An implicitly restarted joint bidiagonalization algorithm for large GSVD computations

DOI10.1137/25M1739418MaRDI QIDQ7316801zbMATH OpenFDO

Authors Kaixiao Fang, Zhongxiao Jia

Publication date 20 August 2026

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/25M1739418

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Eigenvalues, singular values, and eigenvectors (15A18) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50)

Cites work

• A CJ-FEAST GSVDsolver for computing a partial gsvd of a large matrix pair with the generalized singular values in a given interval
• A cross-product free Jacobi-Davidson type method for computing a partial generalized singular value decomposition of a large matrix pair
• A Jacobi-Davidson type method for the generalized singular value problem
• A joint bidiagonalization based iterative algorithm for large scale general-form Tikhonov regularization
• A Krylov--Schur algorithm for large eigenproblems
• A Projection‐Based Approach to General‐Form Tikhonov Regularization
• A refined harmonic Lanczos bidiagonalization method and an implicitly restarted algorithm for computing the smallest singular triplets of large matrices
• An implicit restarted Lanczos method for large symmetric eigenvalue problems
• An Implicitly Restarted Refined Bidiagonalization Lanczos Method for Computing a Partial Singular Value Decomposition
• Computing smallest singular triplets with implicitly restarted Lanczos bidiagonalization
• Computing the generalized singular values/vectors of large sparse or structured matrix pairs
• scientific article; zbMATH DE number 1049353 (Why is no real title available?)
• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
• IRBL: An Implicitly Restarted Block-Lanczos Method for Large-Scale Hermitian Eigenproblems
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• On choices of formulations of computing the generalized singular value decomposition of a large matrix pair
• Polynomial characterizations of the approximate eigenvectors by the refined Arnoldi method and an implicitly restarted refined Arnoldi algorithm
• Principal component analysis.
• Rank-Deficient and Discrete Ill-Posed Problems
• Refined and refined harmonic Jacobi-Davidson methods for computing several GSVD components of a large regular matrix pair
• SLEPc
• The Joint Bidiagonalization Method for Large GSVD Computations in Finite Precision
• The refined harmonic Arnoldi method and an implicitly restarted refined algorithm for computing interior eigenpairs of large matrices
• The University of Florida sparse matrix collection
• Thick-restart Lanczos method for large symmetric eigenvalue problems
• Thick-restarted joint Lanczos bidiagonalization for the GSVD
• Towards a Generalized Singular Value Decomposition
• Two harmonic Jacobi-Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair

This page was built for publication: An implicitly restarted joint bidiagonalization algorithm for large GSVD computations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7316801)