A Mixed Precision Jacobi SVD Algorithm

A combination of a multiresolution (MR) preconditioner and matrix decomposition algorithm – singular value decomposition (MDA-SVD) algorithm is proposed for the analysis of densely discretised electromagnetic (EM) scatterers. In realistic EM scattering problems, the discretisation may be very dense to accurately describe the geometric shape of targets. However, dense discretisations will generate two major drawbacks: (i) the badly conditioned method of moments (MoM) matrix which makes iterative solvers difficult to converge; (ii) the dense near-field MoM matrix for which the computational cost is large, even multilevel fast multipole algorithm (MLFMA) is applied. To remedy the first shortcoming of dense discretisations, an MR preconditioner can be applied to improve the condition of MoM matrices. To reduce the computational cost in solving the MoM matrix equation, an MDA-SVD algorithm can be applied to accelerate the matrix−vector multiplication. Compared with the traditional MLFMA, the MDA-SVD algorithm has no limit on the size of octree boxes which makes the MDA-SVD algorithm suitable for the analysis of dense discretisations. Therefore an MR preconditioner is combined with the MDA-SVD algorithm for fast analysis of dense discretisations. Numerical results indicate that the combination of the MR preconditioner and the MDA-SVD algorithm is efficient.

In this paper, a unified algebraic transformation approach is presented for designing parallel recursive and adaptive digital filters and singular value decomposition (SVD) algorithms. The approach is based on the explorations of some algebraic properties of the target algorithms' representations. Several typical modern digital signal processing examples are presented to illustrate the applications of the technique. They include the cascaded orthogonal recursive digital filter, the Givens rotation-based adaptive inverse QR algorithm for channel equalization, and the QR decomposition-based SVD algorithms. All three examples exhibit similar throughput constraints. There exist long feedback loops in the algorithms' signal flow graph representation, and the critical path is proportional to the size of the problem. Applying the proposed algebraic transformation techniques, parallel architectures are obtained for all three examples. For cascade orthogonal recursive filter, retiming transformation and orthogonal matrix decompositions (or pseudo-commutativity) are applied to obtain parallel filter architectures with critical path of five Givens rotations. For adaptive inverse QR algorithm, the commutativity and associativity of the matrix multiplications are applied to obtain parallel architectures with critical path of either four Givens rotations or three Givens rotations plus two multiply-add operations, whichever turns out to be larger. For SVD algorithms, retiming and associativity of the matrix multiplications are applied to derive parallel architectures with critical path of eight Givens rotations. The critical paths of all parallel architectures are independent of the problem size as compared with being proportional to the problem size in the original sequential algorithms. Parallelism is achieved at the expense of slight increase (or the same for the SVD case) in the algorithms' computational complexity.

This paper concerns accurate computation of the singular value decomposition (SVD) of an $m\times n$ matrix $A$ . As is well known, cross-product matrix based SVD algorithms compute large singular values accurately but generally deliver poor small singular values. A new novel cross-product matrix based SVD method is proposed: (a) Use a backward stable algorithm to compute the eigenpairs of $A^{\rm T}A$ and take the square roots of the large eigenvalues of it as the large singular values of $A$ ; (b) form the Rayleigh quotient of $A^{\rm T}A$ with respect to the matrix consisting of the computed eigenvectors associated with the computed small eigenvalues of $A^{\rm T}A$ ; (c) compute the eigenvalues of the Rayleigh quotient and take the square roots of them as the small singular values of $A$ . A detailed quantitative error analysis is conducted on the method. It is proved that if small singular values are well separated from the large ones then the method can compute the small ones accurately up to the order of the unit roundoff $\epsilon$ . An algorithm is developed that is not only cheaper than the standard Golub–Reinsch and Chan SVD algorithms but also can update or downdate a new SVD by adding or deleting a row and compute certain refined Ritz vectors for large matrix eigenproblems at very low cost. Several variants of the algorithm are proposed that compute some or all parts of the SVD. Typical numerical examples confirm the high accuracy of our algorithm.

