The Joint Bidiagonalization Method for Large GSVD Computations in Finite Precision

DOI10.1137/22M1483608MaRDI QIDQ5885819

Zhongxiao Jia, Hai-Bo Li

Publication date: 30 March 2023

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.08505

zbMATH Keywords

residual normgeneralized singular value decompositionLanczos bidiagonalizationrounding errorRitz valuereorthogonalizationjoint bidiagonalizationorthogonality level

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Eigenvalues, singular values, and eigenvectors (15A18) Roundoff error (65G50) Orthogonalization in numerical linear algebra (65F25)

Related Items

Thick-restarted joint Lanczos bidiagonalization for the GSVD, The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations

Uses Software

• LSQR
• eigs
• PROPACK
• JDQR
• SparseMatrix
• mctoolbox
• UTV
• JDQZ
• CRAIG

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