In applied mathematics, k-SVD is a dictionary learning algorithm for creating a dictionary for sparse representations, via a singular value decomposition approach. k-SVD is a generalization of the k-means clustering method, and it works by iteratively alternating between sparse coding the input data based on the current dictionary, and updating the atoms in the dictionary to better fit the data. It is structurally related to the expectation–maximization (EM) algorithm. k-SVD can be found widely in use in applications such as image processing, audio processing, biology, and document analysis.
k-SVD algorithm k-SVD is a kind of generalization of k-means, as follows. The k-means clustering can be also regarded as a method of sparse representation. That is, finding the best possible codebook to represent the data samples { y i } i = 1 M {\displaystyle \{y_{i}\}_{i=1}^{M}} by nearest neighbor, by solving
min D , X { ‖ Y − D X ‖ F 2 } subject to ∀ i , x i = e k for some k . {\displaystyle \quad \min \limits _{D,X}\{\|Y-DX\|_{F}^{2}\}\qquad {\text{subject to }}\forall i,x_{i}=e_{k}{\text{ for some }}k.}
which is nearly equivalent to
min D , X { ‖ Y − D X ‖ F 2 } subject to ∀ i , ‖ x i ‖ 0 = 1 {\displaystyle \quad \min \limits _{D,X}\{\|Y-DX\|_{F}^{2}\}\qquad {\text{subject to }}\quad \forall i,\|x_{i}\|_{0}=1}
which is k-means that allows "weights". The letter F denotes the Frobenius norm. The sparse representation term x i = e k {\displaystyle x_{i}=e_{k}} enforces k-means algorithm to use only one atom (column) in dictionary D {\displaystyle D} . To relax this constraint, the target of the k-SVD algorithm is to represent the signal as a linear combination of atoms in D {\displaystyle D} . The k-SVD algorithm follows the construction flow of the k-means algorithm. However, in contrast to k-means, in order to achieve a linear combination of atoms in D {\displaystyle D} , the sparsity term of the constraint is relaxed so that the number of nonzero entries of each column x i {\displaystyle x_{i}} can be more than 1, but less than a number T 0 {\displaystyle T_{0}} . So, the objective function becomes
min D , X { ‖ Y − D X ‖ F 2 } subject to ∀ i , ‖ x i ‖ 0 ≤ T 0 . {\displaystyle \quad \min \limits _{D,X}\{\|Y-DX\|_{F}^{2}\}\qquad {\text{subject to }}\quad \forall i\;,\|x_{i}\|_{0}\leq T_{0}.}
or in another objective form
min D , X ∑ i ‖ x i ‖ 0 subject to ∀ i , ‖ Y − D X ‖ F 2 ≤ ϵ . {\displaystyle \quad \min \limits _{D,X}\sum _{i}\|x_{i}\|_{0}\qquad {\text{subject to }}\quad \forall i\;,\|Y-DX\|_{F}^{2}\leq \epsilon .}
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