BackgroundNon-linear Bayesian genomic prediction models such as BayesA/B/C/R involve iteration and mostly Markov chain Monte Carlo (MCMC) algorithms, which are computationally expensive, especially when whole-genome sequence (WGS) data are analyzed. Singular value decomposition (SVD) of the genotype matrix can facilitate genomic prediction in large datasets, and can be used to estimate marker effects and their prediction error variances (PEV) in a computationally efficient manner. Here, we developed, implemented, and evaluated a direct, non-iterative method for the estimation of marker effects for the BayesC genomic prediction model.MethodsThe BayesC model assumes a priori that markers have normally distributed effects with probability uppi and no effect with probability (1 − uppi ). Marker effects and their PEV are estimated by using SVD and the posterior probability of the marker having a non-zero effect is calculated. These posterior probabilities are used to obtain marker-specific effect variances, which are subsequently used to approximate BayesC estimates of marker effects in a linear model. A computer simulation study was conducted to compare alternative genomic prediction methods, where a single reference generation was used to estimate marker effects, which were subsequently used for 10 generations of forward prediction, for which accuracies were evaluated.ResultsSVD-based posterior probabilities of markers having non-zero effects were generally lower than MCMC-based posterior probabilities, but for some regions the opposite occurred, resulting in clear signals for QTL-rich regions. The accuracies of breeding values estimated using SVD- and MCMC-based BayesC analyses were similar across the 10 generations of forward prediction. For an intermediate number of generations (2 to 5) of forward prediction, accuracies obtained with the BayesC model tended to be slightly higher than accuracies obtained using the best linear unbiased prediction of SNP effects (SNP-BLUP model). When reducing marker density from WGS data to 30 K, SNP-BLUP tended to yield the highest accuracies, at least in the short term.ConclusionsBased on SVD of the genotype matrix, we developed a direct method for the calculation of BayesC estimates of marker effects. Although SVD- and MCMC-based marker effects differed slightly, their prediction accuracies were similar. Assuming that the SVD of the marker genotype matrix is already performed for other reasons (e.g. for SNP-BLUP), computation times for the BayesC predictions were comparable to those of SNP-BLUP.

This paper is an updated and extended version of the paper "The QR Decomposition and the Singular Value Decomposition in the Symmetrized Max-Plus Algebra" (B. De Schutter and B. De Moor, SIAM J. Matrix Anal. Appl., 19 (1998), pp. 378--406). The max-plus algebra, which has maximization and addition as its basic operations, can be used to describe and analyze certain classes of discrete-event systems, such as flexible manufacturing systems, railway networks, and parallel processor systems. In contrast to conventional algebra and conventional (linear) system theory, the max-plus algebra and the max-plus-algebraic system theory for discrete-event systems are at present far from fully developed, and many fundamental problems still have to be solved. Currently, much research is going on to deal with these problems and to further extend the max-plus algebra and to develop a complete max-plus-algebraic system theory for discrete-event systems. In this paper we address one of the remaining gaps in the max-plus algebra by considering matrix decompositions in the symmetrized max-plus algebra. The symmetrized max-plus algebra is an extension of the max-plus algebra obtained by introducing a max-plus-algebraic analogue of the $-$-operator. We show that we can use well-known linear algebra algorithms to prove the existence of max-plus-algebraic analogues of basic matrix decompositions from linear algebra such as the QR decomposition, the singular value decomposition, the Hessenberg decomposition, the LU decomposition, and so on. These max-plus-algebraic matrix decompositions could play an important role in the max-plus-algebraic system theory for discrete-event systems.

Singular Value Decomposition (SVD) algorithm is a good method in Collaborative Filtering (CF) algorithm. But the traditional SVD method faces the matrix sparse problem, people solve this problem by Latent Factor Model (LMF). The data imbalances problem also troubles us. The algorithm of this paper combines Slope One and SVD algorithm to solve the data imbalances problem. First, we use Slope One algorithm to deal with the users who have few rating records. Then this kind of user will have more rating records. And we can use new data set to train the SVD model to predict the final results. The experiment results show that our algorithm is better than the traditional Slope One and SVD algorithm.

The aim of a correspondence analysis is the graphical representation of the categories of variables in one frame of reference. This visualization is possible due to the decomposition of the basic matrix with the use of Singular Value Decomposition (SVD). There are three matrices used in the process of decomposition: right singular vectors, left singular vectors, and a singular value diagonal matrix. The aim of this paper is to compare four different approaches and algorithms of SVD methods used in a correspondence analysis. In the literature, four approaches are known to singular value decomposition, defined by: R.A. Fisher (1940), M.J. Greenacre (1984), E.B. Anderson (1991), and J.D. Jobson (1992). Those computational procedures will be presented and compared in this paper. Also, methods of determining the coordinates of the category column and line matrix, as well as the values of inertia will be defined for these approaches. A key problem is to compare the well-known approaches, since in the literature only one approach ‒ proposed by Greenacre ‒ is used for singular value decomposition. The reason of the superiority of this algorithm over the others may be the simplicity and ease of the mathematical calculations. Greenacre’s algorithm is also used in R statistical software, making its availability and popularity growing, however, other algorithms are worth presenting and focusing on.

A novel context-aware recommendation algorithm with two-level SVD in social networks

This paper presents a low complexity hardware design for computing Singular Value Decomposition (SVD) of the radio communication channel characteristic matrix. The hardware developed is suitable for computing the SVD of a sequence of 3 ×3 complex-value matrices used in MIMO-OFDM standards, such as the IEEE 802.11n. The information of the right singular-vector matrix can be fed back to the transmitter for linear precoding to improve the error performance when facing the channel matrix with rank deficiency problem. The time for the SVD of one complex matrix is limited to about 400 ns. When the channels have short coherent time, the information derived by SVD should be sent from the receiver to the transmitter as soon as possible to keep the precoding performance. The algorithms to decompose the channel matrix were implemented using the Virtex-II xq2v1000-4bg575 FPGA from Xilinx as the target device with Maximum combinational path delay: 109.338ns. The implementation concentrates on utilizing the features of the FPGA to speed up operations and reduce the area required.

