A Jacobi-Davidson type method for the generalized singular value problem

DOI10.1016/j.laa.2009.03.003zbMath1169.65034OpenAlexW2097163624MaRDI QIDQ1025866

Michiel E. Hochstenbach

Publication date: 23 June 2009

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2009.03.003

zbMATH Keywords

numerical examplesquadratic convergencecorrection equationJacobi-Davidson methodgeneralized singular value decompositionsubspace methodlarge sparse matrixaugmented matrixharmonic extractionrefined extractionaccelerated Newton method

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items (7)

A Generalized CUR Decomposition for Matrix Pairs ⋮ Computing several eigenvalues of nonlinear eigenvalue problems by selection ⋮ Two harmonic Jacobi-Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair ⋮ A cross-product free Jacobi-Davidson type method for computing a partial generalized singular value decomposition of a large matrix pair ⋮ Thick-restarted joint Lanczos bidiagonalization for the GSVD ⋮ New iterative methods for generalized singular-value problems ⋮ On choices of formulations of computing the generalized singular value decomposition of a large matrix pair

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