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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…

The randomized singular value decomposition (SVD) has become a popular approach to computing cheap, yet accurate, low-rank approximations to matrices due to its efficiency and strong theoretical guarantees. Recent work by Boull\'e and…

Numerical Analysis · Mathematics 2024-12-10 David Persson , Nicolas Boullé , Daniel Kressner

In spherical surface wave tomography, one measures the integrals of a function defined on the sphere along great circle arcs. This forms a generalization of the Funk--Radon transform, which assigns to a function its integrals along full…

Numerical Analysis · Mathematics 2018-08-13 Ralf Hielscher , Daniel Potts , Michael Quellmalz

The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fundamental but expensive tool for tensor computations. In the…

Numerical Analysis · Mathematics 2017-10-25 Benjamin Huber , Reinhold Schneider , Sebastian Wolf

This paper presents a post-processing algorithm for training fair neural network regression models that satisfy statistical parity, utilizing an explainable singular value decomposition (SVD) of the weight matrix. We propose a linear…

Machine Learning · Computer Science 2025-04-07 Zhiqun Zuo , Ding Zhu , Mohammad Mahdi Khalili

The singular value decomposition (SVD) and the principal component analysis are fundamental tools and probably the most popular methods for data dimension reduction. The rapid growth in the size of data matrices has lead to a need for…

Statistics Theory · Mathematics 2020-02-03 Ting-Li Chen , Su-Yun Huang , Weichung Wang

Modern data analysis increasingly requires identifying shared latent structure across multiple high-dimensional datasets. A commonly used model assumes that the data matrices are noisy observations of low-rank matrices with a shared…

Machine Learning · Statistics 2025-07-31 Tavor Z. Baharav , Phillip B. Nicol , Rafael A. Irizarry , Rong Ma

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…

Numerical Analysis · Mathematics 2016-02-11 Namgil Lee , Andrzej Cichocki

We address the reduction to compact band forms, via unitary similarity transformations, for the solution of symmetric eigenvalue problems and the computation of the singular value decomposition (SVD). Concretely, in the first case we…

Mathematical Software · Computer Science 2017-11-07 Rafael Rodríguez-Sánchez , Sandra Catalán , José R. Herrero , Enrique S. Quintana-Ortí , Andrés E. Tomás

We apply the truncated singular value decomposition (SVD) to extract the underlying 2D correlation functions from small-angle scattering patterns. We test the approach by transforming the simulated data of ellipsoidal particles and show…

Data Analysis, Statistics and Probability · Physics 2019-09-11 Philipp Bender , Dominika Zákutná , Sabrina Disch , Lourdes Marcano , Diego Alba Venero , Dirk Honecker

Learning a dynamical system from input/output data is a fundamental task in the control design pipeline. In the partially observed setting there are two components to identification: parameter estimation to learn the Markov parameters, and…

Optimization and Control · Mathematics 2021-09-08 Han Wang , James Anderson

Higher-order tensor decompositions are analogous to the familiar Singular Value Decomposition (SVD), but they transcend the limitations of matrices (second-order tensors). SVD is a powerful tool that has achieved impressive results in…

Machine Learning · Computer Science 2007-11-14 Peter D. Turney

We present a generalisation of the pseudoinverse operation to pairs of matrices, as opposed to single matrices alone. We note the fact that the Singular Value Decomposition can be used to compute the ordinary Moore-Penrose pseudoinverse. We…

Rings and Algebras · Mathematics 2021-12-07 Ran Gutin

Singular Value Decomposition can be considered as an effective method for Signal Processing/especially data compression. In this short paper we investigate the application of SVD to predict data equation from data. The method is similar to…

Chaotic Dynamics · Physics 2007-05-23 Prabhakar G. Vaidya , P. S. Sajini Anand

An emerging and challenging area in mathematical control theory called Ensemble Control encompasses a class of problems that involves the guidance of an uncountably infinite collection of structurally identical dynamical systems, which are…

Optimization and Control · Mathematics 2012-05-29 Anatoly Zlotnik , Jr-Shin Li

In real-world scenarios, complex data such as multispectral images and multi-frame videos inherently exhibit robust low-rank property. This property is vital for multi-dimensional inverse problems, such as tensor completion, spectral…

Computer Vision and Pattern Recognition · Computer Science 2024-12-17 Xiangming Wang , Haijin Zeng , Jiaoyang Chen , Sheng Liu , Yongyong Chen , Guoqing Chao

We compute the partition function of a massive free boson in a square lattice using a tensor network algorithm. We introduce a singular value decomposition (SVD) of continuous matrices that leads to very accurate numerical results. It is…

Statistical Mechanics · Physics 2019-11-13 Manuel Campos , German Sierra , Esperanza Lopez

The eigenvalue decomposition (EVD) of (a batch of) Hermitian matrices of order two has a role in many numerical algorithms, of which the one-sided Jacobi method for the singular value decomposition (SVD) is the prime example. In this paper…

Numerical Analysis · Mathematics 2023-10-31 Vedran Novaković

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

Dealing with zero singular values can be quite challenging, as they have the potential to cause numerous numerical difficulties. This paper presents a method for computing the singular value decomposition (SVD) of a nonnegative bidiagonal…

Numerical Analysis · Mathematics 2025-10-14 Rong Huang , Jungong Xue
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