The joint bidiagonalization process with partial reorthogonalization

DOI10.1007/s11075-020-01064-8zbMath1485.65038arXiv2001.04402OpenAlexW2999762024MaRDI QIDQ820739

Zhongxiao Jia, Hai-Bo Li

Publication date: 27 September 2021

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.04402

zbMATH Keywords

Lanczos bidiagonalizationgeneralized SVDpartial reorthogonalizationjoint bidiagonalizationorthogonality levelsemiorthogonalization

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Orthogonalization in numerical linear algebra (65F25)

Related Items (5)

The Joint Bidiagonalization Method for Large GSVD Computations in Finite Precision ⋮ Two harmonic Jacobi-Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair ⋮ A cross-product free Jacobi-Davidson type method for computing a partial generalized singular value decomposition of a large matrix pair ⋮ Thick-restarted joint Lanczos bidiagonalization for the GSVD ⋮ The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations

Uses Software

• LSQR
• PROPACK
• SparseMatrix
• mctoolbox
• UTV
• CRAIG

Cites Work

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• Accuracy and Stability of Numerical Algorithms
• Discrete Inverse Problems
• A Projection‐Based Approach to General‐Form Tikhonov Regularization
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Computational Variants of the Lanczos Method for the Eigenproblem

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