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Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences such as finance. Since SDEs rarely admit analytical…

Quantum Physics · Physics 2021-05-26 Kenji Kubo , Yuya O. Nakagawa , Suguru Endo , Shota Nagayama

Singular value decomposition is widely used in modal analysis, such as proper orthogonal decomposition and resolvent analysis, to extract key features from complex problems. SVD derivatives need to be computed efficiently to enable the…

Numerical Analysis · Mathematics 2025-05-29 Rohit Kanchi , Sicheng He

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

In this paper, we propose a general framework for tensor singular value decomposition (tensor SVD), which focuses on the methodology and theory for extracting the hidden low-rank structure from high-dimensional tensor data. Comprehensive…

Statistics Theory · Mathematics 2020-01-09 Anru Zhang , Dong Xia

The Singular Value Decomposition (SVD) is one of the most important matrix factorizations, enjoying a wide variety of applications across numerous application domains. In statistics and data analysis, the common applications of SVD such as…

Mathematical Software · Computer Science 2020-09-03 Drew Schmidt

We present a variational quantum circuit that produces the Singular Value Decomposition of a bipartite pure state. The proposed circuit, that we name Quantum Singular Value Decomposer or QSVD, is made of two unitaries respectively acting on…

Quantum Physics · Physics 2020-06-08 Carlos Bravo-Prieto , Diego García-Martín , José I. Latorre

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

This paper narrows the gap between previous literature on quantum linear algebra and practical data analysis on a quantum computer, formalizing quantum procedures that speed-up the solution of eigenproblems for data representations in…

Quantum Physics · Physics 2022-08-09 Armando Bellante , Alessandro Luongo , Stefano Zanero

Sample-based quantum diagonalization (SQD) is an algorithm for hybrid quantum-classical molecular simulation that has been of broad interest for application with noisy intermediate scale quantum (NISQ) devices. However, SQD does not always…

Quantum Physics · Physics 2025-12-05 L. Andrew Wray , Cheng-Ju Lin , Vincent Su , Hrant Gharibyan

We address the problem of data-driven pattern identification and outlier detection in time series. To this end, we use singular value decomposition (SVD) which is a well-known technique to compute a low-rank approximation for an arbitrary…

Methodology · Statistics 2019-03-12 Abdolrahman Khoshrou , Eric J. Pauwels

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

Realizing non-unitary transformations on unitary-gate based quantum devices is critically important for simulating a variety of physical problems including open quantum systems and subnormalized quantum states. We present a dilation based…

The study of chaos and complexity in non-Hermitian quantum systems poses significant challenges due to the emergence of complex eigenvalues in their spectra. Recently, the singular value decomposition (SVD) method was proposed to address…

High Energy Physics - Theory · Physics 2025-05-26 Matteo Baggioli , Kyoung-Bum Huh , Hyun-Sik Jeong , Xuhao Jiang , Keun-Young Kim , Juan F. Pedraza

Memory and network bandwidth are decisive bottlenecks when handling high-resolution multidimensional data sets in visualization applications, and they increasingly demand suitable data compression strategies. We introduce a novel lossy…

Graphics · Computer Science 2019-03-12 Rafael Ballester-Ripoll , Peter Lindstrom , Renato Pajarola

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

Big data analysis has become a crucial part of new emerging technologies such as the internet of things, cyber-physical analysis, deep learning, anomaly detection, etc. Among many other techniques, dimensionality reduction plays a key role…

In light of today's massive data processing, digital computers are reaching fundamental performance limits due to physical limitations and energy consumption. For specific applications, tailored analog systems offer promising alternatives…

Numerical Analysis · Mathematics 2026-02-24 Johannes Maly , Korbinian Neuner , Samarth Vadia

Quantum computers now show the promise of surpassing any possible classical machine. However, errors limit this ability and current machines do not have the ability to implement error correcting codes due to the limited number of qubits and…

Quantum Physics · Physics 2023-09-26 Zhao-Ming Wang , Feng-Hua Ren , Mark S. Byrd , Lian-Ao Wu

The randomized singular value decomposition (R-SVD) is a popular sketching-based algorithm for efficiently computing the partial SVD of a large matrix. When the matrix is low-rank, the R-SVD produces its partial SVD exactly; but when the…

Information Theory · Computer Science 2023-07-07 Elad Romanov

Singular value decomposition (SVD) has a crucial role in model order reduction. It is often utilized in the offline stage to compute basis functions that project the high-dimensional nonlinear problem into a low-dimensionsl model which is,…

Numerical Analysis · Mathematics 2016-11-09 Alessandro Alla , J. Nathan Kutz