A Golub--Kahan Davidson Method for Accurately Computing a Few Singular Triplets of Large Sparse Matrices

DOI10.1137/18M1222004zbMath1420.65047OpenAlexW2961695462MaRDI QIDQ5230648

Steven Goldenberg, Eloy Romero, Andreas Stathopoulos

Publication date: 28 August 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/18m1222004

zbMATH Keywords

singular value decompositionpreconditioningiterative methodshigh accuracyJacobi-DavidsonDavidson

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Linear transformations, semilinear transformations (15A04)

Related Items (2)

Hybrid iterative refined restarted Lanczos bidiagonalization methods ⋮ Harmonic multi-symplectic Lanczos algorithm for quaternion singular triplets

Uses Software

• Unnamed Item
• PROPACK
• JDQR
• PRIMME
• TRLan
• SparseMatrix
• LINGO
• JDQZ
• OpenCL
• na26
• JDCG
• PHSVDS
• PRIMME_SVDS
• lobpcg.m

Cites Work

• Unnamed Item
• Unnamed Item
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• Augmented Implicitly Restarted Lanczos Bidiagonalization Methods
• Deflation as a Method of Variance Reduction for Estimating the Trace of a Matrix Inverse

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