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Singular Value Decomposition (SVD) is a powerful tool for multivariate analysis. However, independent computation of the SVD for each sample taken from a bandlimited matrix random process will result in singular value sample paths whose…

Statistics Theory · Mathematics 2007-06-13 D. W. Browne , M. W. Browne , M. P. Fitz

The sparse factorization of a large matrix is fundamental in modern statistical learning. In particular, the sparse singular value decomposition and its variants have been utilized in multivariate regression, factor analysis, biclustering,…

Machine Learning · Statistics 2020-03-19 Kun Chen , Ruipeng Dong , Wanwan Xu , Zemin Zheng

The selection of most informative and discriminative features from high-dimensional data has been noticed as an important topic in machine learning and data engineering. Using matrix factorization-based techniques such as nonnegative matrix…

Machine Learning · Computer Science 2022-10-04 Amir Moslemi , Arash Ahmadian

This paper presents a randomized quaternion singular value decomposition (QSVD) algorithm for low-rank matrix approximation problems, which are widely used in color face recognition, video compression, and signal processing problems. With…

Numerical Analysis · Mathematics 2021-12-28 Qiaohua Liu , Sitao Ling , Zhigang Jia

The randomized singular value decomposition (SVD) is a popular and effective algorithm for computing a near-best rank $k$ approximation of a matrix $A$ using matrix-vector products with standard Gaussian vectors. Here, we generalize the…

Numerical Analysis · Mathematics 2022-01-24 Nicolas Boullé , Alex Townsend

Memristor crossbars enable vector-matrix multiplication (VMM), and are promising for low-power applications. However, it can be difficult to write the memristor conductance values exactly. To improve the accuracy of VMM, we propose a scheme…

Signal Processing · Electrical Eng. & Systems 2025-10-07 Binyu Lu , Matthias Frey , Stark Draper , Jingge Zhu

Updating a truncated Singular Value Decomposition (SVD) is crucial in representation learning, especially when dealing with large-scale data matrices that continuously evolve in practical scenarios. Aligning SVD-based models with fast-paced…

Numerical Analysis · Mathematics 2024-01-19 Haoran Deng , Yang Yang , Jiahe Li , Cheng Chen , Weihao Jiang , Shiliang Pu

This paper proposes a scalable binary CUR low-rank approximation algorithm that leverages parallel selection of representative rows and columns within a deterministic framework. By employing a blockwise adaptive cross approximation…

Numerical Analysis · Mathematics 2025-03-05 Bowen Su

Singular Value Decomposition (and Principal Component Analysis) is one of the most widely used techniques for dimensionality reduction: successful and efficiently computable, it is nevertheless plagued by a well-known, well-documented…

Machine Learning · Computer Science 2011-01-04 Huan Xu , Constantine Caramanis , Sujay Sanghavi

Singular value decomposition (SVD) is the mathematical basis of principal component analysis (PCA). Together, SVD and PCA are one of the most widely used mathematical formalism/decomposition in machine learning, data mining, pattern…

Machine Learning · Computer Science 2018-04-17 Shuai Zheng , Chris Ding , Feiping Nie

Singular value decomposition (SVD) is one of the most popular compression methods that approximate a target matrix with smaller matrices. However, standard SVD treats the parameters within the matrix with equal importance, which is a simple…

Computation and Language · Computer Science 2022-12-19 Ting Hua , Yen-Chang Hsu , Felicity Wang , Qian Lou , Yilin Shen , Hongxia Jin

Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually…

Mathematical Software · Computer Science 2020-08-12 Jed A. Duersch , Ming Gu

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

This paper introduces a novel approach to approximating continuous functions over high-dimensional hypercubes by integrating matrix CUR decomposition with hyperinterpolation techniques. Traditional Fourier-based hyperinterpolation methods…

Numerical Analysis · Mathematics 2025-10-16 Maolin Che , Congpei An , Yimin Wei , Hong Yan

Robust principal component analysis (RPCA) is a widely used tool for dimension reduction. In this work, we propose a novel non-convex algorithm, coined Iterated Robust CUR (IRCUR), for solving RPCA problems, which dramatically improves the…

Machine Learning · Statistics 2021-02-09 HanQin Cai , Keaton Hamm , Longxiu Huang , Jiaqi Li , Tao Wang

The singular value decomposition (SVD) is a popular matrix factorization that has been used widely in applications ever since an efficient algorithm for its computation was developed in the 1970s. In recent years, the SVD has become even…

Numerical Analysis · Mathematics 2012-03-13 Carla D. Martin , Mason A. Porter

Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…

Methodology · Statistics 2016-05-10 Juhee Cho , Donggyu Kim , Karl Rohe

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…

Optimization and Control · Mathematics 2021-09-08 Han Wang , James Anderson

In this work, a novel rank-revealing matrix decomposition algorithm termed Compressed Randomized UTV (CoR-UTV) decomposition along with a CoR-UTV variant aided by the power method technique is proposed. CoR-UTV computes an approximation to…

Data Structures and Algorithms · Computer Science 2019-06-12 M. Kaloorazi , R. C. de Lamare

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…

Machine Learning · Computer Science 2021-11-02 Katherine Keegan , Tanvi Vishwanath , Yihua Xu