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In signal processing and identification, generalized singular value decomposition (GSVD), related to a sequence of matrices in product/quotient form are essential numerical linear algebra tools. On behalf of the growing demand for efficient…

数值分析 · 数学 2025-11-13 Sitao Ling , Wenxuan Ma , Musheng Wei

The generalized singular value decomposition (GSVD) of a matrix pair $\{A, L\}$ with $A\in\mathbb{R}^{m\times n}$ and $L\in\mathbb{R}^{p\times n}$ generalizes the singular value decomposition (SVD) of a single matrix. In this paper, we…

数值分析 · 数学 2024-04-02 Haibo Li

For the computation of the generalized singular value decomposition (GSVD) of a large matrix pair $(A,B)$ of full column rank, the GSVD is commonly formulated as two mathematically equivalent generalized eigenvalue problems, so that a…

数值分析 · 数学 2021-04-13 Jinzhi Huang , Zhongxiao Jia

The generalized singular value decomposition (GSVD, a.k.a. "SVD triplet", "duality diagram" approach) provides a unified strategy and basis to perform nearly all of the most common multivariate analyses (e.g., principal components,…

数学软件 · 计算机科学 2020-11-19 Derek Beaton

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…

量子物理 · 物理学 2012-07-31 Laszlo Gyongyosi , Sandor Imre

We present two generalisations of Singular Value Decomposition from real-numbered matrices to dual-numbered matrices. We prove that every dual-numbered matrix has both types of SVD. Both of our generalisations are motivated by applications,…

环与代数 · 数学 2021-06-10 Ran Gutin

A Cross-Product Free (CPF) Jacobi-Davidson (JD) type method is proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair $(A,B)$. It implicitly solves the mathematically equivalent…

数值分析 · 数学 2022-12-14 Jinzhi Huang , Zhongxiao Jia

The generalized singular value decomposition (GSVD) is a valuable tool that has many applications in computational science. However, computing the GSVD for large-scale problems is challenging. Motivated by applications in hyper-differential…

数值分析 · 数学 2020-02-10 Arvind K. Saibaba , Joseph Hart , Bart van Bloemen Waanders

Recent work in the field of signal processing has shown that the singular value decomposition of a matrix with entries in certain real algebras can be a powerful tool. In this article we show how to generalise the QR decomposition and SVD…

环与代数 · 数学 2015-12-08 Paul Ginzberg , Christiana Mavroyiakoumou

We present a practical and efficient means to compute the singular value decomposition (svd) of a quaternion matrix A based on bidiagonalization of A to a real bidiagonal matrix B using quaternionic Householder transformations. Computation…

数值分析 · 数学 2007-05-23 Stephen J. Sangwine , Nicolas Le Bihan

This paper presents a randomized quaternion singular value decomposition (QSVD) algorithm for low-rank matrix approximation problems, which are widely used in color face recognition, video compression, and signal processing problems. With…

数值分析 · 数学 2021-12-28 Qiaohua Liu , Sitao Ling , Zhigang Jia

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…

机器学习 · 计算机科学 2015-10-30 Zhihua Zhang

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…

数值分析 · 数学 2025-12-09 Doulaye Dembele

Higher-order singular value decomposition (HOSVD) is one of the most efficient tensor decomposition techniques. It has the salient ability to represent high_dimensional data and extract features. In more recent years, the quaternion has…

图像与视频处理 · 电气工程与系统科学 2021-01-05 Jifei Miao , Kit Ian Kou

This paper provides an advanced mathematical theory of the Generalized Singular Value Decomposition (GSVD) and its applications. We explore the geometry of the GSVD which provides a long sought for ellipse picture which includes a…

数值分析 · 数学 2020-11-30 Alan Edelman , Yuyang Wang

The higher-order generalized singular value decomposition (HO-GSVD) is a matrix factorization technique that extends the GSVD to $N \ge 2$ data matrices, and can be used to identify shared subspaces in multiple large-scale datasets with…

数值分析 · 数学 2022-06-22 Idris Kempf , Paul J. Goulart , Stephen R. Duncan

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…

混沌动力学 · 物理学 2009-02-11 Prabhakar G. Vaidya , Sajini Anand P. S , Nithin Nagaraj

In this paper a vectorized algorithm for simultaneously computing up to eight singular value decompositions (SVDs, each of the form $A=U\Sigma V^{\ast}$) of real or complex matrices of order two is proposed. The algorithm extends to a batch…

数学软件 · 计算机科学 2021-01-08 Vedran Novaković

Singular value decomposition is central to many problems in engineering and scientific fields. Several quantum algorithms have been proposed to determine the singular values and their associated singular vectors of a given matrix. Although…

量子物理 · 物理学 2021-06-30 Xin Wang , Zhixin Song , Youle Wang

Matrix factorizations in dual number algebra, a hypercomplex system, have been applied to kinematics, mechanisms, and other fields recently. We develop an approach to identify spatiotemporal patterns in the brain such as traveling waves…

数值分析 · 数学 2023-08-21 Tong Wei , Weiyang Ding , Yimin Wei
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