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In this paper, we present a class of high order methods to approximate the singular value decomposition of a given complex matrix (SVD). To the best of our knowledge, only methods up to order three appear in the the literature. A first part…

Numerical Analysis · Mathematics 2023-09-13 Diego Armentano , Jean-Claude Yakoubsohn

Matrix factorizations in dual number algebra, a hypercomplex system, have been applied to kinematics, mechanisms, and other fields recently. We develop an approach to identify spatiotemporal patterns in the brain such as traveling waves…

Numerical Analysis · Mathematics 2023-08-21 Tong Wei , Weiyang Ding , Yimin Wei

We construct fast, structure-preserving iterations for computing the sign decomposition of a unitary matrix $A$ with no eigenvalues equal to $\pm i$. This decomposition factorizes $A$ as the product of an involutory matrix $S =…

Numerical Analysis · Mathematics 2020-11-26 Evan S. Gawlik

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

In this paper, we present a fast implementation of the Singular Value Thresholding (SVT) algorithm for matrix completion. A rank-revealing randomized singular value decomposition (R3SVD) algorithm is used to adaptively carry out partial…

Numerical Analysis · Computer Science 2017-04-20 Yaohang Li , Wenjian Yu

In this paper a two-sided, parallel Kogbetliantz-type algorithm for the hyperbolic singular value decomposition (HSVD) of real and complex square matrices is developed, with a single assumption that the input matrix, of order $n$, admits…

Numerical Analysis · Mathematics 2022-05-10 Vedran Novaković , Sanja Singer

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

Eigendecomposition of symmetric matrices is at the heart of many computer vision algorithms. However, the derivatives of the eigenvectors tend to be numerically unstable, whether using the SVD to compute them analytically or using the Power…

Computer Vision and Pattern Recognition · Computer Science 2021-04-09 Wei Wang , Zheng Dang , Yinlin Hu , Pascal Fua , Mathieu Salzmann

The higher-order generalized singular value decomposition (HO-GSVD) is a matrix factorization technique that extends the GSVD to $N \ge 2$ data matrices, and can be used to identify shared subspaces in multiple large-scale datasets with…

Numerical Analysis · Mathematics 2022-06-22 Idris Kempf , Paul J. Goulart , Stephen R. Duncan

Under certain conditions, an element of a tensor product space can be identified with a compact operator and the singular value decomposition (SVD) applies to the latter. These conditions are not fulfilled in Sobolev spaces. In the previous…

Functional Analysis · Mathematics 2022-03-25 Mazen Ali , Anthony Nouy

We compared the regular Singular Value Decomposition (SVD), truncated SVD, Krylov method and Randomized PCA, in terms of time and space complexity. It is well-known that Krylov method and Randomized PCA only performs well when k << n, i.e.…

Numerical Analysis · Mathematics 2019-10-15 Xiaocan Li , Shuo Wang , Yinghao Cai

Dealing with zero singular values can be quite challenging, as they have the potential to cause numerous numerical difficulties. This paper presents a method for computing the singular value decomposition (SVD) of a nonnegative bidiagonal…

Numerical Analysis · Mathematics 2025-10-14 Rong Huang , Jungong Xue

The tensor Singular Value Decomposition (t-SVD) for third order tensors that was proposed by Kilmer and Martin~\cite{2011kilmer} has been applied successfully in many fields, such as computed tomography, facial recognition, and video…

Numerical Analysis · Mathematics 2016-09-23 Jiani Zhang , Arvind K. Saibaba , Misha Kilmer , Shuchin Aeron

The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…

Machine Learning · Statistics 2024-02-16 Sangil Han , Kyoowon Kim , Sungkyu Jung

This chapter describes gene expression analysis by Singular Value Decomposition (SVD), emphasizing initial characterization of the data. We describe SVD methods for visualization of gene expression data, representation of the data using a…

Biological Physics · Physics 2007-05-23 Michael E. Wall , Andreas Rechtsteiner , Luis M. Rocha

We present an alternative method for carrying out a principal-component analysis of Wilson coefficients in standard model effective field theory (SMEFT). The method is based on singular-value decomposition (SVD). The SVD method provides…

High Energy Physics - Phenomenology · Physics 2020-07-03 Geoffrey T. Bodwin , Hee Sok Chung

In this paper we present a mixed EIM-SVD tensor decomposition for bivariate functions. This method is composed, as its name suggests, of two main steps. The first one, provides an approximate representation of a function $f$ in separate…

Numerical Analysis · Mathematics 2017-11-07 Florian De Vuyst , Asma Toumi

Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate…

Methodology · Statistics 2012-03-14 Genevera I. Allen , Logan Grosenick , Jonathan Taylor

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 oriented singular value decomposition (O-SVD) proposed by Zeng and Ng provides a hybrid approach to the t-product based third-order tensor singular value decomposition with the transform matrix being a factor matrix of the higher order…

Numerical Analysis · Mathematics 2023-02-28 Minghui Ding , Yimin Wei , Pengpeng Xie