نتایج جستجو برای: left singular vectors

تعداد نتایج: 411414  

2006
Alan Kaylor Cline Inderjit S. Dhillon

then σ is a singular value of A and u and v are corresponding left and right singular vectors, respectively. (For generality it is assumed that the matrices here are complex, although given these results, the analogs for real matrices are obvious.) If, for a given positive singular value, there are exactly t linearly independent corresponding right singular vectors and t linearly independent co...

Journal: :PLoS ONE 2008
Akira R. Kinjo Haruki Nakamura

Position-specific scoring matrices (PSSMs) are useful for detecting weak homology in protein sequence analysis, and they are thought to contain some essential signatures of the protein families. In order to elucidate what kind of ingredients constitute such family-specific signatures, we apply singular value decomposition to a set of PSSMs and examine the properties of dominant right and left s...

1997
MOODY T. CHU

A variational formulation for the generalized singular value decomposition GSVD of a pair of matrices A R n and B R n is presented In particular a duality theory analogous to that of the SVD provides new understanding of left and right generalized singular vectors It is shown that the intersection of row spaces of A and B plays a key role in the GSVD duality theory The main result that characte...

2014
Isao Hayashi Yinlai Jiang Shuoyu Wang

Singular value decomposition is used to extract features from timeseries motion data. A matrix consisting of the time-series data is decomposed into left singular vectors which represent the patterns of the motion and singular values as a scalar, by which each corresponding left singular vector affects the matrix. Gesture recognition using the extracted features suggest the effectiveness of the...

Journal: :SIAM J. Matrix Analysis Applications 2016
M. A. Iwen B. W. Ong

In this paper, we show that the SVD of a matrix can be constructed efficiently in a hierarchical approach. Our algorithm is proven to recover the singular values and left singular vectors if the rank of the input matrix A is known. Further, the hierarchical algorithm can be used to recover the d largest singular values and left singular vectors with bounded error. We also show that the proposed...

Ali Akbar Mohsenipour, Serge B. Provost,

Noncentral indefinite quadratic expressions in possibly non- singular normal vectors are represented in terms of the difference of two positive definite quadratic forms and an independently distributed linear combination of standard normal random variables. This result also ap- plies to quadratic forms in singular normal vectors for which no general representation is currently available. The ...

2000
Zeljko Devcic Sven Loncaric

In this paper we propose new blur identi cation algorithm based on singular value decomposition (SVD) of degraded image. An unknown space-invariant point-spread function (PSF) is also decomposed using SVD. Magnitude functions of PSF singular vectors (left and right) are identi ed using averaged spectra of corresponding singular vectors of degraded image. Phase functions of PSF singular vectors ...

Journal: :Biometrics 2010
Mihee Lee Haipeng Shen Jianhua Z Huang J S Marron

Sparse singular value decomposition (SSVD) is proposed as a new exploratory analysis tool for biclustering or identifying interpretable row-column associations within high-dimensional data matrices. SSVD seeks a low-rank, checkerboard structured matrix approximation to data matrices. The desired checkerboard structure is achieved by forcing both the left- and right-singular vectors to be sparse...

This article presents a new subspace-based technique for reducing the noise of signals in time-series. In the proposed approach, the signal is initially represented as a data matrix. Then using Singular Value Decomposition (SVD), noisy data matrix is divided into signal subspace and noise subspace. In this subspace division, each derivative of the singular values with respect to rank order is u...

Journal: :journal of advances in computer research 2010
amin zehtabian behzad zehtabian

this article presents a new subspace-based technique for reducing the noise ofsignals in time-series. in the proposed approach, the signal is initially representedas a data matrix. then using singular value decomposition (svd), noisy datamatrix is divided into signal subspace and noise subspace. in this subspace division,each derivative of the singular values with respect to rank order is used ...

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