Computing Analytic Singular Value Decomposition via a pathfollowing

• ID: 2299, RIV: 10030894
• ISSN: not specified, ISBN: 3-540-34287-7
• source: Proceedings of ENUMATH 2005
• keywords: Computing; Analytic; Singular; Value; Decomposition; pathfollowing
• authors: Vladimír Janovský
• authors from KNM: Janovský Vladimír

Abstract

The aim is to compute ASVD for large sparse matrices. In particular, selected branches of singular values and the corresponding left/right singular vectors are considered. A predictor-corrector algorithm with an adaptive stepsize control is presented.