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We investigate the singular value decomposition of a rectangular matrix that is analytic on the complex unit circumference, which occurs, e.g., with the matrix of transfer functions representing a broadband multiple-input multiple-output…

Numerical Analysis · Mathematics 2023-12-04 Giovanni Barbarino

In real-world scenarios, complex data such as multispectral images and multi-frame videos inherently exhibit robust low-rank property. This property is vital for multi-dimensional inverse problems, such as tensor completion, spectral…

Computer Vision and Pattern Recognition · Computer Science 2024-12-17 Xiangming Wang , Haijin Zeng , Jiaoyang Chen , Sheng Liu , Yongyong Chen , Guoqing Chao

The hierarchical SVD provides a quasi-best low rank approximation of high dimensional data in the hierarchical Tucker framework. Similar to the SVD for matrices, it provides a fundamental but expensive tool for tensor computations. In the…

Numerical Analysis · Mathematics 2017-10-25 Benjamin Huber , Reinhold Schneider , Sebastian Wolf

A matrix of analytic functions A(z), such as the matrix of transfer functions in a multiple-input multiple-output (MIMO) system, generally admits an analytic singular value decomposition (SVD), where the singular values themselves are…

Signal Processing · Electrical Eng. & Systems 2024-10-01 Mohammed Bakhit , Faizan A. Khattak , Ian K. Proudler , Stephan Weiss

We review known factorization results in quaternion matrices. Specifically, we derive the Jordan canonical form, polar decomposition, singular value decomposition, the QR factorization. We prove there is a Schur factorization for commuting…

Operator Algebras · Mathematics 2014-01-16 Terry A. Loring

Singular value decomposition (SVD) is a standard matrix factorization technique that produces optimal low-rank approximations of matrices. It has diverse applications, including machine learning, data science and signal processing. However,…

Mathematical Software · Computer Science 2019-07-16 Vadim Demchik , Miroslav Bačák , Stefan Bordag

The singular value decomposition (SVD) and the principal component analysis are fundamental tools and probably the most popular methods for data dimension reduction. The rapid growth in the size of data matrices has lead to a need for…

Statistics Theory · Mathematics 2020-02-03 Ting-Li Chen , Su-Yun Huang , Weichung Wang

Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorithms can approximatively solve these problems with a given…

Numerical Analysis · Mathematics 2026-01-28 Weiwei Xu , Weijie Shen , Zhengjian Bai , Chen Xu

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

We propose the variational quantum singular value decomposition based on encoding the elements of the considered { $N\times N$} matrix into the state of a quantum system of appropriate dimension. This method doesn't use the expansion of…

Quantum Physics · Physics 2025-08-05 Alexander I. Zenchuk , Wentao Qi , Junde Wu

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

This paper considers the problem of updating the rank-k truncated Singular Value Decomposition (SVD) of matrices subject to the addition of new rows and/or columns over time. Such matrix problems represent an important computational kernel…

In this paper we present an efficient algorithm to compute the eigen decomposition of a matrix that is a weighted sum of the self outer products of vectors such as a covariance matrix of data. A well known algorithm to compute the eigen…

Numerical Analysis · Computer Science 2017-06-08 Youhei Akimoto

A scheme to form a basis and a frame for a Hilbert space of quaternion valued square integrable function from a basis and a frame, respectively, of a Hilbert space of complex valued square integrable functions is introduced. Using the…

Mathematical Physics · Physics 2017-09-11 A. Askari Hemmat , K. Thirulogasanthar , A. Krzyzak

We present a new algorithm for solving an eigenvalue problem for a real symmetric arrowhead matrix. The algorithm computes all eigenvalues and all components of the corresponding eigenvectors with high relative accuracy in $O(n^{2})$…

Numerical Analysis · Mathematics 2014-05-30 Nevena Jakovcevic Stor , Ivan Slapnicar , Jesse L. Barlow

The joint bidiagonalization(JBD) process is a useful algorithm for the computation of the generalized singular value decomposition(GSVD) of a matrix pair. However, it always suffers from rounding errors, which causes the Lanczos vectors to…

Numerical Analysis · Mathematics 2021-04-13 Zhongxiao Jia , Haibo Li

We apply the truncated singular value decomposition (SVD) to extract the underlying 2D correlation functions from small-angle scattering patterns. We test the approach by transforming the simulated data of ellipsoidal particles and show…

Data Analysis, Statistics and Probability · Physics 2019-09-11 Philipp Bender , Dominika Zákutná , Sabrina Disch , Lourdes Marcano , Diego Alba Venero , Dirk Honecker

We present a method to derive new explicit expressions for bidiagonal decompositions of Vandermonde and related matrices such as the (q-, h-) Bernstein-Vandermonde ones, among others. These results generalize the existing expressions for…

The singular value decomposition (SVD) of a matrix is a powerful tool for many matrix computation problems. In this paper, we consider generalizing the standard SVD to analyze and compute the regularized solution of linear ill-posed…

Numerical Analysis · Mathematics 2023-12-19 Haibo Li

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
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