A Distributed and Incremental SVD Algorithm for Agglomerative Data Analysis on Large Networks
Numerical Analysis
2017-01-09 v2 Numerical Analysis
Abstract
In this paper, we show that the SVD of a matrix can be constructed efficiently in a hierarchical approach. Our algorithm is proven to recover the singular values and left singular vectors if the rank of the input matrix is known. Further, the hierarchical algorithm can be used to recover the largest singular values and left singular vectors with bounded error. We also show that the proposed method is stable with respect to roundoff errors or corruption of the original matrix entries. Numerical experiments validate the proposed algorithms and parallel cost analysis.
Cite
@article{arxiv.1601.07010,
title = {A Distributed and Incremental SVD Algorithm for Agglomerative Data Analysis on Large Networks},
author = {M. A. Iwen and B. W. Ong},
journal= {arXiv preprint arXiv:1601.07010},
year = {2017}
}