Estimation of singular values of very large matrices using random sampling

DOI10.1016/S0898-1221(01)00244-9zbMath1004.68215MaRDI QIDQ1612504

H. Samukawa, O. King, Georges Dupret, Mei Kobayashi

Publication date: 25 August 2002

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

singular value decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Randomized algorithms (68W20)

Related Items (6)

A concise functional neural network computing the largest modulus eigenvalues and their corresponding eigenvectors of a real skew matrix ⋮ Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation ⋮ A general solution procedure for the scaled boundary finite element method via shooting technique ⋮ Stochastic Algorithms in Linear Algebra - beyond the Markov Chains and von Neumann - Ulam Scheme ⋮ Stochastic boundary methods of fundamental solutions for solving PDEs ⋮ A functional neural network computing some eigenvalues and eigenvectors of a special real matrix

Uses Software

• LINPACK
• svdpack
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Cites Work

• An introduction to randomized algorithms
• Fernando's solution to Wilkinson's problem: An application of double factorization
• A Fast Monte-Carlo Test for Primality
• The Lanczos Algorithm with Selective Orthogonalization
• On the Early History of the Singular Value Decomposition
• ScaLAPACK Users' Guide
• Using Linear Algebra for Intelligent Information Retrieval
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