The extraordinary SVD

DOI10.4169/AMER.MATH.MONTHLY.119.10.838zbMATH Open1261.15012arXiv1103.2338OpenAlexW2962880866WikidataQ58187640 ScholiaQ58187640MaRDI QIDQ4908573FDOQ4908573

Carla D. Martin, Mason A. Porter

Publication date: 6 March 2013

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Abstract: The singular value decomposition (SVD) is a popular matrix factorization that has been used widely in applications ever since an efficient algorithm for its computation was developed in the 1970s. In recent years, the SVD has become even more prominent due to a surge in applications and increased computational memory and speed. To illustrate the vitality of the SVD in data analysis, we highlight three of its lesser-known yet fascinating applications: the SVD can be used to characterize political positions of Congressmen, measure the growth rate of crystals in igneous rock, and examine entanglement in quantum computation. We also discuss higher-dimensional generalizations of the SVD, which have become increasingly crucial with the newfound wealth of multidimensional data and have launched new research initiatives in both theoretical and applied mathematics. With its bountiful theory and applications, the SVD is truly extraordinary.

Full work available at URL: https://arxiv.org/abs/1103.2338

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zbMATH Keywords

matrix factorizationdata analysissingular value decompositionalgorithmquantum computationgrowth rate of crystalspolitical positions of congressmen

Mathematics Subject Classification ID

Measurement theory in the social and behavioral sciences (91C05) Eigenvalues, singular values, and eigenvectors (15A18) Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Quantum computation (81P68) Statistical mechanics of crystals (82D25)

Cited In (9)

• Title not available (Why is that?)
• Singular value decomposition of the third multivariate moment
• Applications of singular-value decomposition (SVD)
• Intuitive Interpretations of SVD Vectors
• Singular Value Decomposition, Eigenfaces, and 3D Reconstructions
• Solution methods for classification problems with categorical attributes
• Singular value decomposition in multidimensional arrays
• Surrogate parametric metamodel based on optimal transport
• Fast approximations of shift-variant blur

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