Calculating the Singular Values and Pseudo-Inverse of a Matrix
From MaRDI portal
Publication:5589678
DOI10.1137/0702016zbMath0194.18201OpenAlexW2005423095WikidataQ56135294 ScholiaQ56135294MaRDI QIDQ5589678
Publication date: 1965
Published in: Journal of the Society for Industrial and Applied Mathematics Series B Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9238de967f7bd30d5fb5b2a9450e42023add7910
Related Items
The joint bidiagonalization process with partial reorthogonalization, Complex systems: features, similarity and connectivity, A differential equation approach to the singular value decomposition of bidiagonal matrices, Transfer mutual information: A new method for measuring information transfer to the interactions of time series, Decomposition of a planar vector field into irrotational and rotational components, Majorization bounds for SVD, Pricing exotic derivatives exploiting structure, An implicit shift bidiagonalization algorithm for ill-posed systems, An efficient and reliable algorithm for computing the singular subspace of a matrix, associated with its smallest singular values, Bidiagonalization and diagonalization, Singular value decompositions of complex symmetric matrices, The partial total least squares algorithm, Inheritance of the discrete Picard condition in Krylov subspace methods, A new taxonomy of conjugate gradient methods, Accelerating large partial EVD/SVD calculations by filtered block Davidson methods, Quaternion singular value decomposition based on bidiagonalization to a real or complex matrix using quaternion Householder transformations, A bidiagonalization algorithm for solving large and sparse ill-posed systems of linear equations, A matching pursuit approach to solenoidal filtering of three-dimensional velocity measurements, Some simple estimates for singular values of a matrix, Lanczos tridiagonalization and core problems, Computation of exact inertia and inclusions of eigenvalues (singular values) of tridiagonal (bidiagonal) matrices, Matrix iterative solutions to the least squares problem of \(BXA^{T} = F\) with some linear constraints, Adaptive procedure for estimating parameters for the nonsymmetric Tchebychev iteration, Solution of systems of nonlinear algebraic equations in three variables. Methods and algorithms. III, An approach to solving multiparameter algebraic problems, Rules and software for detecting rank degeneracy, A unitary similarity transform of a normal matrix to complex symmetric form, Simple backward error bounds for linear least-squares problems, Methods and algorithms of solving spectral problems for polynomial and rational matrices, Fitting helices to data by total least squares, Complex wedge-shaped matrices: a generalization of Jacobi matrices, Computations for constrained linear models, Two projection methods for regularized total least squares approximation, Simultaneous equations estimation. Computational aspects, The reduction of a general complex matrix to a condensed form by bounded single element transformations, A Krylov-Schur approach to the truncated SVD, \(\mathcal H\)-matrix accelerated second moment analysis for potentials with rough correlation, Computational methods of linear algebra, A new iterative method for solving linear Fredholm integral equations using the least squares method, Dimensional reduction in vector space methods for natural language processing: products and projections, Unidentifiable compartmental models: What to do?, Least-squares approximations in geometric buildup for solving distance geometry problems, Accurate ordering of eigenvectors and singular vectors without eigenvalues and singular values., Iterative solution methods for certain sparse linear systems with a non- symmetric matrix arising from PDE-problems, A note on inclusion intervals of matrix singular values, Accuracy of preconditioned CG-type methods for least squares problems., The singular values and vectors of low rank perturbations of large rectangular random matrices, Personal report : Gene Howard Golub, 1932--2007, Efficient GOCE satellite gravity field recovery based on least-squares using QR decomposition, Fast ESPRIT algorithms based on partial singular value decompositions, Quadratically constrained least squares and quadratic problems, Adaptive Lanczos methods for recursive condition estimation, Estimating the largest singular values of large sparse matrices via modified moments, Adaptability, interpretability and rule weights