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arXiv 2102.09822math.NAcs.NA
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亏秩矩阵的高阶广义奇异值分解

A Higher-Order Generalized Singular Value Decomposition for Rank Deficient Matrices

Idris Kempf, Paul J. Goulart, Stephen R. Duncan

摘要:

高阶广义奇异值分解(HO-GSVD)是一种将GSVD扩展到$N \ge 2$数据矩阵的矩阵分解技术,可用于识别具有不同行维数的多个大规模数据集中的共享子空间。标准HO-GSVD将$N$矩阵$A_i\in\mathbb{R}^{m_i\times n}$因子化为$A_i=U_iΣ_i V^\text{T}$,但要求每个矩阵$A_i$具有全列秩。我们提出了一个修改的HO-GSVD扩展其适用性秩亏数据矩阵$A_i$。如果堆叠$A_i$的矩阵有满秩,我们表明,原来的HO-GSVD的性质扩展到我们的方法。我们将公共子空间的概念扩展到孤立子空间,它识别一个$A_i$所特有的特征。我们还将我们的结果推广到高阶余弦-正弦分解(HO-CSD),这是密切相关的HO-GSVD。我们的标准HO-GSVD的扩展允许其应用程序的数据集与$m_i<n$或$\text{rank}(A_i)<n$,如遇到生物信息学,神经科学,控制理论或分类问题。

英文摘要:

The higher-order generalized singular value decomposition (HO-GSVD) is a matrix factorization technique that extends the GSVD to $N \ge 2$ data matrices, and can be used to identify shared subspaces in multiple large-scale datasets with different row dimensions. The standard HO-GSVD factors $N$ matrices $A_i\in\mathbb{R}^{m_i\times n}$ as $A_i=U_iΣ_i V^\text{T}$, but requires that each of the matrices $A_i$ has full column rank. We propose a modification of the HO-GSVD that extends its applicability to rank-deficient data matrices $A_i$. If the matrix of stacked $A_i$ has full rank, we show that the properties of the original HO-GSVD extend to our approach. We extend the notion of common subspaces to isolated subspaces, which identify features that are unique to one $A_i$. We also extend our results to the higher-order cosine-sine decomposition (HO-CSD), which is closely related to the HO-GSVD. Our extension of the standard HO-GSVD allows its application to datasets with with $m_i<n$ or $\text{rank}(A_i)<n$, such as are encountered in bioinformatics, neuroscience, control theory or classification problems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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