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Given multiple time series data, how can we efficiently find latent patterns in an arbitrary time range? Singular value decomposition (SVD) is a crucial tool to discover hidden factors in multiple time series data, and has been used in many…

Numerical Analysis · Computer Science 2018-12-21 Jun-Gi Jang , Dongjin Choi , Jinhong Jung , U Kang

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

In this paper, we present a fast implementation of the Singular Value Thresholding (SVT) algorithm for matrix completion. A rank-revealing randomized singular value decomposition (R3SVD) algorithm is used to adaptively carry out partial…

Numerical Analysis · Computer Science 2017-04-20 Yaohang Li , Wenjian Yu

An efficient Singular Value Decomposition (SVD) algorithm is an important tool for distributed and streaming computation in big data problems. It is observed that update of singular vectors of a rank-1 perturbed matrix is similar to a…

Machine Learning · Computer Science 2017-07-27 Ratnik Gandhi , Amoli Rajgor

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…

Machine Learning · Computer Science 2020-09-30 Alexander Mathiasen , Frederik Hvilshøj , Jakob Rødsgaard Jørgensen , Anshul Nasery , Davide Mottin

Singular Value Decomposition (SVD) is a powerful tool in linear algebra.We propose an extension of SVD for both the qualitative detection and quantitative determination of nonlinearity in a time series. The paper illustrates nonlinear SVD…

Chaotic Dynamics · Physics 2009-02-11 Prabhakar G. Vaidya , Sajini Anand P. S , Nithin Nagaraj

Singular Value Decomposition (SVD) constitutes a bridge between the linear algebra concepts and multi-layer neural networks---it is their linear analogy. Besides of this insight, it can be used as a good initial guess for the network…

Machine Learning · Computer Science 2019-09-16 Bernhard Bermeitinger , Tomas Hrycej , Siegfried Handschuh

The eigenvalue decomposition (EVD) of (a batch of) Hermitian matrices of order two has a role in many numerical algorithms, of which the one-sided Jacobi method for the singular value decomposition (SVD) is the prime example. In this paper…

Numerical Analysis · Mathematics 2023-10-31 Vedran Novaković

While transfer learning is an effective strategy, it often overlooks the opportunity to leverage knowledge from numerous available models online. Addressing this multi-source transfer learning problem is a promising path to boost…

Machine Learning · Computer Science 2026-04-24 Marcin Osial , Bartosz Wójcik , Bartosz Zieliński , Sebastian Cygert

The singular value decomposition (SVD) is not only a classical theory in matrix computation and analysis, but also is a powerful tool in machine learning and modern data analysis. In this tutorial we first study the basic notion of SVD and…

Machine Learning · Computer Science 2015-10-30 Zhihua Zhang

We develop an Iterative version of the Singular Value Decomposition (ISVD) that jointly analyzes a finite number of data matrices to identify signals that correlate among the rows of matrices. It will be illustrated how the supervised…

Optimization and Control · Mathematics 2016-12-01 Mohsen Rakhshan

This work develops a parallelized algorithm to compute the dynamic mode decomposition (DMD) on a graphics processing unit using the streaming method of snapshots singular value decomposition. This allows the algorithm to operate efficiently…

Numerical Analysis · Mathematics 2016-12-26 Seth D. Pendergrass , J. Nathan Kutz , Steven L. Brunton

Higher-order singular value decomposition (HOSVD) is a celebrated tool for tensor data analysis. The sequential HOSVD was recently generalized to the quaternion domain, while a naive quaternion extension of the classical HOSVD% by De…

Numerical Analysis · Mathematics 2025-06-26 Hanxin Ya , Yuning Yang

The Randomized Singular Value Decomposition (RSVD) is a widely used algorithm for efficiently computing low-rank approximations of large matrices, without the need to construct a full-blown SVD. Of interest, of course, is the approximation…

Numerical Analysis · Mathematics 2025-10-09 Danil Akhtiamov , Reza Ghane , Babak Hassibi

Singular Value Decomposition (SVD) is one of the most useful techniques for analyzing data in linear algebra. SVD decomposes a rectangular real or complex matrix into two orthogonal matrices and one diagonal matrix. In this work we…

Quantum Physics · Physics 2012-07-31 Laszlo Gyongyosi , Sandor Imre

In this article, we consider the sparse tensor singular value decomposition, which aims for dimension reduction on high-dimensional high-order data with certain sparsity structure. A method named Sparse Tensor Alternating Thresholding for…

Statistics Theory · Mathematics 2024-07-09 Anru Zhang , Rungang Han

We introduce Variational Latent Mode Decomposition (VLMD), a new algorithm for extracting oscillatory modes and associated connectivity structures from multivariate signals. VLMD addresses key limitations of existing Multivariate Mode…

Machine Learning · Computer Science 2025-05-26 Manuel Morante , Naveed ur Rehman

In this paper, we study the low-complexity channel reconstruction methods for downlink precoding in massive multiple-Input multiple-Output (MIMO) systems. When the user is allocated less streams than the number of its antennas, the base…

Information Theory · Computer Science 2015-10-30 Yuwei Ren , Yang Song , Xin Su

Fast computation of singular value decomposition (SVD) is of great interest in various machine learning tasks. Recently, SVD methods based on randomized linear algebra have shown significant speedup in this regime. This paper attempts to…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-23 Yuechao Lu , Fumihiko Ino , Yasuyuki Matsushita

Hybrid precoding can significantly reduce the number of required radio frequency (RF) chains and relieve the huge energy consumption in mmWave massive MIMO systems, thus attracting much interests from academic and industry. However, most…

Information Theory · Computer Science 2016-05-17 Tian Xie , Linglong Dai , Xinyu Gao , Muhammad Zeeshan Shakir , Zhaocheng Wang