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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

Computation of singular value decomposition (SVD) has been a topic of concern by many numerical linear algebra researchers. Fast SVD has been a very effective tool in computer vision in a number of aspects, such as: face recognition, eye…

Numerical Analysis · Mathematics 2015-05-22 Tapan Pradhan , Aurobinda Routray , Bibek Kabi

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

This article applies low-cost singular value decomposition (lcSVD) for the first time, to the authors knowledge, on combustion reactive flow databases. The lcSVD algorithm is a novel approach to SVD, suitable for calculating high-resolution…

Fluid Dynamics · Physics 2025-04-01 Prajith Pillai , Ashton Hetherington , Laura Saavedra Sago , Soledad Le Clainche

This article presents svds-C, an open-source and high-performance C program for accurately and robustly computing truncated SVD, e.g. computing several largest singular values and corresponding singular vectors. We have re-implemented the…

Mathematical Software · Computer Science 2024-05-30 Xu Feng , Wenjian Yu , Yuyang Xie

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

Quantum-inspired singular value decomposition (SVD) is a technique to perform SVD in logarithmic time with respect to the dimension of a matrix, given access to the matrix embedded in a segment-tree data structure. The speedup is possible…

Quantum Physics · Physics 2022-09-27 Iori Takeda , Souichi Takahira , Kosuke Mitarai , Keisuke Fujii

This article studies the problem of decentralized Singular Value Decomposition (d-SVD), which is fundamental in various signal processing applications. Two scenarios are considered depending on the availability of the data matrix under…

Signal Processing · Electrical Eng. & Systems 2025-01-10 Yufan Fan , Marius Pesavento

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…

Numerical Analysis · Mathematics 2026-02-17 Jinzhi Huang , Zhongxiao Jia

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

Singular value decomposition (SVD) has a crucial role in model order reduction. It is often utilized in the offline stage to compute basis functions that project the high-dimensional nonlinear problem into a low-dimensionsl model which is,…

Numerical Analysis · Mathematics 2016-11-09 Alessandro Alla , J. Nathan Kutz

Storing data is particularly a challenge when dealing with image data which often involves large file sizes due to the high resolution and complexity of images. Efficient image compression algorithms are crucial to better manage data…

Computer Vision and Pattern Recognition · Computer Science 2024-06-10 Zahra Golpayegani , Nizar Bouguila

Matrix completion is a widely used technique for image inpainting and personalized recommender system, etc. In this work, we focus on accelerating the matrix completion using faster randomized singular value decomposition (rSVD). Firstly,…

Machine Learning · Computer Science 2018-10-17 Xu Feng , Wenjian Yu , Yaohang Li

The singular value decomposition (SVD) of large-scale matrices is a key tool in data analytics and scientific computing. The rapid growth in the size of matrices further increases the need for developing efficient large-scale SVD…

Numerical Analysis · Mathematics 2016-08-31 Ting-Li Chen , Dawei D. Chang , Su-Yun Huang , Hung Chen , Chienyao Lin , Weichung Wang

In this paper, we address the well-known challenge in the numerical solution of time-fractional partial differential equations (TFPDEs), namely, that the dependence on all previous time levels leads to storage requirements that grow…

Numerical Analysis · Mathematics 2026-04-23 Jichun Li , Yangpeng Zhang , Yangwen Zhang

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

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

The traditional method of computing singular value decomposition (SVD) of a data matrix is based on a least squares principle, thus, is very sensitive to the presence of outliers. Hence the resulting inferences across different applications…

Statistics Theory · Mathematics 2024-09-17 Subhrajyoty Roy , Abhik Ghosh , Ayanendranath Basu

Engineering simulations are usually based on complex, grid-based, or mesh-free methods for solving partial differential equations. The results of these methods cover large fields of physical quantities at very many discrete spatial…

Fluid Dynamics · Physics 2025-08-08 Eduardo Di Costanzo , Niklas Kühl , Jean-Christophe Marongiu , Thomas Rung

Low-rank decomposition, particularly Singular Value Decomposition (SVD), is a pivotal technique for mitigating the storage and computational demands of Large Language Models (LLMs). However, prevalent SVD-based approaches overlook the…

Machine Learning · Computer Science 2026-01-15 Lin Xv , Xian Gao , Ting Li , Yuzhuo Fu