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In this note, we present an exact solution for the structured singular value (SSV) of rank-one complex matrices with repeated complex full-block uncertainty. A key step in the proof is the use of Von Neumman's trace inequality. Previous…

Fluid Dynamics · Physics 2023-07-06 Talha Mushtaq , Peter Seiler , Maziar S. Hemati

Estimating the size of the modeling error is crucial for robust control. Over the years, numerous metrics have been developed to quantify the model error in a control relevant manner. One of the most important such metrics is the structured…

Systems and Control · Electrical Eng. & Systems 2025-10-01 Margarita A. Guerrero , Braghadeesh Lakshminarayanan , Cristian R. Rojas

A novel method for approximating structured singular values (also known as mu-values) is proposed and investigated. These quantities constitute an important tool in the stability analysis of uncertain linear control systems as well as in…

Numerical Analysis · Mathematics 2016-05-16 Nicola Guglielmi , Mutti-Ur Rehman , Daniel Kressner

We show that the structured singular value of a real matrix with respect to five full complex uncertainty blocks equals its convex upper bound. This is done by formulating the equality conditions as a feasibility SDP and invoking a result…

Optimization and Control · Mathematics 2020-07-14 Olof Troeng

The structured singular value $\mu$ was introduced independently by Doyle and Safanov as a tool for analyzing robustness of system stability and performance in the presence of structured uncertainty in the system parameters. While the…

Optimization and Control · Mathematics 2014-08-05 Joseph A. Ball , Gilbert J. Groenewald , Sanne ter Horst

We present a new, scalable alternative to the structured singular value, which we call $\nu$, provide a convex upper bound, study their properties and compare them to $\ell_1$ robust control. The analysis relies on a novel result on the…

Optimization and Control · Mathematics 2022-04-13 Olle Kjellqvist , John C. Doyle

In this paper, we have developed a parallel branch and bound algorithm which computes the maximal structured singular value $\mu$ without tightly bounding $\mu$ for each frequency and thus significantly reduce the computational complexity.

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

This paper introduces two methods for verifying the singular values of the structured matrix denoted by $R^{-H}AR^{-1}$, where $R$ is a nonsingular matrix and $A$ is a general nonsingular square matrix. The first of the two methods uses the…

Numerical Analysis · Mathematics 2025-02-17 Takeshi Terao , Yoshitaka Watanabe , Katsuhisa Ozaki

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

The singular value decomposition (SVD) is not only a classical theory in matrix computation and analysis, but also is a powerful tool in machine learning and modern data analysis. In this tutorial we first study the basic notion of SVD and…

Machine Learning · Computer Science 2015-10-30 Zhihua Zhang

Concatenating matrices is a common technique for uncovering shared structures in data through singular value decomposition (SVD) and low-rank approximations. The fundamental question arises: How does the singular value spectrum of the…

Machine Learning · Computer Science 2025-07-01 Maksym Shamrai

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

Systems and Control · Computer Science 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez

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 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

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

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 efficient Singular Value Decomposition (SVD) algorithm is an important tool for distributed and streaming computation in big data problems. It is observed that update of singular vectors of a rank-1 perturbed matrix is similar to a…

Machine Learning · Computer Science 2017-07-27 Ratnik Gandhi , Amoli Rajgor

Foundation models have become a dominant paradigm in machine learning, achieving remarkable performance across diverse tasks through large-scale pretraining. However, these models often yield overconfident, uncalibrated predictions. The…

Machine Learning · Computer Science 2026-01-30 Mehmet Ozgur Turkoglu , Dominik J. Mühlematter , Alexander Becker , Konrad Schindler , Helge Aasen

A method to quantify robust performance for situations where structured parameter variations and initial state errors rather than extraneous disturbances are the main performance limiting factors is presented. The approach is based on the…

This work builds upon recent work exploiting the notion of structured singular values to capture nonlinear interactions in the analysis of wall-bounded shear flows. In this context, the structured uncertainty can be interpreted in terms of…

Fluid Dynamics · Physics 2023-03-21 Chang Liu , Yu Shuai , Aishwarya Rath , Dennice F. Gayme
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