New iterative methods for generalized singular-value problems

DOI10.1007/s40096-017-0223-3zbMath1407.65045OpenAlexW2609472840WikidataQ59520571 ScholiaQ59520571MaRDI QIDQ1992051

Yanyan Li

Publication date: 2 November 2018

Published in: Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40096-017-0223-3

zbMATH Keywords

sparseKrylov subspaceiterativegeneralized singular value

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Iterative numerical methods for linear systems (65F10) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)

Related Items (1)

A cross-product free Jacobi-Davidson type method for computing a partial generalized singular value decomposition of a large matrix pair

Cites Work

• Convergence analysis of modified iterative methods to solve linear systems
• The generalized singular value decomposition and the general (A-\(\lambda\) B)-problem
• A new restarting method in the Lanczos algorithm for generalized eigenvalue problem
• Weighted FOM-inverse vector iteration method for computing a few smallest (largest) eigenvalues of pair (A, B)
• A Jacobi-Davidson type method for the generalized singular value problem
• Two-sided and alternating Jacobi-Davidson
• FOM-inverse vector iteration method for computing a few smallest (largest) eigenvalues of pair (A,B)
• Harmonic and refined extraction methods for the singular value problem, with applications in least squares problems
• The Generalized Singular Value Decomposition and the Method of Particular Solutions
• Krylov Subspace Methods for Solving Large Unsymmetric Linear Systems
• A Relationship between Linear Discriminant Analysis and the Generalized Minimum Squared Error Solution

This page was built for publication: New iterative methods for generalized singular-value problems