A robust and efficient parallel SVD solver based on restarted Lanczos bidiagonalization

MaRDI QIDQ836790zbMATH OpenFDO

Authors V. Hernández, J. E. Roman, Andrés E. Tomás

Publication date 8 September 2009

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/130663, http://www.emis.de/journals/ETNA/vol.31.2008/pp68-85.dir/pp68-85.html

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zbMATH Keywords

Lanczos bidiagonalizationlarge sparse matrixparallel computingpartial singular value decompositionreorthogonalizationthick restart

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25) Computational methods for sparse matrices (65F50)

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Cited in

(15)

• Estimating the largest singular values of large sparse matrices via modified moments
• Sparse data-driven quadrature rules via \(\ell^p\)-quasi-norm minimization
• An implicitly restarted Lanczos bidiagonalization method with refined harmonic shifts for computing smallest singular triplets
• Approximate partitioned method of snapshots for POD
• A Krylov-Schur approach to the truncated SVD
• A harmonic Lanczos bidiagonalization method for computing interior singular triplets of large matrices
• Literature survey on low rank approximation of matrices
• On inner iterations of Jacobi-Davidson type methods for large SVD computations
• PRIMME\_SVDS: a high-performance preconditioned SVD solver for accurate large-scale computations
• Evaluation of Several Variants of Explicitly Restarted Lanczos Eigensolvers and Their Parallel Implementations
• A literature survey of matrix methods for data science
• Thick-restarted joint Lanczos bidiagonalization for the GSVD
• Improvements to SLEPc in releases 3.14--3.18
• Structure-preserving joint Lanczos bidiagonalization with thick-restart for the partial quaternion GSVD
• Algorithm 1043: faster randomized SVD with dynamic shifts

Describes a project that uses

Uses Software

• PROPACK
• JDQR
• SparseMatrix
• JDQZ
• SLEPc
• PETSc

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