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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

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

Higher-order tensor decompositions are analogous to the familiar Singular Value Decomposition (SVD), but they transcend the limitations of matrices (second-order tensors). SVD is a powerful tool that has achieved impressive results in…

Machine Learning · Computer Science 2007-11-14 Peter D. Turney

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

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

SVD serves as an exploratory tool in identifying the dominant features in the form of top rank-r singular factors corresponding to the largest singular values. For Big Data applications it is well known that Singular Value Decomposition…

Machine Learning · Computer Science 2021-04-30 Gurpreet Singh , Soumyajit Gupta

We present a cost-reduced approach for the distinguishable cluster approximation to coupled cluster with singles, doubles and iterative triples (DC-CCSDT) based on a tensor decomposition of the triples amplitudes. The triples amplitudes and…

Chemical Physics · Physics 2025-03-07 Charlotte Rickert , Denis Usvyat , Daniel Kats

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

Tensor decomposition has been widely used in machine learning and high-volume data analysis. However, large-scale tensor factorization often consumes huge memory and computing cost. Meanwhile, modernized computing hardware such as tensor…

Optimization and Control · Mathematics 2022-09-12 Zi Yang , Junnan Shan , Zheng Zhang

This paper presents the modal truncation and singular value decomposition (SVD) technique as two main algorithms for dynamic model reduction of the power system. The significance and accuracy of the proposed methods are investigated with…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Mohammad Khatibi , Fatemeh Rahmani , Tanushree Agarwal

The randomized singular value decomposition (RSVD) is by now a well established technique for efficiently computing an approximate singular value decomposition of a matrix. Building on the ideas that underpin the RSVD, the recently proposed…

Mathematical Software · Computer Science 2021-04-14 N. Heavner , F. D. Igual , G. Quintana-Ortí , P. G. Martinsson

The Tucker decomposition generalizes the notion of Singular Value Decomposition (SVD) to tensors, the higher dimensional analogues of matrices. We study the problem of constructing the Tucker decomposition of sparse tensors on distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-22 Venkatesan T. Chakaravarthy , Jee W. Choi , Douglas J. Joseph , Prakash Murali , Shivmaran S. Pandian , Yogish Sabharwal , Dheeraj Sreedhar

Distributed-memory implementations of numerical optimization algorithm, such as stochastic gradient descent (SGD), require interprocessor communication at every iteration of the algorithm. On modern distributed-memory clusters where…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-14 Aditya Devarakonda , Ramakrishnan Kannan

This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated…

Numerical Analysis · Mathematics 2023-03-22 Maolin Che , Yimin Wei , Hong Yan

This article introduces a novel methodology that integrates singular value decomposition (SVD) with a shallow linear neural network for forecasting high resolution fluid mechanics data. The method, termed LC-SVD-DLinear, combines a low-cost…

Fluid Dynamics · Physics 2024-11-27 Ashton Hetherington , Javier López Leonés , Soledad Le Clainche

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

Large language models (LLMs) have demonstrated impressive capabilities in a wide range of downstream natural language processing tasks. Nevertheless, their considerable sizes and memory demands hinder practical deployment, underscoring the…

Computation and Language · Computer Science 2026-03-17 Haolei Bai , Siyong Jian , Tuo Liang , Yu Yin , Huan Wang

Singular Value Decomposition (SVD) is a well studied research topic in many fields and applications from data mining to image processing. Data arising from these applications can be represented as a matrix where it is large and sparse. Most…

Machine Learning · Computer Science 2020-09-22 Resul Tugay , Sule Gunduz Oguducu

This paper presents a portable, GPU-accelerated implementation of a QR-based singular value computation algorithm in Julia. The singular value ecomposition (SVD) is a fundamental numerical tool in scientific computing and machine learning,…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-11 Evelyne Ringoot , Rabab Alomairy , Valentin Churavy , Alan Edelman

Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…

Machine Learning · Computer Science 2019-08-01 Zheng Li , Shi Shu