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In this paper, we develop algorithms for computing the recurrence coefficients corresponding to multiple orthogonal polynomials on the step-line. We reformulate the problem as an inverse eigenvalue problem, which can be solved using…

Numerical Analysis · Mathematics 2026-03-05 Amin Faghih , Michele Rinelli , Marc Van Barel , Raf Vandebril , Robbe Vermeiren

Singular value decomposition is widely used in modal analysis, such as proper orthogonal decomposition and resolvent analysis, to extract key features from complex problems. SVD derivatives need to be computed efficiently to enable the…

Numerical Analysis · Mathematics 2025-05-29 Rohit Kanchi , Sicheng He

Singular value decomposition is central to many problems in engineering and scientific fields. Several quantum algorithms have been proposed to determine the singular values and their associated singular vectors of a given matrix. Although…

Quantum Physics · Physics 2021-06-30 Xin Wang , Zhixin Song , Youle Wang

The Singular Value Decomposition (SVD) of matrices is a widely used tool in scientific computing. In many applications of machine learning, data analysis, signal and image processing, the large datasets are structured into tensors, for…

Numerical Analysis · Mathematics 2023-11-07 Anas El Hachimi , Khalide Jbilou , Mustapha Hached , Ahmed Ratnani

Asymptotic behavior of the singular value decomposition (SVD) of blown up matrices and normalized blown up contingency tables exposed to Wigner-noise is investigated.It is proved that such an m\times n matrix almost surely has a constant…

Probability · Mathematics 2010-01-11 Marianna Bolla , Katalin Friedl , Andras Kramli

The generalized singular value decomposition (GSVD) is a valuable tool that has many applications in computational science. However, computing the GSVD for large-scale problems is challenging. Motivated by applications in hyper-differential…

Numerical Analysis · Mathematics 2020-02-10 Arvind K. Saibaba , Joseph Hart , Bart van Bloemen Waanders

Symplectic ensemble of disordered non-Hermitian Hamiltonians is studied. Starting from a model with an imaginary magnetic field, we derive a proper supermatrix $\sigma $-model. The zero-dimensional version of this model corresponds to a…

Disordered Systems and Neural Networks · Physics 2009-10-31 A. V. Kolesnikov , K. B. Efetov

Krylov quantum diagonalization methods have emerged as a promising use case for quantum computers. However, many existing implementations rely on controlled operations, which pose challenges to near-term quantum hardware. We introduce a…

Quantum Physics · Physics 2025-10-15 Nicola Mariella , Enrique Rico , Adam Byrne , Sergiy Zhuk

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…

Numerical Analysis · Mathematics 2024-08-20 Jinzhi Huang , Zhongxiao Jia

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Numerical Analysis · Mathematics 2014-08-12 Ming Gu

We examine holographic renormalization by the singular value decomposition (SVD) of matrix data generated by the Monte Carlo snapshot of the 2D classical Ising model at criticality. To take the continuous limit of the SVD enables us to find…

Statistical Mechanics · Physics 2016-11-03 Hiroaki Matsueda

We investigate the singular value decomposition of a rectangular matrix that is analytic on the complex unit circumference, which occurs, e.g., with the matrix of transfer functions representing a broadband multiple-input multiple-output…

Numerical Analysis · Mathematics 2023-12-04 Giovanni Barbarino

For large scale electronic structure calculation, the Krylov subspace method is introduced to calculate the one-body density matrix instead of the eigenstates of given Hamiltonian. This method provides an efficient way to extract the…

Materials Science · Physics 2009-11-10 Ryu Takayama , Takeo Hoshi , Takeo Fujiwara

Low-rank approximation of images via singular value decomposition is well-received in the era of big data. However, singular value decomposition (SVD) is only for order-two data, i.e., matrices. It is necessary to flatten a higher order…

Machine Learning · Computer Science 2022-08-26 Liang Liao , Sen Lin , Lun Li , Xiuwei Zhang , Song Zhao , Yan Wang , Xinqiang Wang , Qi Gao , Jingyu Wang

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…

Chemical Physics · Physics 2019-05-03 Michal Lesiuk

The tensor Singular Value Decomposition (t-SVD) for third order tensors that was proposed by Kilmer and Martin~\cite{2011kilmer} has been applied successfully in many fields, such as computed tomography, facial recognition, and video…

Numerical Analysis · Mathematics 2016-09-23 Jiani Zhang , Arvind K. Saibaba , Misha Kilmer , Shuchin Aeron

An enhanced Kogbetliantz method for the singular value decomposition (SVD) of general matrices of order two is proposed. The method consists of three phases: an almost exact prescaling, that can be beneficial to the LAPACK's xLASV2 routine…

Numerical Analysis · Mathematics 2026-02-10 Vedran Novaković

Eigenvalues and eigenvectors of non-Hermitian tridiagonal periodic random matrices are studied by means of the Hatano-Nelson deformation. The deformed spectrum is annular-shaped, with inner radius measured by the complex Thouless formula.…

Mathematical Physics · Physics 2009-09-14 L. G. Molinari , G. N. Lacagnina

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…

Numerical Analysis · Computer Science 2019-05-13 Vinita Vasudevan , M. Ramakrishna

Concatenating matrices is a common technique for uncovering shared structures in data through singular value decomposition (SVD) and low-rank approximations. The fundamental question arises: How does the singular value spectrum of the…

Machine Learning · Computer Science 2025-07-01 Maksym Shamrai