math.NA · 2026-07-27 · No. 66

Numerical Analysis, 2026-07-27.

1 new papers in math.NA. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Singular value soft-thresholding via the polar decomposition

    Stephen Becker

    math.NA · cs.LG · math.OC

    Singular value soft-thresholding can be computed via a reduction to the matrix polar decomposition, which allows one to exploit GPU-friendly algorithms for computing the polar decomposition. Empirically, there is a significant speed-up on GPUs compared to the standard approach using the SVD. We leave the investigation of robustness to future work, but note that due to the discontinuous nature of the sign function, the reduction to the polar...

    arxiv.org/abs/2607.22484 · PDF

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