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A well known result from functional analysis states that any compact operator between Hilbert spaces admits a singular value decomposition (SVD). This decomposition is a powerful tool that is the workhorse of many methods both in…

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

Contiguous submatrices of the Fourier matrix are known to be ill-conditioned. In a recent paper in SIAM Review A. Barnett has provided new bounds on the rate of ill-conditioning of the discrete Fourier submatrices. In this paper we focus on…

Numerical Analysis · Mathematics 2022-08-29 Simon Dirckx , Daan Huybrechs , Robbe Ongenae

In this work, we present a mixed precision algorithm that leverages the Gram matrix and Jacobi methods to compute the singular value decomposition (SVD) of tall-and-skinny matrices. By constructing the Gram matrix in higher precision and…

Numerical Analysis · Mathematics 2026-03-13 Erin Carson , Yuxin Ma , Meiyue Shao

In this work, we consider rank-one adaptations $X_{new} = X+ab^T$ of a given matrix $X\in \mathbb{R}^{n\times p}$ with known matrix factorization $X = UW$, where $U\in\mathbb{R}^{n\times p}$ is column-orthogonal, i.e. $U^TU=I$. Arguably the…

Numerical Analysis · Mathematics 2019-03-06 Ralf Zimmermann

We report on phase-shifted holographic interferogram demodulation by singular value decomposition. Numerical processing of optically-acquired interferograms over several modulation periods was performed in two steps : 1- rendering of…

Optics · Physics 2015-05-21 Fernando Lopes , Michael Atlan

Products and coproducts may be recognized as morphisms in a monoidal tensor category of vector spaces. To gain invariant data of these morphisms, we can use singular value decomposition which attaches singular values, ie generalized…

Mathematical Physics · Physics 2007-05-23 Bertfried Fauser

In high-dimensional data processing and data analysis related to dual quaternion statistics, generalized singular value decomposition (GSVD) of a dual quaternion matrix pair is an essential numerical linear algebra tool for an elegant…

Numerical Analysis · Mathematics 2025-11-05 Sitao Ling , Wenxuan Ma , Musheng Wei

Schmidt decomposition of a vector can be understood as writing the singular value decomposition (SVD) in vector form. A vector can be written as a linear combination of tensor product of two dimensional vectors by recursively applying…

Quantum Physics · Physics 2025-08-04 Ammar Daskin

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

An improved PV-reduction method for one-loop integrals with auxiliary vector $R$ has been proposed in \cite{Feng:2021enk,Hu:2021nia}. It has also been shown that the new method is a self-completed method in \cite{Feng:2022uqp}. Analytic…

High Energy Physics - Phenomenology · Physics 2022-08-24 Bo Feng , Chang Hu , Tingfei Li , Yuekai Song

This is an introductory survey, from a geometric perspective, on the Singular Value Decomposition (SVD) for real matrices, focusing on the role of the Terracini Lemma. We extend this point of view to tensors, we define the singular space of…

Algebraic Geometry · Mathematics 2015-03-25 Giorgio Ottaviani , Raffaella Paoletti

Recent work in the field of signal processing has shown that the singular value decomposition of a matrix with entries in certain real algebras can be a powerful tool. In this article we show how to generalise the QR decomposition and SVD…

Rings and Algebras · Mathematics 2015-12-08 Paul Ginzberg , Christiana Mavroyiakoumou

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

In this paper we present an efficient algorithm to compute the eigen decomposition of a matrix that is a weighted sum of the self outer products of vectors such as a covariance matrix of data. A well known algorithm to compute the eigen…

Numerical Analysis · Computer Science 2017-06-08 Youhei Akimoto

We examine holographic renormalization by the singular value decomposition (SVD) of matrix data generated by the Monte Carlo snapshot of the 2D classical Ising model at criticality. To take the continuous limit of the SVD enables us to find…

Statistical Mechanics · Physics 2016-11-03 Hiroaki Matsueda

With the abundance of data in recent years, interesting challenges are posed in the area of recommender systems. Producing high quality recommendations with scalability and performance is the need of the hour. Singular Value…

Machine Learning · Computer Science 2019-07-19 Prasad Bhavana , Vikas Kumar , Vineet Padmanabhan

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

Square matrices of the form $\widetilde{\mathbf{A}} =\mathbf{A} + \mathbf{e}D \mathbf{f}^*$ are considered. An explicit expression for the inverse is given, provided $\widetilde{\mathbf{A}}$ and $D$ are invertible with…

Numerical Analysis · Mathematics 2024-04-08 Sofia Eriksson , Jonas Nordqvist

Singular value decomposition (SVD) is the mathematical basis of principal component analysis (PCA). Together, SVD and PCA are one of the most widely used mathematical formalism/decomposition in machine learning, data mining, pattern…

Machine Learning · Computer Science 2018-04-17 Shuai Zheng , Chris Ding , Feiping Nie

A parallel, blocked, one-sided Hari--Zimmermann algorithm for the generalized singular value decomposition (GSVD) of a real or a complex matrix pair $(F,G)$ is here proposed, where $F$ and $G$ have the same number of columns, and are both…

Numerical Analysis · Mathematics 2021-02-18 Vedran Novaković , Sanja Singer