Gradient-type algorithms for partial singular value decomposition
It is often desirable to calculate only a few terms of the SVD expansion of a matrix, corresponding to the largest or smallest singular values. Two algorithms, based on gradient and conjugate gradient search, are proposed for this purpose. SVD is computed term by term in a decreasing or increasing o...
Veröffentlicht in: | IEEE transactions on pattern analysis and machine intelligence. - 1979. - 9(1987), 1 vom: 01. Jan., Seite 137-42 |
---|---|
1. Verfasser: | |
Weitere Verfasser: | |
Format: | Aufsatz |
Sprache: | English |
Veröffentlicht: |
1987
|
Zugriff auf das übergeordnete Werk: | IEEE transactions on pattern analysis and machine intelligence |
Schlagworte: | Journal Article |
Zusammenfassung: | It is often desirable to calculate only a few terms of the SVD expansion of a matrix, corresponding to the largest or smallest singular values. Two algorithms, based on gradient and conjugate gradient search, are proposed for this purpose. SVD is computed term by term in a decreasing or increasing order of singular values. The algorithms are simple to implement and are especially advantageous with large matrices |
---|---|
Beschreibung: | Date Completed 02.10.2012 Date Revised 12.11.2019 published: Print Citation Status PubMed-not-MEDLINE |
ISSN: | 1939-3539 |