JDSVD: A Jacobi-Davidson like SVD method
نویسنده
چکیده
We discuss a new method for the iterative computation of a portion of the singular values and vectors of a large sparse matrix. Similar to the Jacobi-Davidson method for the eigenvalue problem, we compute in each step a correction by (approximately) solving a correction equation. It is shown that this JDSVD method can be seen as an accelerated (inexact) Newton scheme. We compare the method with Jacobi-Davidson on the augmented matrix. Numerical experiments show that JDSVD is a good competitor.
منابع مشابه
A Jacobi-Davidson Type SVD Method
We discuss a new method for the iterative computation of a portion of the singular values and vectors of a large sparse matrix. Similar to the Jacobi–Davidson method for the eigenvalue problem, we compute in each step a correction by (approximately) solving a correction equation. We give a few variants of this Jacobi–Davidson SVD (JDSVD) method with their theoretical properties. It is shown tha...
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