A Jacobi-Davidson Type 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. We give a few variants of this Jacobi–Davidson SVD (JDSVD) method with their theoretical properties. It is shown that the JDSVD can be seen as an accelerated (inexact) Newton scheme. We experimentally compare the method with some other iterative SVD methods.
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ورودعنوان ژورنال:
- SIAM J. Scientific Computing
دوره 23 شماره
صفحات -
تاریخ انتشار 2001