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...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on pattern analysis and machine intelligence. - 1979. - 9(1987), 1 vom: 01. Jan., Seite 137-42
1. Verfasser: Haimi-Cohen, R (VerfasserIn)
Weitere Verfasser: Cohen, A
Format: Aufsatz
Sprache:English
Veröffentlicht: 1987
Zugriff auf das übergeordnete Werk:IEEE transactions on pattern analysis and machine intelligence
Schlagworte:Journal Article
Beschreibung
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