Split-and-Combine Singular Value Decomposition for Large-Scale Matrix

The singular value decomposition (SVD) is a fundamental matrix decomposition in linear algebra. It is widely applied in many modern techniques, for example, high- dimensional data visualization, dimension reduction, data mining, latent semantic analysis, and so forth. Although the SVD plays an essen...

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Main Author: Jengnan Tzeng
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2013/683053
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author Jengnan Tzeng
author_facet Jengnan Tzeng
author_sort Jengnan Tzeng
collection DOAJ
description The singular value decomposition (SVD) is a fundamental matrix decomposition in linear algebra. It is widely applied in many modern techniques, for example, high- dimensional data visualization, dimension reduction, data mining, latent semantic analysis, and so forth. Although the SVD plays an essential role in these fields, its apparent weakness is the order three computational cost. This order three computational cost makes many modern applications infeasible, especially when the scale of the data is huge and growing. Therefore, it is imperative to develop a fast SVD method in modern era. If the rank of matrix is much smaller than the matrix size, there are already some fast SVD approaches. In this paper, we focus on this case but with the additional condition that the data is considerably huge to be stored as a matrix form. We will demonstrate that this fast SVD result is sufficiently accurate, and most importantly it can be derived immediately. Using this fast method, many infeasible modern techniques based on the SVD will become viable.
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institution Kabale University
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publishDate 2013-01-01
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series Journal of Applied Mathematics
spelling doaj-art-489b7fba7a48441a9c0bd57c089a98492025-02-03T06:01:36ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/683053683053Split-and-Combine Singular Value Decomposition for Large-Scale MatrixJengnan Tzeng0Department of Mathematical Sciences, National Chengchi University, No. 64, Section 2, ZhiNan Road, Wenshan District, Taipei City 11605, TaiwanThe singular value decomposition (SVD) is a fundamental matrix decomposition in linear algebra. It is widely applied in many modern techniques, for example, high- dimensional data visualization, dimension reduction, data mining, latent semantic analysis, and so forth. Although the SVD plays an essential role in these fields, its apparent weakness is the order three computational cost. This order three computational cost makes many modern applications infeasible, especially when the scale of the data is huge and growing. Therefore, it is imperative to develop a fast SVD method in modern era. If the rank of matrix is much smaller than the matrix size, there are already some fast SVD approaches. In this paper, we focus on this case but with the additional condition that the data is considerably huge to be stored as a matrix form. We will demonstrate that this fast SVD result is sufficiently accurate, and most importantly it can be derived immediately. Using this fast method, many infeasible modern techniques based on the SVD will become viable.http://dx.doi.org/10.1155/2013/683053
spellingShingle Jengnan Tzeng
Split-and-Combine Singular Value Decomposition for Large-Scale Matrix
Journal of Applied Mathematics
title Split-and-Combine Singular Value Decomposition for Large-Scale Matrix
title_full Split-and-Combine Singular Value Decomposition for Large-Scale Matrix
title_fullStr Split-and-Combine Singular Value Decomposition for Large-Scale Matrix
title_full_unstemmed Split-and-Combine Singular Value Decomposition for Large-Scale Matrix
title_short Split-and-Combine Singular Value Decomposition for Large-Scale Matrix
title_sort split and combine singular value decomposition for large scale matrix
url http://dx.doi.org/10.1155/2013/683053
work_keys_str_mv AT jengnantzeng splitandcombinesingularvaluedecompositionforlargescalematrix