many problems in engineering and scientific fields. Several quantum algorithms have been proposed to determine the singular values and their associated singular vectors of a given matrix. Although…

Quantum Physics · Physics 2021-06-30 Xin Wang , Zhixin Song , Youle Wang

The dynamic mode decomposition (DMD) is a simple and powerful data-driven modeling technique that is capable of revealing coherent spatiotemporal patterns from data. The method's linear algebra-based formulation additionally allows for a…

Singular value decomposition (SVD) has a crucial role in model order reduction. It is often utilized in the offline stage to compute basis functions that project the high-dimensional nonlinear problem into a low-dimensionsl model which is,…

Numerical Analysis · Mathematics 2016-11-09 Alessandro Alla , J. Nathan Kutz

While results visualization is a critical phase to the communication of new academic results, plots are frequently shared without the complete combination of code, input data, execution context and outputs required to independently…

Software Engineering · Computer Science 2026-03-24 Gabriele Padovani , Sandro Fiore

Singular Value Decomposition (SVD) is the basic body of many statistical algorithms and few users question whether SVD is properly handling its job. SVD aims at evaluating the decomposition that best approximates a data matrix, given some…

Applications · Statistics 2007-09-06 William Rey

The recomputability and reproducibility of results from scientific software requires access to both the source code and all associated input and output data. However, the full collection of these resources often does not accompany the key…

Computational Engineering, Finance, and Science · Computer Science 2015-12-24 Christian T. Jacobs , Alexandros Avdis , Gerard J. Gorman , Matthew D. Piggott

Higher order singular value decomposition (HOSVD) is an important tool for analyzing big data in multilinear algebra and machine learning. In this paper, we present two quantum algorithms for HOSVD. Our methods allow one to decompose a…

Quantum Physics · Physics 2020-04-07 Lejia Gu , Xiaoqiang Wang , H. W. Joseph Lee , Guofeng Zhang

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
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