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This paper provides a general solution for the Kronecker product decomposition (KPD) of vectors, matrices, and hypermatrices. First, an algorithm, namely, monic decomposition algorithm (MDA), is reviewed. It consists of a set of projections…

Numerical Analysis · Mathematics 2025-09-29 Daizhan Cheng

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

The singular value decomposition (SVD) allows to write a matrix as a product of a left singular vectors matrix, a nonnegative singular values diagonal matrix and a right singular vectors matrix. Among the applications of the SVD are the…

Numerical Analysis · Mathematics 2025-12-09 Doulaye Dembele

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

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

We propose a new hypermatrix singular value decomposition based upon the spectral decomposition of the symmetric products of transposes.

Spectral Theory · Mathematics 2020-04-23 Edinah K. Gnang , Fan Tian

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

SVD (singular value decomposition) is one of the basic tools of machine learning, allowing to optimize basis for a given matrix. However, sometimes we have a set of matrices $\{A_k\}_k$ instead, and would like to optimize a single common…

Machine Learning · Computer Science 2022-04-19 Jarek Duda

An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Numerical Analysis · Computer Science 2018-08-15 Maboud F. Kaloorazi , Rodrigo C. de Lamare

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

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

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

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

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

In this paper we investigate the use of half-precision Kronecker product singular value decomposition (SVD) approximations as preconditioners for large-scale Tikhonov regularized least squares problems. Half precision reduces storage…

Numerical Analysis · Mathematics 2023-11-28 Yizhou Chen , Xiang Ji , James Nagy

Sparsity regularization has garnered significant interest across multiple disciplines, including statistics, imaging, and signal processing. Standard techniques for addressing sparsity regularization include iterative soft thresholding…

Optimization and Control · Mathematics 2025-06-16 Long Li , Liang Ding

We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the…

Machine Learning · Statistics 2019-12-02 Ali Basirat

Singular Value Decomposition can be considered as an effective method for Signal Processing/especially data compression. In this short paper we investigate the application of SVD to predict data equation from data. The method is similar to…

Chaotic Dynamics · Physics 2007-05-23 Prabhakar G. Vaidya , P. S. Sajini Anand

Discovering the underlying low dimensional structure of high dimensional data has attracted a significant amount of researches recently and has shown to have a wide range of applications. As an effective dimension reduction tool, singular…

Methodology · Statistics 2019-12-09 Chencheng Cai , Rong Chen , Han Xiao

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
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