Some Software Packages for Partial SVD Computation
Optimization and Control
2013-05-09 v3 Mathematical Software
Abstract
This technical report introduces some software packages for partial SVD computation, including optimized PROPACK, modified PROPACK for computing singular values above a threshold and the corresponding singular vectors, and block Lanczos with warm start (BLWS). The current version is preliminary. The details will be enriched soon.
Cite
@article{arxiv.1108.1548,
title = {Some Software Packages for Partial SVD Computation},
author = {Zhouchen Lin},
journal= {arXiv preprint arXiv:1108.1548},
year = {2013}
}