Randomized algorithms for generalized singular value decomposition with application to sensitivity analysis

DOI10.1002/NLA.2364MaRDI QIDQ4959592zbMATH OpenOpenAlexFDO

Authors Arvind K. Saibaba, Joseph Hart, Bart van Bloemen Waanders

Publication date 16 September 2021

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2002.02812

zbMATH Keywords

generalized singular value decompositioniterative methodsrandomized algorithmssensitivity analysis

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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• Enabling Hyper-Differential Sensitivity Analysis for Ill-Posed Inverse Problems
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• Randomized algorithms for computing the generalized tensor SVD based on the tensor product

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