Related papers: A Power Method for Computing Singular Value Decomp…
This paper evaluates Tucker decomposition and Singular Value Decomposition (SVD) for compressing neuroimaging data. Tucker decomposition preserves multi-dimensional relationships, achieving superior reconstruction fidelity and perceptual…
We demonstrate a novel technique to obtain singular-value decomposition (SVD) of the coupled-cluster triple excitations amplitudes, $t_{ijk}^{abc}$. The presented method is based on the Golub-Kahan bidiagonalisation strategy and does not…
This paper presents the modal truncation and singular value decomposition (SVD) technique as two main algorithms for dynamic model reduction of the power system. The significance and accuracy of the proposed methods are investigated with…
We propose a new hypermatrix singular value decomposition based upon the spectral decomposition of the symmetric products of transposes.
The spectral decomposition of a real skew-symmetric matrix $A$ can be mathematically transformed into a specific structured singular value decomposition (SVD) of $A$. Based on such equivalence, a skew-symmetric Lanczos bidiagonalization…
The singular value decomposition (SVD) is commonly used in applications requiring a low rank matrix approximation. However, the singular vectors cannot be interpreted in terms of the original data. For applications requiring this type of…
We evaluate performance of associative memory in a neural network by based on the singular value decomposition (SVD) of image data stored in the network. We consider the situation in which the original image and its highly coarse-grained…
Sparsity regularization has garnered significant interest across multiple disciplines, including statistics, imaging, and signal processing. Standard techniques for addressing sparsity regularization include iterative soft thresholding…
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…
Variables in many massive high-dimensional data sets are structured, arising for example from measurements on a regular grid as in imaging and time series or from spatial-temporal measurements as in climate studies. Classical multivariate…
Computing eigenvalue decomposition (EVD) of a given linear operator, or finding its leading eigenvalues and eigenfunctions, is a fundamental task in many machine learning and scientific computing problems. For high-dimensional eigenvalue…
We introduce a new method for reconstructing the primordial power spectrum, $P(k)$, directly from observations of the Cosmic Microwave Background (CMB). We employ Singular Value Decomposition (SVD) to invert the radiation perturbation…
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.…
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…
In this paper, we present a natural implementation of singular value decomposition (SVD) and polar decomposition of an arbitrary multivector in nondegenerate real and complexified Clifford geometric algebras of arbitrary dimension and…
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…
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…
In singular value decomposition (SVD) of a complex matrix A, the singular vectors or the eigenvectors of AA{\dag} and A{\dag}A are unique up to complex phase factors. Thus, the two unitary matrices in SVD are unique up to diagonal matrices…
In a Jacobi--Davidson (JD) type method for singular value decomposition (SVD) problems, called JDSVD, a large symmetric and generally indefinite correction equation is solved iteratively at each outer iteration, which constitutes the inner…
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…