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We compared the regular Singular Value Decomposition (SVD), truncated SVD, Krylov method and Randomized PCA, in terms of time and space complexity. It is well-known that Krylov method and Randomized PCA only performs well when k << n, i.e.…

Numerical Analysis · Mathematics 2019-10-15 Xiaocan Li , Shuo Wang , Yinghao Cai

The paper presents a strategy to construct an incremental Singular Value Decomposition (SVD) for time-evolving, spatially 3D discrete data sets. A low memory access procedure for reducing and deploying the snapshot data is presented.…

Mathematical Software · Computer Science 2023-02-21 Niklas Kühl , Hendrik Fischer , Michael Hinze , Thomas Rung

We propose a mixed precision Jacobi algorithm for computing the singular value decomposition (SVD) of a dense matrix. After appropriate preconditioning, the proposed algorithm computes the SVD in a lower precision as an initial guess, and…

Numerical Analysis · Mathematics 2025-05-12 Weiguo Gao , Yuxin Ma , Meiyue Shao

The tensor-train (TT) decomposition is widely used to compress large tensors into a more compact form by exploiting their inherent data structures. A fundamental approach for constructing the TT format is the well-known TT-SVD method, which…

Numerical Analysis · Mathematics 2026-05-26 Yuchao Wang , Maolin Che , Yimin Wei

An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Numerical Analysis · Computer Science 2018-08-15 Maboud F. Kaloorazi , Rodrigo C. de Lamare

Various Neural Networks employ time-consuming matrix operations like matrix inversion. Many such matrix operations are faster to compute given the Singular Value Decomposition (SVD). Previous work allows using the SVD in Neural Networks…

Machine Learning · Computer Science 2020-09-30 Alexander Mathiasen , Frederik Hvilshøj , Jakob Rødsgaard Jørgensen , Anshul Nasery , Davide Mottin

Given multiple time series data, how can we efficiently find latent patterns in an arbitrary time range? Singular value decomposition (SVD) is a crucial tool to discover hidden factors in multiple time series data, and has been used in many…

Numerical Analysis · Computer Science 2018-12-21 Jun-Gi Jang , Dongjin Choi , Jinhong Jung , U Kang

Spectral embedding based on the Singular Value Decomposition (SVD) is a widely used "preprocessing" step in many learning tasks, typically leading to dimensionality reduction by projecting onto a number of dominant singular vectors and…

Machine Learning · Statistics 2015-09-29 Dinesh Ramasamy , Upamanyu Madhow

BACKGROUND. Formal demography has a long history of building simple models of age schedules of demographic quantities, e.g. mortality and fertility rates. These are widely used in demographic methods to manipulate whole age schedules using…

Applications · Statistics 2015-04-09 Samuel J. Clark

Matrix completion is a widely used technique for image inpainting and personalized recommender system, etc. In this work, we focus on accelerating the matrix completion using faster randomized singular value decomposition (rSVD). Firstly,…

Machine Learning · Computer Science 2018-10-17 Xu Feng , Wenjian Yu , Yaohang Li

Higher-order singular value decomposition (HOSVD) is an efficient way for data reduction and also eliciting intrinsic structure of multi-dimensional array data. It has been used in many applications, and some of them involve incomplete…

Numerical Analysis · Mathematics 2016-08-11 Yangyang Xu

Efficiently computing a subset of a correlation matrix consisting of values above a specified threshold is important to many practical applications. Real-world problems in genomics, machine learning, finance other applications can produce…

Computation · Statistics 2016-03-15 James Baglama , Michael Kane , Bryan Lewis , Alex Poliakov

Single-valued hyperlogarithms are generalized to include primitives of differential forms $\mathrm{d} z/(az\overline{z}+bz+c\overline{z}+d)$, $a,b,c,d\in\mathbb{C}$, where $\overline{z}$ is the complex conjugate of the variable…

Mathematical Physics · Physics 2021-11-23 Oliver Schnetz

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

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…

Computation and Language · Computer Science 2022-12-19 Ting Hua , Yen-Chang Hsu , Felicity Wang , Qian Lou , Yilin Shen , Hongxia Jin

Vision-Language Models (VLMs) are integral to tasks such as image captioning and visual question answering, but their high computational cost, driven by large memory footprints and processing time, limits their scalability and real-time…

Machine Learning · Computer Science 2025-10-21 Yutong Wang , Haiyu Wang , Sai Qian Zhang

The joint bidiagonalization(JBD) process is a useful algorithm for the computation of the generalized singular value decomposition(GSVD) of a matrix pair. However, it always suffers from rounding errors, which causes the Lanczos vectors to…

Numerical Analysis · Mathematics 2021-04-13 Zhongxiao Jia , Haibo Li

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

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

The Singular Value Decomposition is a matrix decomposition technique widely used in the analysis of multivariate data, such as complex space-time images obtained in both physical and biological systems. In this paper, we examine the…

Statistical Mechanics · Physics 2009-09-25 A. M. Sengupta , P. P. Mitra