Low-Rank Matrix Approximation Using the Lanczos Bidiagonalization Process with Applications

DOI10.1137/S1064827597327309zbMath0962.65038MaRDI QIDQ4509831

Hongyuan Zha, Horst D. Simon

Publication date: 19 October 2000

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

algorithm; numerical examples; singular value decomposition; error analysis; Lanczos bidiagonalization; large non-square matrix \(A\); low-rank approximation of matrices

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65F20: Numerical solutions to overdetermined systems, pseudoinverses

Related Items

Low rank update of singular values, A Krylov-Schur approach to the truncated SVD, A harmonic Lanczos bidiagonalization method for computing interior singular triplets of large matrices, Locating coalescing singular values of large two-parameter matrices, Restarted block Lanczos bidiagonalization methods, A new stable bidiagonal reduction algorithm, Computing smallest singular triplets with implicitly restarted Lanczos bidiagonalization, Structured low rank approximation, Harmonic and refined extraction methods for the singular value problem, with applications in least squares problems, The regularizing effect of the Golub-Kahan iterative bidiagonalization and revealing the noise level in the data

Uses Software

• Regularization tools
• svdpack