Iterative algorithms for computing the singular subspace of a matrix associated with its smallest singular values

DOI10.1016/0024-3795(91)90399-HzbMath0741.65031MaRDI QIDQ1176528

Sabine Van Huffel

Publication date: 25 June 1992

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

zbMATH Keywords

convergencesingular value decompositioniterative algorithmssingular valuesinverse iterationexperimental resultsChebyshev iterationsingular vector

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Related Items

Computation of the fundamental singular subspace of a large matrix ⋮ Clusters in Markov chains via singular vectors of Laplacian matrices ⋮ An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation ⋮ A fast algorithm for the recursive calculation of dominant singular subspaces ⋮ Computing multiple roots of inexact polynomials

Uses Software

• VanHuffel

Cites Work

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