PRIMME_SVDS: A High-Performance Preconditioned SVD Solver for Accurate Large-Scale Computations
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Publication:5372627
DOI10.1137/16M1082214zbMath1392.65100arXiv1607.01404MaRDI QIDQ5372627
Andreas Stathopoulos, Eloy Romero, Lingfei Wu
Publication date: 27 October 2017
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.01404
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Packaged methods for numerical algorithms (65Y15)
Related Items (18)
Periodically driven perturbed CFTs: the sine-Gordon model ⋮ Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse ⋮ A Robust Algebraic Multilevel Domain Decomposition Preconditioner for Sparse Symmetric Positive Definite Matrices ⋮ A multigrid accelerated eigensolver for the Hermitian Wilson-Dirac operator in lattice QCD ⋮ A compact heart iteration for low-rank approximations of large matrices ⋮ Two harmonic Jacobi-Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair ⋮ Hybrid iterative refined restarted Lanczos bidiagonalization methods ⋮ Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD ⋮ Explicit deflation in Golub-Kahan-Lanczos bidiagonalization methods ⋮ Computing the smallest singular triplets of a large matrix ⋮ Sketching for Principal Component Regression ⋮ TRPL+K: Thick-Restart Preconditioned Lanczos+K Method for Large Symmetric Eigenvalue Problems ⋮ Approaching the self-dual point of the sinh-Gordon model ⋮ Sharp error bounds for Ritz vectors and approximate singular vectors ⋮ A cross-product approach for low-rank approximations of large matrices ⋮ PRIMME_SVDS ⋮ On Inner Iterations of Jacobi--Davidson Type Methods for Large SVD Computations ⋮ A Golub--Kahan Davidson Method for Accurately Computing a Few Singular Triplets of Large Sparse Matrices
Uses Software
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