A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold
Numerical Analysis
2024-08-05 v3 Numerical Analysis
Abstract
In this paper, we describe a new hybrid algorithm for computing all singular triplets above a given threshold and provide its implementation in MATLAB/Octave and R. The high performance of our codes and ease at which they can be used, either independently or within a larger numerical scheme, are illustrated through several numerical examples with applications to matrix completion and image compression. Well-documented MATLAB and R codes are provided for public use.
Cite
@article{arxiv.2407.06306,
title = {A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold},
author = {James Baglama and Jonathan A. Chávez Casillas and Vasilije Perović},
journal= {arXiv preprint arXiv:2407.06306},
year = {2024}
}
Comments
17 pages, 2 Algorithms, 3 Tables, 3 examples, GitHub repository