Computing Analytic Singular Value Decomposition via a pathfollowing

• ID: 2299, RIV: 10030894
• ISSN: neuvedeno, ISBN: 3-540-34287-7
• zdroj: Proceedings of ENUMATH 2005
• klíčová slova: Computing; Analytic; Singular; Value; Decomposition; pathfollowing
• autoři: Vladimír Janovský
• autoři z KNM: Janovský Vladimír

Abstrakt

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.