Related papers: New Jacobi--Davidson type methods for the large SV…
To analyze the abundance of multidimensional data, tensor-based frameworks have been developed. Traditionally, the matrix singular value decomposition (SVD) is used to extract the most dominant features from a matrix containing the…
We develop an Iterative version of the Singular Value Decomposition (ISVD) that jointly analyzes a finite number of data matrices to identify signals that correlate among the rows of matrices. It will be illustrated how the supervised…
The support vector machine (SVM) is a widely used method for classification. Although many efforts have been devoted to develop efficient solvers, it remains challenging to apply SVM to large-scale problems. A nice property of SVM is that…
This paper discusses clustering and latent semantic indexing (LSI) aspects of the singular value decomposition (SVD). The purpose of this paper is twofold. The first is to give an explanation on how and why the singular vectors can be used…
In 2011, Kilmer and Martin proposed tensor singular value decomposition (T-SVD) for third order tensors. Since then, T-SVD has applications in low rank tensor approximation, tensor recovery, multi-view clustering, multi-view feature…
Higher-order singular value decomposition (HOSVD) is a celebrated tool for tensor data analysis. The sequential HOSVD was recently generalized to the quaternion domain, while a naive quaternion extension of the classical HOSVD% by De…
Higher order singular value decomposition (HOSVD) is an important tool for analyzing big data in multilinear algebra and machine learning. In this paper, we present two quantum algorithms for HOSVD. Our methods allow one to decompose a…
In this paper, we consider robust optimization problems in high dimensions. Because a real-world dataset may contain significant noise or even specially crafted samples from some attacker, we are particularly interested in the optimization…
We consider truncated SVD (or spectral cut-off, projection) estimators for a prototypical statistical inverse problem in dimension $D$. Since calculating the singular value decomposition (SVD) only for the largest singular values is much…
There are two problems need to be dealt with for Non-negative Matrix Factorization (NMF): choose a suitable rank of the factorization and provide a good initialization method for NMF algorithms. This paper aims to solve these two problems…
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…
Efficient and fast computation of a tensor singular value decomposition (t-SVD) with a few passes over the underlying data tensor is crucial because of its many potential applications. The current/existing subspace randomized algorithms…
The deployment of Large Language Models is constrained by the memory and bandwidth demands of static weights and dynamic Key-Value cache. SVD-based compression provides a hardware-friendly solution to reduce these costs. However, existing…
We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the…
Many optimization problems require balancing multiple conflicting objectives. As gradient descent is limited to single-objective optimization, we introduce its direct generalization: Jacobian descent (JD). This algorithm iteratively updates…
Engineering simulations are usually based on complex, grid-based, or mesh-free methods for solving partial differential equations. The results of these methods cover large fields of physical quantities at very many discrete spatial…
An important problem that arises in different areas of science and engineering is that of computing the limits of sequences of vectors $\{\xx_m\}$, where $\xx_m\in \C^N$, $N$ being very large. Such sequences arise, for example, in the…
In this paper a new dictionary learning algorithm for multidimensional data is proposed. Unlike most conventional dictionary learning methods which are derived for dealing with vectors or matrices, our algorithm, named KTSVD, learns a…
Large collections of matrices arise throughout modern machine learning, signal processing, and scientific computing, where they are commonly compressed by concatenation followed by truncated singular value decomposition (SVD). This strategy…
We provide a new algorithm for the treatment of inverse problems which combines the traditional SVD inversion with an appropriate thresholding technique in a well chosen new basis. Our goal is to devise an inversion procedure which has the…