A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold
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arXiv
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| Format: | Preprint |
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2024
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| author | Baglama, James Casillas, Jonathan A. Chávez Perović, Vasilije |
| author_facet | Baglama, James Casillas, Jonathan A. Chávez Perović, Vasilije |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_06306 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold Baglama, James Casillas, Jonathan A. Chávez Perović, Vasilije Numerical Analysis 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. |
| title | A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold |
| topic | Numerical Analysis |
| url | https://arxiv.org/abs/2407.06306 |