Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions

DOI10.1137/120871328zbMath1278.65045OpenAlexW1968157422MaRDI QIDQ2847729

Publication date: 11 September 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120871328

zbMATH Keywords

algorithm convergence numerical examples principal component analysis dimension reduction iteration method Krylov subspace method data mining eigenvalue decomposition subspace optimization dominant singular value decomposition large and dense matrices

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)

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