Algorithm 1043: faster randomized SVD with dynamic shifts

DOI10.1145/3660629MaRDI QIDQ7028245zbMATH OpenFDO

Authors Xu Feng, Wen-Jian Yu, Yuyang Xie, Jie Tang

Publication date 12 February 2025

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1145/3660629

zbMATH Keywords

random embeddingshifted power iterationsparse matrixtruncated singular value decomposition

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites work

• A randomized algorithm for principal component analysis
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• scientific article; zbMATH DE number 6973983 (Why is no real title available?)
• PRIMME: preconditioned iterative multimethod eigensolver -- methods and software description
• PRIMME\_SVDS: a high-performance preconditioned SVD solver for accurate large-scale computations
• Randomized Algorithms for Matrices and Data
• Randomized numerical linear algebra: Foundations and algorithms
• The approximation of one matrix by another of lower rank.
• The University of Florida sparse matrix collection

Cited in

(1)

• A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold

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