in fuzzy rule-based systems, Representations and expansions of weighted pseudoinverse matrices, iterative methods, and problem regularization. I. positive definite weights, Computing projections with LSQR, Iterative algorithms for least-squares solutions of a quaternion matrix equation, Partial least-squares vs. Lanczos bidiagonalization. I: Analysis of a projection method for multiple regression, New inclusion sets for singular values, Partitioning strategies for the block Cimmino algorithm, LSQR iterative method for generalized coupled Sylvester matrix equations, Updating the regularization parameter in the adaptive cubic regularization algorithm, Algorithm Q-LSQR for the least squares problem in quaternionic quantum theory, Implicitly-weighted total least squares, On tridiagonal matrices unitarily equivalent to normal matrices, The ERES method for computing the approximate GCD of several polynomials, A QR-method for computing the singular values via semiseparable matrices, LSQR iterative common symmetric solutions to matrix equations \(AXB = E\) and \(CXD = F\), New matrix iterative methods for constraint solutions of the matrix equation \(AXB=C\), Optimal combination forecasts for hierarchical time series, Numerical algorithms for the Moore-Penrose inverse of a matrix: direct methods, Information and computation in simultaneous equations estimation, Conjugate gradient method for computing the Moore-Penrose inverse and rank of a matrix, Diagonalization, rank calculation and generalized inverses of rational matrices, Using semiseparable matrices to compute the SVD of a general matrix product/quotient, Inverse analysis FOR two-dimensional structures using the boundary element method, Meshless thin plate spline methods for the modified Helmholtz equation, Identification of discontinuous nonlinear systems via a multivariate Padé approach, Approximating the leading singular triplets of a large matrix function, The effect of data grid size on certain interpolation methods for unconstrained function minimization, On the efficient and accurate solution of the skew-symmetric eigenvalue problem, Matrix-free Krylov iteration for implicit convolution of numerically low-rank data, A comparison between the complex symmetric based and classical computation of the singular value decomposition of normal matrices, On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models, On the transition of genetic differentiation from isolation to panmixia: what we can learn from \(G_{ST}\) and \(D\), Computing the complete CS decomposition, Trust-region and other regularisations of linear least-squares problems, On the estimation of a large sparse Bayesian system: the Snaer program, A note on the computation of the generalized cross-validation function for ill-conditioned least squares problems, Vector extrapolation enhanced TSVD for linear discrete ill-posed problems, Krylov and steady-state techniques for the solution of the chemical master equation for the mitogen-activated protein kinase cascade, \(O(n^ 3)\) noniterative heuristic algorithm for linear programs with error-free implementation., Approximation of multivariable linear systems with impulse response and autocorrelation sequences, Eigenvalue computation in the 20th century, Parallel codes for computing the numerical rank, Report on test matrices for generalized inverses, Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian, Concise row-pruning algorithm to invert a matrix, Preconditioned iterative methods for sparse linear algebra problems arising in circuit simulation, Solving or resolving inadequate and noisy tomographic systems, Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework, Iterative refinement of linear least squares solutions II, A Preconditioned Hybrid SVD Method for Accurately Computing Singular Triplets of Large Matrices, Preconditioning Linear Least-Squares Problems by Identifying a Basis Matrix, Probabilistic Bounds for the Matrix Condition Number with Extended Lanczos Bidiagonalization, AN INNOVATION STATE SPACE APPROACH FOR TIME SERIES FORECASTING, The Singular Value Decomposition: Anatomy of Optimizing an Algorithm for Extreme Scale, A Nonlinear Matrix Decomposition for Mining the Zeros of Sparse Data, Semi-Infinite Linear Regression and Its Applications, Conditional Source-term Estimation using dynamic ensemble selection and parallel iterative solution, A Novel Partitioning Method for Accelerating the Block Cimmino Algorithm, Direct