Partial singular value decomposition algorithm

DOI10.1016/0377-0427(90)90260-7MaRDI QIDQ2641073zbMATH OpenOpenAlexFDO

Authors Sabine Van Huffel

Publication date 1990

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(90)90260-7

zbMATH Keywords

left/right singular subspaceslibrary descriptionnull spacepartial singular value decomposition algorithmtotal least squares

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to linear algebra (15-04) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Review text

This is library description for a partial singular value decomposition algorithm. It computes the left/right singular subspaces corresponding to the smallest singular values below a user-defined limit. Supplied are: Calling sequence and parameters, short method description, references and an example.

Recommendations

• An efficient and reliable algorithm for computing the singular subspace of a matrix, associated with its smallest singular values
• Gradient-Type Algorithms for Partial Singular Value Decomposition
• Iterative algorithms for computing the singular subspace of a matrix associated with its smallest singular values
• scientific article; zbMATH DE number 3886984
• scientific article; zbMATH DE number 663830

Cites work

• An efficient and reliable algorithm for computing the singular subspace of a matrix, associated with its smallest singular values
• An Improved Algorithm for Computing the Singular Value Decomposition
• Basic Linear Algebra Subprograms for Fortran Usage
• scientific article; zbMATH DE number 3748409 (Why is no real title available?)
• The partial total least squares algorithm

Cited in

(12)

• On the computation of the rank of block bidiagonal Toeplitz matrices
• On condition numbers of the total least squares problem with linear equality constraint
• A hybrid method for computing the intersection and tangency points of plane curves
• An implicitly restarted block Lanczos bidiagonalization method using Leja shifts
• An ensemble-proper orthogonal decomposition method for the nonstationary Navier-Stokes equations
• The Weierstrass Canonical Form of a Regular Matrix Pencil: Numerical Issues and Computational Techniques
• A Simple SVD Algorithm for Finding Hidden Partitions
• Vertex Nomination Between Graphs via Spectral Embedding and Quadratic Programming
• On rank and null space computation of the generalized Sylvester matrix
• An iterative method for solving the generalized total least squares problem
• Detection and estimation of vertexwise latent position shifts across networks
• The ERES method for computing the approximate GCD of several polynomials

Describes a project that uses

Uses Software

• LINPACK

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