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

DOI10.1016/J.LAA.2009.03.003zbMATH Open1169.65034OpenAlexW2097163624MaRDI QIDQ1025866FDOQ1025866

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

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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)

Cites Work

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• Matrix algorithms. Vol. 2: Eigensystems
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• Structure Preserving Dimension Reduction for Clustered Text Data Based on the Generalized Singular Value Decomposition
• Computing the generalized singular values/vectors of large sparse or structured matrix pairs
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• The Generalized Singular Value Decomposition and the Method of Particular Solutions
• The generalized singular value decomposition and the general (A-\(\lambda\) B)-problem
• A Relationship between Linear Discriminant Analysis and the Generalized Minimum Squared Error Solution

Cited In (10)

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

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