A Jacobi-Davidson type method for the generalized singular value problem

DOI10.1016/J.LAA.2009.03.003MaRDI QIDQ1025866zbMATH OpenOpenAlexFDO

Authors M. E. Hochstenbach

Publication date 23 June 2009

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2009.03.003

zbMATH Keywords

numerical examplesquadratic convergencecorrection equationJacobi-Davidson methodgeneralized singular value decompositionsubspace methodlarge sparse matrixaugmented matrixharmonic extractionrefined extractionaccelerated Newton method

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

• scientific article; zbMATH DE number 4215266 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A Jacobi--Davidson type SVD method
• A Jacobi–Davidson Iteration Method for Linear Eigenvalue Problems
• A Relationship between Linear Discriminant Analysis and the Generalized Minimum Squared Error Solution
• Computing the generalized singular values/vectors of large sparse or structured matrix pairs
• Generalizing the Singular Value Decomposition
• Harmonic and refined extraction methods for the singular value problem, with applications in least squares problems
• Jacobi--Davidson Style QR and QZ Algorithms for the Reduction of Matrix Pencils
• Jacobi-Davidson type methods for generalized eigenproblems and polynomial eigenproblems
• Matrix algorithms. Vol. 2: Eigensystems
• Numerical methods for large eigenvalue problems
• Refined iterative algorithms based on Arnoldi's process for large unsymmetric eigenproblems
• Singular value and generalized singular value decompositions and the solution of linear matrix equations
• Structure Preserving Dimension Reduction for Clustered Text Data Based on the Generalized Singular Value Decomposition
• The Generalized Singular Value Decomposition and the Method of Particular Solutions
• The generalized singular value decomposition and the general (A-\(\lambda\) B)-problem
• Towards a Generalized Singular Value Decomposition
• Two-sided and alternating Jacobi-Davidson

Cited in

(13)

• Arnoldi and Jacobi-Davidson methods for generalized eigenvalue problems $Ax=\lambda Bx$ with singular $B$
• Geometric inexact Newton method for generalized singular values of Grassmann matrix pair
• On choices of formulations of computing the generalized singular value decomposition of a large matrix pair
• A Jacobi--Davidson type SVD method
• Subspace iteration method for generalized singular values
• New iterative methods for generalized singular-value problems
• A cross-product free Jacobi-Davidson type method for computing a partial generalized singular value decomposition of a large matrix pair
• Computing a partial generalized real Schur form using the Jacobi–Davidson method
• Thick-restarted joint Lanczos bidiagonalization for the GSVD
• On inner iterations of Jacobi-Davidson type methods for large SVD computations
• Two harmonic Jacobi-Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair
• Computing several eigenvalues of nonlinear eigenvalue problems by selection
• A generalized CUR decomposition for matrix pairs

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