Implementation of Tikhonov Regularization for the First Kind Integral Equation, SPMR: A Family of Saddle-Point Minimum Residual Solvers, Image reconstruction from radially incomplete spherical Radon data, Unnamed Item, An Elimination Method for Computing the Generalized Inverse, Numerically stable deflation of hessenberg and symmetric tridiagonal matrices, A new implementation of LSMR algorithm for the quaternionic least squares problem, Computing Low-Rank Approximations of Large-Scale Matrices with the Tensor Network Randomized SVD, LSMB: Minimizing the Backward Error for Least-Squares Problems, Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature, Some inverse eigenproblems for Jacobi and arrow matrices, Learning feedback Nash strategies for nonlinear port-Hamiltonian systems, A non-iterative method for vertex corrections of the Kubo formula for electric conductivity, Low-rank tensor methods for partial differential equations, An alternative method for SPP with full rank (2,1)-block matrix and nonzero right-hand side vector, Unnamed Item, A literature survey of matrix methods for data science, Paige's algorithm for solving a class of tensor least squares problem, Tensor product approach to modelling epidemics on networks, Spurious Valleys, NP-Hardness, and Tractability of Sparse Matrix Factorization with Fixed Support, A new matrix maximization model for computing ratios of generalized singular values from high-order GSVD, Row Replicated Block Cimmino, Alternating cyclic vector extrapolation technique for accelerating nonlinear optimization algorithms and fixed-point mapping applications, Efficient approximations of the fisher matrix in neural networks using kronecker product singular value decomposition, Condition Numbers of the Multidimensional Total Least Squares Problem, Explicit deflation in Golub-Kahan-Lanczos bidiagonalization methods, Jackstraw inference for AJIVE data integration, The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations, Acceleration of iterative refinement for singular value decomposition, Numerical range for weighted Moore-Penrose inverse of tensor, Efficient generalized Golub–Kahan based methods for dynamic inverse problems, ON-line-ridge regression; sequential biased estimation for nonorthogonai problems, An inexact non stationary Tikhonov procedure for large-scale nonlinear ill-posed problems, Generalized Hybrid Iterative Methods for Large-Scale Bayesian Inverse Problems, On the Best Approximation of the Hierarchical Matrix Product, Projected Newton method for noise constrained ℓ p regularization, BiLQ: An Iterative Method for Nonsymmetric Linear Systems with a Quasi-Minimum Error Property, Sharp 2-Norm Error Bounds for LSQR and the Conjugate Gradient Method, Bounds for condition numbers of triangular and trapezoid matrices, A Convergence Result for Some Krylov–Tikhonov Methods in Hilbert Spaces, On the Degenerate Scale of an Infinite Plane Containing Two Unequal Circles, Hybrid Projection Methods with Recycling for Inverse Problems, Discrete cosine transform LSQR and GMRES methods for multidimensional ill-posed problems, Fast Randomized Non-Hermitian Eigensolvers Based on Rational Filtering and Matrix Partitioning, An iterative algorithm for a least squares solution of a matrix equation, Accurate and fast matrix factorization for low-rank learning., Fast enclosure of matrix eigenvalues and singular values via rounding mode controlled computation, Fast Nonnegative Least Squares Through Flexible Krylov Subspaces, Least squares, singular values and matrix approximations, A generalized LSQR algorithm, A matrix LSQR iterative method to solve matrix equationAXB=C, On input function observers for generalized state-space systems, The generalized triangular decomposition, A note on generalized inverses, Two-sided hyperbolic SVD, Accuracy of the Lanczos Process for the Eigenproblem and Solution of Equations, Fast linear inversion for highly overdetermined inverse scattering problems, Unnamed Item, PRIMME_SVDS: A High-Performance Preconditioned SVD Solver for Accurate Large-Scale Computations, A Golub--Kahan Davidson Method for Accurately Computing a Few Singular Triplets of Large Sparse Matrices, The Conjugate Residual Method in Linesearch and Trust-Region Methods, Unnamed Item, Parallel Prony's Method with Multivariate Matrix Pencil Approach and Its Numerical Aspects, LNLQ: An Iterative Method for Least-Norm Problems with an Error Minimization Property, Flexible Krylov