A Jacobi-Davidson type method for the generalized singular value problem (Q1025866)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Jacobi-Davidson type method for the generalized singular value problem |
scientific article; zbMATH DE number 5569007
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Jacobi-Davidson type method for the generalized singular value problem |
scientific article; zbMATH DE number 5569007 |
Statements
A Jacobi-Davidson type method for the generalized singular value problem (English)
0 references
23 June 2009
0 references
The author presents a new method for the iterative computation of the generalized singular values and vectors of a large sparse matrix. The method is an accelerated Newton method with asymptotically quadratic convergence if the correction equations are solved exactly. Numerical examples are given.
0 references
generalized singular value decomposition
0 references
Jacobi-Davidson method
0 references
subspace method
0 references
augmented matrix
0 references
correction equation
0 references
accelerated Newton method
0 references
refined extraction
0 references
harmonic extraction
0 references
large sparse matrix
0 references
quadratic convergence
0 references
numerical examples
0 references
0 references
0 references
0 references
0 references
0 references
0.9016016125679016
0 references
0.8471289873123169
0 references
0.8163339495658875
0 references
0.8161356449127197
0 references
0.8032263517379761
0 references