Change point detection is essential to understand the time-evolving structure of dynamic networks. Recent research shows that a latent semantic indexing (LSI)-based algorithm effectively detects the change points of a dynamic network. The LSI-based method involves a singular value decomposition (SVD) on the data matrix. In a dynamic scenario, recomputing the SVD of a large matrix each time new data arrives is prohibitively expensive and impractical. A more efficient approach is to incrementally update the decomposition. However, in the classical incremental SVD (incSVD) algorithm, the information of the newly added columns is not fully considered in updating the right singular space, resulting in an approximation error which cannot be ignored. This paper proposes an enhanced incSVD (EincSVD) algorithm, in which the right singular matrix is calculated in an alternative way. An adaptive EincSVD (AEincSVD) algorithm is also proposed to further reduce the computational complexity. Theoretical analysis proves that the approximation error of the EincSVD is smaller than that of the incSVD. Simulation results demonstrate that the EincSVD and the AEincSVD perform much better than the incSVD on change point detection, and the performance of the EincSVD is comparable to the batch SVD algorithm.

Estimates of the past thermal state of the land surface are crucial to assess the magnitude of current anthropogenic climate change, as well as to assess the ability of Earth System Models to forecast the evolution of the climate near the ground, not included in standard meteorological records. Subsurface temperature data are able to retrieve long-term changes in surface energy balance –from decadal to millennial time scales, thus constituting an important record of the dynamics of the climate system that contributes low-frequency information to proxy-based paleoclimatic reconstructions. A broadly used technique to retrieve past temperature and heat flux histories from subsurface temperature profiles based on a Singular Value Decomposition (SVD) algorithm was able to take into account a limited number of sources of uncertainty, with recent works attempting to increase the number of factors considered in uncertainty estimates. Nevertheless, the SVD methodology did not define a statistical framework for aggregating inversions of individual profiles to derive global results, which lead to estimates of global and regional uncertainties that are difficult to interpret. To alleviate the lack of a conceptual framework for estimating uncertainties in past temperature and heat flux histories at regional and global scales, we combine a new bootstrapping sampling strategy with the broadly used SVD algorithm, and assess its performance against the original SVD technique and another technique based on generating perturbed parameter ensembles of inversions. The new bootstrap approach is able to reproduce the prescribed surface temperature series used to derive an artificial profile. Bootstrap results are also in agreement with the global mean surface temperature history and the global mean heat flux history retrieved in previous studies. Furthermore, the new bootstrap technique provides with a meaningful uncertainty range for the inversion of large sets of subsurface temperature profiles. We suggest the use of this new approach particularly for aggregating results from a number of individual profiles, and to this end, we release the programs used to derive all inversions in this study as a suite of codes labelled CIBOR 1.0: Codes for Inverting BORholes, version 1.0.

We propose a new algorithm for the computation of a singular value decomposition (SVD) low-rank approximation of a matrix in the matrix product operator (MPO) format, also called the tensor train matrix format. Our tensor network randomized SVD (TNrSVD) algorithm is an MPO implementation of the randomized SVD algorithm that is able to compute dominant singular values and their corresponding singular vectors. In contrast to the state-of-the-art tensor-based alternating least squares SVD (ALS-SVD) and modified alternating least squares SVD (MALS-SVD) matrix approximation methods, TNrSVD can be up to 13 times faster while achieving better accuracy. In addition, our TNrSVD algorithm also produces accurate approximations in particular cases where both ALS-SVD and MALS-SVD fail to converge. We also propose a new algorithm for the fast conversion of a sparse matrix into its corresponding MPO form, which is up to 509 times faster than the standard tensor train SVD method while achieving machine precision accuracy. The efficiency and accuracy of both algorithms are demonstrated in numerical experiments.

This paper presents a first attempt to perform the singular value decomposition of an infinite block-Hankel matrix. It is shown that singular value decomposition (SVD) of an infinite block-Hankel matrix can be reduced to the SVD of a matrix with finite dimension. The formulation is solely in terms of the coefficients of the transfer function matrix (TFM).The most of importance is that this method leads to a new formulation of L∞-optimization problems, Hankel-norm model reduction problems and a new algorithm for minimal balanced realization of multivariable systems

Latent semantic analysis (LSA) usually uses the singular value decomposition (SVD) of the term-document matrix for discovering the latent relationships within the document collection. With the SVD, by disregarding the smaller singular values of the term-document matrix a vector space cleaned from noises that distort the meaning is obtained. The latent semantic structure of the terms and documents is obtained by examining the relationship of representative vectors in the vector space. However, the computational time of re-computing or updating the SVD of the term-document is high when adding new terms and/or documents to pre-existing document collection. Thus, the need a method not only has low computational complexity but also creates the correct semantic structure when updating the latent semantic structure is arisen. This study shows that the truncated ULV decomposition is a good alternative to the SVD in LSA modelling about cost and producing the correct semantic structure.

PCA and SVD with nonnegative loadings