Related papers: Randomized Symplectic Model Order Reduction for Ha…
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…
The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…
We present a new optimization-based structure-preserving model order reduction (MOR) method for port-Hamiltonian descriptor systems (pH-DAEs) with differentiation index two. Our method is based on a novel parameterization that allows us to…
Symplectic schemes are powerful methods for numerically integrating Hamiltonian systems, and their long-term accuracy and fidelity have been proved both theoretically and numerically. However direct applications of standard symplectic…
We propose new algorithms for singular value decomposition (SVD) of very large-scale matrices based on a low-rank tensor approximation technique called the tensor train (TT) format. The proposed algorithms can compute several dominant…
Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…
We first propose a concise singular value decomposition of dual matrices. Then, the randomized version of the decomposition is presented. It can significantly reduce the computational cost while maintaining the similar accuracy. We analyze…
Many important physical systems can be described as the evolution of a Hamiltonian system, which has the important property of being conservative, that is, energy is conserved throughout the evolution. Physics Informed Neural Networks and…
Updating a truncated Singular Value Decomposition (SVD) is crucial in representation learning, especially when dealing with large-scale data matrices that continuously evolve in practical scenarios. Aligning SVD-based models with fast-paced…
The modal analysis is revisited through the symplectic formalism, what leads to two intertwined eigenproblems. Studying the properties of the solutions, we prove that they form a canonical basis. The method is general and works even if the…
We provide an introduction to POD-MOR with focus on (nonlinear) parametric PDEs and (nonlinear) time-dependent PDEs, and PDE constrained optimization with POD surrogate models as application. We cover the relation of POD and SVD, POD from…
In this paper, we present a class of high order methods to approximate the singular value decomposition of a given complex matrix (SVD). To the best of our knowledge, only methods up to order three appear in the the literature. A first part…
Suppressing vibrations in mechanical systems, usually described by second-order dynamical models, is a challenging task in mechanical engineering in terms of computational resources even nowadays. One remedy is structure-preserving model…
This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes, we have to perform several thousand simulations of the…
The singular value decomposition (SVD) is commonly used in applications requiring a low rank matrix approximation. However, the singular vectors cannot be interpreted in terms of the original data. For applications requiring this type of…
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…
The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD…
In this paper, we consider the model reduction problem of large-scale systems, such as systems obtained through the discretization of partial differential equations. We propose a computationally optimal randomized proper orthogonal…
Model Order Reduction (MOR) can significantly reduce the computational cost of vibroacoustic simulations. While most MOR research focuses on single-domain systems (e.g., structural dynamics or computational fluid mechanics), this work…
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…