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

DOI10.1007/s10915-022-02053-wOpenAlexW4309878848MaRDI QIDQ2680320

Zhongxiao Jia, Jinzhi Huang

Publication date: 28 December 2022

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.13975

zbMATH Keywords

correction equationgeneralized singular value decompositioninner iterationouter iterationsubspace expansiondeflation methodextraction approach

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Iterative numerical methods for linear systems (65F10) Conditioning of matrices (15A12)

Uses Software

• JDQR
• SparseMatrix
• UTV
• JDQZ

Cites Work

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