A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold

التفاصيل البيبلوغرافية
العنوان: A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold
المؤلفون: Baglama, James, Casillas, Jonathan A. Chávez, Perović, Vasilije
سنة النشر: 2024
المجموعة: Computer Science
Mathematics
مصطلحات موضوعية: Mathematics - Numerical Analysis
الوصف: 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.
Comment: 17 pages, 2 Algorithms, 3 Tables, 3 examples, GitHub repository
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2407.06306
رقم الأكسشن: edsarx.2407.06306
قاعدة البيانات: arXiv