Methods for $\ell_p$ Regularization, A Tridiagonalization Method for Symmetric Saddle-Point Systems, Hybrid Projection Methods with Recycling for Inverse Problems, Projected Newton method for noise constrained Tikhonov regularization, Extension of GKB‐FP algorithm to large‐scale general‐form Tikhonov regularization, Band Generalization of the Golub--Kahan Bidiagonalization, Generalized Jacobi Matrices, and the Core Problem, A Framework for Regularization via Operator Approximation, Extension of biplot methodology to multivariate regression analysis, A Block Bidiagonalization Method for Fixed-Accuracy Low-Rank Matrix Approximation, SOLVING SPARSE LEAST SQUARES PROBLEMS WITH PRECONDITIONED CGLS METHOD ON PARALLEL DISTRIBUTED MEMORY COMPUTERS, Representing the geometrical complexity of liners and boundaries in low-order modeling for thermoacoustic instabilities, Well-conditioned ultraspherical and spectral integration methods for resolvent analysis of channel flows of Newtonian and viscoelastic fluids, A fast regression via SVD and marginalization, Asymptotics for the late arrivals problem, Perturbation analysis for the periodic generalized coupled Sylvester equation, Evaluation of hypersingular integrals in the boundary element method, Computation of Generalized Matrix Functions, Structured shifts for skew-symmetric matrices, When does the Lanczos algorithm compute exactly?, An iterative method for computing a symplectic SVD-like decomposition, Solution of sparse rectangular systems using LSQR and Craig, The regularizing effect of the Golub-Kahan iterative bidiagonalization and revealing the noise level in the data, A predictor-corrector meshless based scheme for incompressible Navier-Stokes flows, Peaks, plateaus, numerical instabilities in a Galerkin minimal residual pair of methods for solving \(Ax=b\), Noise representation in residuals of LSQR, LSMR, and CRAIG regularization, Boundary element methods in diffraction of a point-source acoustic wave by a rigid infinite wedge, On the partial condition numbers for the indefinite least squares problem, An extended block Golub-Kahan algorithm for large algebraic and differential matrix Riccati equations, A dual domain decomposition algorithm for the analysis of non-conforming isogeometric Kirchhoff-Love shells, Weighted conjugate gradient-type methods for solving quadrature discretization of Fredholm integral equations of the first kind, On variation of eigenvalues of birth and death matrices and random walk matrices, Krylov-type methods for tensor computations.I, Detection of holes in an elastic body based on eigenvalues and traces of eigenmodes, A comparison of techniques for overcoming non-uniqueness of boundary integral equations for the collocation partition of unity method in two-dimensional acoustic scattering, Mixed enrichment for the finite element method in heterogeneous media, A robust Moore-Penrose pseudoinverse-based static finite-element solver for simulating non-local fracture in solids, Hybrid iterative refined restarted Lanczos bidiagonalization methods, Higher-order multifractal detrended partial cross-correlation analysis for the correlation estimator, An improved quantum algorithm for data fitting, Partial condition number for the equality constrained linear least squares problem, Matrix LSQR algorithm for structured solutions to quaternionic least squares problem, Parallel cross interpolation for high-precision calculation of high-dimensional integrals, Reorthogonalization for the Golub-Kahan-Lanczos bidiagonal reduction, Probabilistic upper bounds for the matrix two-norm, GKB-FP: An algorithm for large-scale discrete ill-posed problems, Weighted singular decomposition and weighted pseudoinversion of matrices, Estimation for matrix singular values, Aitken's acceleration of the Schwarz process using singular value decomposition for heterogeneous 3D groundwater flow problems, Boosting iterative stochastic ensemble method for nonlinear calibration of subsurface flow models, Column-oriented algebraic iterative methods for nonnegative constrained least squares problems, A direct heuristic algorithm for linear programming, A stabilized meshless method for time-dependent convection-dominated flow problems, Geometric Methods on Low-Rank Matrix and Tensor Manifolds, Irr: An algorithm for computing the smallest singular value of large scale matrices, Turning Big Data Into Tiny Data: Constant-Size Coresets for $k$-Means, PCA, and Projective