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In this letter, we propose a simple yet effective singular value decomposition (SVD) based strategy to reduce the optimization problem dimension in data-enabled predictive control (DeePC). Specifically, in the case of linear time-invariant…

Systems and Control · Electrical Eng. & Systems 2023-10-09 Kaixiang Zhang , Yang Zheng , Chao Shang , Zhaojian Li

In order to compute fast approximations to the singular value decompositions (SVD) of very large matrices, randomized sketching algorithms have become a leading approach. However, a key practical difficulty of sketching an SVD is that the…

Machine Learning · Statistics 2020-03-12 Miles E. Lopes , N. Benjamin Erichson , Michael W. Mahoney

Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…

Computation · Statistics 2019-11-28 N. Benjamin Erichson , Sergey Voronin , Steven L. Brunton , J. Nathan Kutz

With the abundance of data in recent years, interesting challenges are posed in the area of recommender systems. Producing high quality recommendations with scalability and performance is the need of the hour. Singular Value…

Machine Learning · Computer Science 2019-07-19 Prasad Bhavana , Vikas Kumar , Vineet Padmanabhan

This paper presents a new method capable of reconstructing datasets with great precision and very low computational cost using a novel variant of the singular value decomposition (SVD) algorithm that has been named low-cost SVD (lcSVD).…

Computational Engineering, Finance, and Science · Computer Science 2023-11-20 Ashton Hetherington , Soledad Le Clainche

In this paper, we mainly develop the well-known vector and matrix polynomial extrapolation methods in tensor framework. To this end, some new products between tensors are defined and the concept of positive definitiveness is extended for…

Numerical Analysis · Mathematics 2020-04-14 F. P. A. Beik , A. El Ichi , K. Jbilou , R. Sadaka

In this paper we propose an approach to approximate a truncated singular value decomposition of a large structured matrix. By first decomposing the matrix into a sum of Kronecker products, our approach can be used to approximate a large…

Numerical Analysis · Mathematics 2018-04-03 Clarissa Garvey , Chang Meng , James G. Nagy

For linearly constrained least-squares problems that depend on a vector of parameters, this paper proposes techniques for reducing the number of involved optimization variables. After first eliminating equality constraints in a numerically…

Optimization and Control · Mathematics 2020-12-21 Alberto Bemporad , Gionata Cimini

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 (SVD) and its close relative, Principal Component Analysis (PCA), are well-known linear matrix decomposition techniques that are widely used in applications such as dimension reduction and clustering. However,…

Computer Vision and Pattern Recognition · Computer Science 2021-06-25 Abdolrahman Khoshrou , Eric J. Pauwels

A stationary value based algorithm (SVA) is provided to solve the nearest Kronecker product decomposition (KPD) problem of vector form hypermatrices. Using the algorithm successively, the finite sum KPD is also solved. Then the permutation…

Numerical Analysis · Mathematics 2026-03-17 Daizhan Cheng

Eigendecomposition of symmetric matrices is at the heart of many computer vision algorithms. However, the derivatives of the eigenvectors tend to be numerically unstable, whether using the SVD to compute them analytically or using the Power…

Computer Vision and Pattern Recognition · Computer Science 2021-04-09 Wei Wang , Zheng Dang , Yinlin Hu , Pascal Fua , Mathieu Salzmann

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…

Quantum Physics · Physics 2020-04-07 Lejia Gu , Xiaoqiang Wang , H. W. Joseph Lee , Guofeng Zhang

The randomized singular value decomposition proposed in [27] has certainly become one of the most well-established randomization-based algorithms in numerical linear algebra. The key ingredient of the entire procedure is the computation of…

Numerical Analysis · Mathematics 2025-08-01 Davide Palitta , Sascha Portaro

A Cross-Product Free (CPF) Jacobi-Davidson (JD) type method is proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair $(A,B)$. It implicitly solves the mathematically equivalent…

Numerical Analysis · Mathematics 2022-12-14 Jinzhi Huang , Zhongxiao Jia

The incremental singular value decomposition (SVD) updates a truncated SVD as new columns arrive, replacing a single large SVD with a sequence of small ones. In floating-point arithmetic, each update multiplies the running singular basis by…

Numerical Analysis · Mathematics 2026-05-05 Yangwen Zhang

We consider a streaming data model in which n sensors observe individual streams of data, presented in a turnstile model. Our goal is to analyze the singular value decomposition (SVD) of the matrix of data defined implicitly by the stream…

Information Theory · Computer Science 2012-11-05 Anna C. Gilbert , Jae Young Park , Michael B. Wakin

We propose a compression based continual task learning method that can dynamically grow a neural network. Inspired from the recent model compression techniques, we employ compression-aware training and perform low-rank weight approximations…

Computer Vision and Pattern Recognition · Computer Science 2020-09-16 Varigonda Pavan Teja , Priyadarshini Panda

The cross-product matrix-based CJ-FEAST SVDsolver proposed previously by the authors is shown to compute the left singular vector possibly much less accurately than the right singular vector and may be numerically backward unstable when a…

Numerical Analysis · Mathematics 2024-04-22 Zhongxiao Jia , Kailiang Zhang

Deep Neural Networks (DNNs) have encountered an emerging deployment challenge due to large and expensive memory and computation requirements. In this paper, we present a new Adaptive-Rank Singular Value Decomposition (ARSVD) method that…

Machine Learning · Computer Science 2025-05-13 Kalyan Cherukuri , Aarav Lala