Related papers: Randomized Algorithms for Solving Singular Value D…
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…
Recent years have witnessed intense development of randomized methods for low-rank approximation. These methods target principal component analysis (PCA) and the calculation of truncated singular value decompositions (SVD). The present…
In this paper a vectorized algorithm for simultaneously computing up to eight singular value decompositions (SVDs, each of the form $A=U\Sigma V^{\ast}$) of real or complex matrices of order two is proposed. The algorithm extends to a batch…
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…
This paper considers the problem of updating the rank-k truncated Singular Value Decomposition (SVD) of matrices subject to the addition of new rows and/or columns over time. Such matrix problems represent an important computational kernel…
This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality…
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 this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: ${\min} \|Lx\|$ subject to ${\min} \|Ax - b\|$, where $L$ is a regularization matrix. Our…
RSVDPACK is a library of functions for computing low rank approximations of matrices. The library includes functions for computing standard (partial) factorizations such as the Singular Value Decomposition (SVD), and also so called…
In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach. However, a key practical difficulty of sketching an SVD is that the…
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…
Low-rank approximation of images via singular value decomposition is well-received in the era of big data. However, singular value decomposition (SVD) is only for order-two data, i.e., matrices. It is necessary to flatten a higher order…
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).…
Analyzing complex experimental data with multiple parameters is challenging. We propose using Singular Value Decomposition (SVD) as an effective solution. This method, demonstrated through real experimental data analysis, surpasses…
We investigated some difficulties that students often face when studying linear algebra at the undergraduate level, and identified some common mistakes and difficulties they often encountered when dealing with topics that require…
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…
Singular value decomposition (SVD) is one of the most popular compression methods that approximate a target matrix with smaller matrices. However, standard SVD treats the parameters within the matrix with equal importance, which is a simple…
Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…
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…
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…