m\times n} matrix. It is related to the polar decomposition. Specifically, the singular value decomposition of an m × n {\displaystyle m\times n} complex...
89 KB (14,317 words) - 22:19, 27 April 2025
the generalized singular value decomposition (GSVD) is the name of two different techniques based on the singular value decomposition (SVD). The two versions...
22 KB (4,126 words) - 15:39, 10 March 2025
rectangular diagonal matrix with the singular values lying on the diagonal. This is the singular value decomposition. For A ∈ C m × n {\displaystyle A\in...
10 KB (1,807 words) - 22:18, 14 March 2025
In linear algebra, two-dimensional singular-value decomposition (2DSVD) computes the low-rank approximation of a set of matrices such as 2D images or weather...
3 KB (518 words) - 19:10, 28 September 2023
multilinear algebra, the higher-order singular value decomposition (HOSVD) of a tensor is a specific orthogonal Tucker decomposition. It may be regarded as one type...
27 KB (4,242 words) - 07:11, 22 April 2025
Spectral theorem (redirect from Eigen-value decomposition)
of normal matrices below). The spectral decomposition is a special case of the singular value decomposition, which states that any matrix A ∈ C m × n...
25 KB (3,852 words) - 23:00, 22 April 2025
from a large piece of text and a mathematical technique called singular value decomposition (SVD) is used to reduce the number of rows while preserving the...
58 KB (7,613 words) - 01:01, 21 October 2024
In linear algebra, a QR decomposition, also known as a QR factorization or QU factorization, is a decomposition of a matrix A into a product A = QR of...
30 KB (5,106 words) - 17:38, 25 April 2025
the singular value decomposition. Hence, the existence of the polar decomposition is equivalent to the existence of the singular value decomposition. Applicable...
26 KB (3,580 words) - 22:14, 20 February 2025
Principal component analysis (category Matrix decompositions)
multivariate quality control, proper orthogonal decomposition (POD) in mechanical engineering, singular value decomposition (SVD) of X (invented in the last quarter...
117 KB (14,895 words) - 17:43, 23 April 2025
and representation theory. It generalizes the polar decomposition or singular value decomposition of matrices. Its history can be traced to the 1880s...
9 KB (1,499 words) - 01:00, 15 April 2025
interpretation. The name "singular spectrum analysis" relates to the spectrum of eigenvalues in a singular value decomposition of a covariance matrix, and...
42 KB (6,713 words) - 03:27, 23 January 2025
the singular-value decomposition. Given the singular value decomposition A = U Σ V T {\displaystyle A=U\Sigma V^{\mathsf {T}}} with singular values σ i...
31 KB (4,146 words) - 06:27, 17 April 2025
triangular. A variant of the method of orthogonal decomposition involves singular value decomposition, in which R is diagonalized by further orthogonal...
28 KB (4,539 words) - 08:58, 21 March 2025
unique up to re-ordering. The Schmidt decomposition is essentially a restatement of the singular value decomposition in a different context. Fix orthonormal...
8 KB (1,331 words) - 15:39, 11 December 2024
right-triangular system R x = Q T b . {\displaystyle Rx=Q^{T}b.} The Singular Value Decomposition (SVD) of a (tall) matrix A {\displaystyle A} is the representation...
15 KB (2,204 words) - 00:12, 22 July 2024
Moore–Penrose inverse (category Singular value decomposition)
pseudoinverse is by using the singular value decomposition. If A = U Σ V ∗ {\displaystyle A=U\Sigma V^{*}} is the singular value decomposition of A {\displaystyle...
47 KB (7,644 words) - 15:51, 13 April 2025
between the singular value decomposition and eigenvalue decompositions. This means that most methods for computing the singular value decomposition are similar...
20 KB (2,766 words) - 12:28, 27 March 2025
generalized to higher mode analysis, which is also called higher-order singular value decomposition (HOSVD). It may be regarded as a more flexible PARAFAC (parallel...
5 KB (1,002 words) - 11:16, 17 April 2025
variation of the CP decomposition. Another popular generalization of the matrix SVD known as the higher-order singular value decomposition computes orthonormal...
36 KB (6,308 words) - 17:31, 28 November 2024
fields. The main tensor decompositions are: Tensor rank decomposition; Higher-order singular value decomposition; Tucker decomposition; matrix product states...
7 KB (760 words) - 08:41, 28 November 2024
RRQR factorization (category Matrix decompositions)
matrix decomposition algorithm based on the QR factorization which can be used to determine the rank of a matrix. The singular value decomposition can be...
2 KB (142 words) - 16:39, 18 October 2024
Orthogonal Procrustes problem (category Singular value decomposition)
R^{T}R=I} . To find matrix R {\displaystyle R} , one uses the singular value decomposition (for which the entries of Σ {\displaystyle \Sigma } are non-negative)...
6 KB (1,011 words) - 02:21, 6 September 2024
(LU decomposition) can be unreliable, and a rank-revealing decomposition should be used instead. An effective alternative is the singular value decomposition...
29 KB (4,416 words) - 23:46, 28 March 2025
Hermitian matrix (section Singular values)
Hermitian matrices also appear in techniques like singular value decomposition (SVD) and eigenvalue decomposition. In statistics and machine learning, Hermitian...
20 KB (3,028 words) - 04:54, 28 April 2025
{D}}{\big )}\leq r} has an analytic solution in terms of the singular value decomposition of the data matrix. The result is referred to as the matrix approximation...
22 KB (3,884 words) - 11:38, 8 April 2025
Orthogonal matrix (section Decompositions)
triangular Singular value decomposition M = UΣVT, U and V orthogonal, Σ diagonal matrix Eigendecomposition of a symmetric matrix (decomposition according...
36 KB (4,802 words) - 21:06, 14 April 2025
Invertible matrix (redirect from Singular matrix)
Partial inverse of a matrix Pseudoinverse Rybicki Press algorithm Singular value decomposition Woodbury matrix identity Axler, Sheldon (18 December 2014). Linear...
46 KB (7,047 words) - 18:59, 3 May 2025
notably Davenport's q-method, QUEST and methods based on the singular value decomposition (SVD). Several methods for solving Wahba's problem are discussed...
5 KB (626 words) - 20:39, 28 April 2025
decompositions or singular value decompositions. For instance, the spectral image compression algorithm is based on the singular value decomposition....
39 KB (3,919 words) - 15:17, 22 April 2025