Related papers: Randomized dual singular value decomposition
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…
Deep convolutional neural networks have proven to be well suited for image classification applications. However, if there is distortion in the image, the classification accuracy can be significantly degraded, even with state-of-the-art…
A low rank matrix X has been contaminated by uniformly distributed noise, missing values, outliers and corrupt entries. Reconstruction of X from the singular values and singular vectors of the contaminated matrix Y is a key problem in…
Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…
Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…
A fast algorithm for the approximation of a low rank LU decomposition is presented. In order to achieve a low complexity, the algorithm uses sparse random projections combined with FFT-based random projections. The asymptotic approximation…
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…
This work concerns noise reduction for one-dimensional spectra in the case that the signal is corrupted by an additive white noise. The proposed method starts with mapping the noisy spectrum to a partial circulant matrix. In virtue of…
The oriented singular value decomposition (O-SVD) proposed by Zeng and Ng provides a hybrid approach to the t-product based third-order tensor singular value decomposition with the transform matrix being a factor matrix of the higher order…
The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…
We propose the variational quantum singular value decomposition based on encoding the elements of the considered { $N\times N$} matrix into the state of a quantum system of appropriate dimension. This method doesn't use the expansion of…
In this paper, we present fast algorithms for the product of two multivariate polynomials in sparse representation. The bit complexity of our algorithms are studied in detail for various types of coefficients, and we derive new complexity…
With the significant advancement in quantum computation in the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used…
We propose a new hypermatrix singular value decomposition based upon the spectral decomposition of the symmetric products of transposes.
In this paper two ways to compute singular values are presented which use Cholesky decomposition as their basic operation.
Singular value decomposition (SVD) is a widely used technique for dimensionality reduction and computation of basis vectors. In many applications, especially in fluid mechanics and image processing the matrices are dense, but low-rank…
Our goal here is to see the space of matrices of a given size from a geometric and topological perspective, with emphasis on the families of various ranks and how they fit together. We pay special attention to the nearest orthogonal…
Conventional ways to solve optimization problems on low-rank matrix sets which appear in great number of applications ignore its underlying structure of an algebraic variety and existence of singular points. This leads to appearance of…
Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…
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…