A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold

被引：0
|
作者：
Baglama, James [1 ]
Chavez-Casillas, Jonathan A. [1 ]
Perovic, Vasilije [1 ]
机构：
[1] Univ Rhode Isl, Dept Math & Appl Math Sci, Kingston, RI 02881 USA
来源：
NUMERICAL ALGORITHMS | 2024年
关键词：
Partial singular value decomposition; svds; MATLAB; R; Matrix completion; Singular value thresholding; SVD;
D O I：
10.1007/s11075-024-01906-9
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we describe a new hybrid algorithm for computing all singular triplets above a given threshold and provide its implementation in MATLAB/Octave and R. The high performance of our codes and ease at which they can be used, either independently or within a larger numerical scheme, are illustrated through several numerical examples with applications to matrix completion and image compression. Well-documented MATLAB and R codes are provided for public use.
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页数：17
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