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.

引用

页数：17

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