Clustering, Evaluation of news search engines based on information retrieval models, Weighted Golub-Kahan-Lanczos bidiagonalization algorithms, The digraphs and inclusion intervals of matrix singular values, Numerical inversion and uniqueness of a spherical Radon transform restricted with a fixed angular span, Chemical equation balancing: an integer programming approach, The regularizing properties of global GMRES for solving large-scale linear discrete ill-posed problems with several right-hand sides, On a generalization of Regińska's parameter choice rule and its numerical realization in large-scale multi-parameter Tikhonov regularization, Inclusion sets for singular values, The geometric mean decomposition, Optical Spectra from Chemical Titration: An Analysis by SVD, A new stable bidiagonal reduction algorithm, An SVD analysis of equispaced polynomial interpolation, The block least squares method for solving nonsymmetric linear systems with multiple right-hand sides, The use of entropy minimization for the solution of blind source separation problems in image analysis, Lanczos method for large-scale quaternion singular value decomposition, Iterative methods for solving consistent or inconsistent matrix inequality \({AXB} \geqslant C\) with linear constraints, Structure in loss of orthogonality, A new iterative model updating technique based on least squares minimal residual method using measured modal data, Global least squares method (Gl-LSQR) for solving general linear systems with several right-hand sides, Global least squares methods based on tensor form to solve a class of generalized Sylvester tensor equations, Methods for computing weighted pseudoinverses and weighted normal pseudosolutions with singular weights, Preconditioners for rank deficient least squares problems, On Moore-Penrose pseudoinverse computation for stiffness matrices resulting from higher order approximation, Tensor-free proximal methods for lifted bilinear/quadratic inverse problems with applications to phase retrieval, Sampling from manifold-restricted distributions using tangent bundle projections, On computing the minimum singular value of a tensor sum, Stability of general systems of linear equations, Numerical Equivalences among Krylov Subspace Algorithms for Skew-Symmetric Matrices, The LSQR method for solving tensor least-squares problems, Singular value decomposition and least squares solutions, Numerical methods for accurate computation of the eigenvalues of Hermitian matrices and the singular values of general matrices, Stationary values of the ratio of quadratic forms subject to linear constraints, A Distributed and Incremental SVD Algorithm for Agglomerative Data Analysis on Large Networks, Computing smallest singular triplets with implicitly restarted Lanczos bidiagonalization, Conjugate direction methods for solving systems of linear equations, Best accessible estimation: Convergence properties and limiting forms of the direct and reduced versions, Trace minimization method via penalty for linear response eigenvalue problems, Harmonic and refined extraction methods for the singular value problem, with applications in least squares problems, A Krylov-Schur-like method for computing the best rank-\((r_1,r_2,r_3)\) approximation of large and sparse tensors, LSLQ: An Iterative Method for Linear Least-Squares with an Error Minimization Property, Convergence analysis of LSQR for compact operator equations, Matrix iterative algorithms for least-squares problem in quaternionic quantum theory, A note on the inclusion sets for singular values, LSMR iterative method for general coupled matrix equations, Iterative hybrid regularization for extremely noisy full models in single particle analysis, Computing Fréchet derivatives in partial least squares regression, Formation Potential Field for Trajectory Tracking Control of Multi-Agents in Constrained Space, A regularizing L-curve Lanczos method for underdetermined linear systems, An \({\mathcal O}(n^{2})\) algorithm for the bidiagonal SVD, One-sided reduction to bidiagonal form, Quantum beetle swarm algorithm optimized extreme learning machine for intrusion detection, The inexact fixed matrix iteration for solving large linear inequalities in a least squares sense, Analysis of approximate inverses in tomography. II: Iterative inverses, A least squares approach for saddle point problems, Global LSMR(Gl-LSMR) method for solving general linear systems with several right-hand sides
