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Related papers: Robust Singular Values based on L1-norm PCA

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By singular value decomposition (SVD) of a numerically singular Hessian matrix and a numerically singular system of linear equations for the experimental data (accumulated in the respective ${\chi ^2}$ function) and constraints, least…

High Energy Physics - Phenomenology · Physics 2014-08-27 Mehrdad Goshtasbpour

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

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

Singular Value Decomposition (SVD) is a technique based on linear projection theory, which has been frequently used for data analysis. It constitutes an optimal (in the sense of least squares) decomposition of a matrix in the most relevant…

Data Analysis, Statistics and Probability · Physics 2015-03-17 Pau Erola , Javier Borge-Holthoefer , Sergio Gomez , Alex Arenas

Singular Value Decomposition (SVD) constitutes a bridge between the linear algebra concepts and multi-layer neural networks---it is their linear analogy. Besides of this insight, it can be used as a good initial guess for the network…

Machine Learning · Computer Science 2019-09-16 Bernhard Bermeitinger , Tomas Hrycej , Siegfried Handschuh

Linear least-squares regression with a "design" matrix A approximates a given matrix B via minimization of the spectral- or Frobenius-norm discrepancy ||AX-B|| over every conformingly sized matrix X. Another popular approximation is…

Methodology · Statistics 2024-04-09 Mark Tygert

We propose an approximation method for thresholding of singular values using Chebyshev polynomial approximation (CPA). Many signal processing problems require iterative application of singular value decomposition (SVD) for minimizing the…

Numerical Analysis · Computer Science 2017-11-22 Masaki Onuki , Shunsuke Ono , Keiichiro Shirai , Yuichi Tanaka

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

This article studies the problem of decentralized Singular Value Decomposition (d-SVD), which is fundamental in various signal processing applications. Two scenarios are considered depending on the availability of the data matrix under…

Signal Processing · Electrical Eng. & Systems 2025-01-10 Yufan Fan , Marius Pesavento

Principal Component Analysis (PCA) via Singular Value Decomposition (SVD) of large datasets is an adaptive exploratory method to uncover natural patterns underlying the data. Several recent applications of the PCA-SVD to event-by-event…

Nuclear Theory · Physics 2023-03-21 Bao-An Li , Jake Richter

We revisit a singular value decomposition (SVD) algorithm given in Chen et al. (2019b) for exploratory Item Factor Analysis (IFA). This algorithm estimates a multidimensional IFA model by SVD and was used to obtain a starting point for…

Methodology · Statistics 2025-01-08 Haoran Zhang , Yunxiao Chen , Xiaoou Li

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

L1-norm Principal-Component Analysis (L1-PCA) of real-valued data has attracted significant research interest over the past decade. However, L1-PCA of complex-valued data remains to date unexplored despite the many possible applications…

Data Structures and Algorithms · Computer Science 2018-05-23 Nicholas Tsagkarakis , Panos P. Markopoulos , Dimitris A. Pados

We study Principal Component Analysis (PCA) in a setting where a part of the corrupting noise is data-dependent and, as a result, the noise and the true data are correlated. Under a bounded-ness assumption on the true data and the noise,…

Information Theory · Computer Science 2017-11-01 Namrata Vaswani , Praneeth Narayanamurthy

We propose an efficient, distributed, out-of-memory implementation of the truncated singular value decomposition (t-SVD) for heterogeneous (CPU+GPU) high performance computing (HPC) systems. Various implementations of SVD have been…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-18 Ismael Boureima , Manish Bhattarai , Maksim E. Eren , Nick Solovyev , Hristo Djidjev , Boian S. Alexandrov

Multiway data are becoming more and more common. While there are many approaches to extending principal component analysis (PCA) from usual data matrices to multiway arrays, their conceptual differences from the usual PCA, and the…

Methodology · Statistics 2023-02-15 Jialin Ouyang , Ming Yuan

Dimensionality reduction is a crucial step for pattern recognition and data mining tasks to overcome the curse of dimensionality. Principal component analysis (PCA) is a traditional technique for unsupervised dimensionality reduction, which…

Machine Learning · Computer Science 2017-05-04 Zan Gao , Guotai Zhang , Feiping Nie , Hua Zhang

Principal Component Analysis (PCA) is one of the most important unsupervised methods to handle high-dimensional data. However, due to the high computational complexity of its eigen decomposition solution, it hard to apply PCA to the…

Machine Learning · Computer Science 2016-03-29 Feiping Nie , Heng Huang

We compare calcium ion signaling ($\mathrm {Ca}^{2+}$) between two exposures; the data are present as movies, or, more prosaically, time series of images. This paper describes novel uses of singular value decompositions (SVD) and weighted…

We evaluate performance of associative memory in a neural network by based on the singular value decomposition (SVD) of image data stored in the network. We consider the situation in which the original image and its highly coarse-grained…

Statistical Mechanics · Physics 2017-03-08 Tatsuya Kumamoto , Mao Suzuki , Hiroaki Matsueda