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Singular Spectrum Analysis (SSA) or Singular Value Decomposition (SVD) are often used to de-noise univariate time series or to study their spectral profile. Both techniques rely on the eigendecomposition of the cor- relation matrix…

Signal Processing · Electrical Eng. & Systems 2018-07-30 A. M. Tomé , D. Malafaia , A. R. Teixeira , E. W. Lang

Spectral reconstruction is a well studied numerically ill-posed problem which arises due to the relation of the Euclidean correlator to the spectral function via an inhomogeneous Fredholm equation of the first kind. Several different…

High Energy Physics - Lattice · Physics 2026-03-20 C. Andratschke , B. B. Brandt , E. Garnacho-Velasco , L. Pannullo , S. Singh , A. Dean M. Valois

The extraction of spectral densities from Euclidean correlators evaluated on the lattice is an important problem, as these quantities encode physical information on scattering amplitudes, finite-volume spectra, inclusive decay rates, and…

High Energy Physics - Lattice · Physics 2023-12-01 Luigi Del Debbio , Alessandro Lupo , Marco Panero , Nazario Tantalo

The reconstruction of spectral functions from Euclidean correlation functions is a well-known, yet ill-posed inverse problem in the fields of many-body and high-energy physics. In this paper, we present a comprehensive investigation of two…

High Energy Physics - Lattice · Physics 2024-04-02 Li Huang , Shuang Liang

Discrete amorphous materials are best described in terms of arbitrary networks which can be embedded in three dimensional space. Investigating the thermodynamic equilibrium as well as non-equilibrium behavior of such materials around second…

Statistical Mechanics · Physics 2013-12-10 Eser Aygun , Ayse Erzan

We present our sparse modeling study to extract spectral functions from Euclidean-time correlation functions. In this study covariance between different Euclidean times of the correlation function is taken into account, which was not done…

High Energy Physics - Lattice · Physics 2023-11-28 Junichi Takahashi , Hiroshi Ohno , Akio Tomiya

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

Dynamic density-matrix renormalization provides valuable numerical information on dynamic correlations by computing convolutions of the corresponding spectral densities. Here we discuss and illustrate how and to which extent such data can…

Strongly Correlated Electrons · Physics 2007-05-23 Carsten Raas , Götz S. Uhrig

We present a new approach to solve the exponential retrieval problem. We derive a stable technique, based on the singular value decomposition (SVD) of lag-covariance and crosscovariance matrices consisting of covariance coefficients…

Signal Processing · Electrical Eng. & Systems 2020-08-11 D. J Nicolsky , G. S. Tipenko

We compute the sphaleron rate on the lattice from the inversion of the Euclidean time correlators of the topological charge density, performing also controlled continuum and zero-smoothing extrapolations. The correlator inversion is…

High Energy Physics - Lattice · Physics 2023-09-26 Claudio Bonanno , Francesco D'Angelo , Massimo D'Elia , Lorenzo Maio , Manuel Naviglio

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

We present charmonium spectral functions extracted from Euclidean-time correlation functions using sparse modeling (SpM). SpM solves inverse problems by considering only the sparsity of the target solution. To assess the applicability of…

High Energy Physics - Lattice · Physics 2026-02-25 Junichi Takahashi , Hiroshi Ohno , Akio Tomiya

Randomized singular value decomposition (RSVD) is a class of computationally efficient algorithms for computing the truncated SVD of large data matrices. Given an $m \times n$ matrix $\widehat{{\mathbf M}}$, the prototypical RSVD algorithm…

Statistics Theory · Mathematics 2025-05-27 Yichi Zhang , Minh Tang

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

X-ray interaction with matter is an energy-dependent process that is contingent on the atomic structure of the constituent material elements. The most advanced models to capture this relationship currently rely on Monte Carlo (MC)…

Machine Learning · Computer Science 2023-07-11 Raziye Kubra Kumrular , Thomas Blumensath

Spectral embedding based on the Singular Value Decomposition (SVD) is a widely used "preprocessing" step in many learning tasks, typically leading to dimensionality reduction by projecting onto a number of dominant singular vectors and…

Machine Learning · Statistics 2015-09-29 Dinesh Ramasamy , Upamanyu Madhow

A spectral approach to building the exterior calculus in manifold learning problems is developed. The spectral approach is shown to converge to the true exterior calculus in the limit of large data. Simultaneously, the spectral approach…

Differential Geometry · Mathematics 2020-02-24 Tyrus Berry , Dimitrios Giannakis

Analyzing complex experimental data with multiple parameters is challenging. We propose using Singular Value Decomposition (SVD) as an effective solution. This method, demonstrated through real experimental data analysis, surpasses…

Data Analysis, Statistics and Probability · Physics 2024-07-24 Judith F. Stein , Aviad Frydman , Richard Berkovits

We present a Stochastic Optimization Method (SOM) for the reconstruction of the spectral functions (SPFs) from Euclidean correlation functions. In this approach the SPF is parameterized as a sum of randomly distributed boxes. By varying the…

High Energy Physics - Lattice · Physics 2015-10-14 Hai-Tao Shu , Heng-Tong Ding , Olaf Kaczmarek , Swagato Mukherjee , Hiroshi Ohno

Many multi-dimensional consistent discrete systems have soliton solutions with nonzero backgrounds, which brings difficulty in the investigation of integrable characteristics. In this letter we derive infinitely many conserved quantities…

Exactly Solvable and Integrable Systems · Physics 2015-07-28 Senyue Lou , Ying Shi , Da-jun Zhang