A Jacobi-Davidson type method for the generalized singular value problem (Q1025866): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.laa.2009.03.003 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2097163624 / rank | |||
Normal rank |
Revision as of 02:53, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Jacobi-Davidson type method for the generalized singular value problem |
scientific article |
Statements
A Jacobi-Davidson type method for the generalized singular value problem (English)
0 references
23 June 2009
0 references
The author presents a new method for the iterative computation of the generalized singular values and vectors of a large sparse matrix. The method is an accelerated Newton method with asymptotically quadratic convergence if the correction equations are solved exactly. Numerical examples are given.
0 references
generalized singular value decomposition
0 references
Jacobi-Davidson method
0 references
subspace method
0 references
augmented matrix
0 references
correction equation
0 references
accelerated Newton method
0 references
refined extraction
0 references
harmonic extraction
0 references
large sparse matrix
0 references
quadratic convergence
0 references
numerical examples
0 references