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Computing the generalized singular values/vectors of large sparse or structured matrix pairs (1996)

Zha, Hongyuan

Springer

Numerische Mathematik 72 (1996), S. 391-417

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Details

ISSN: 0945-3245

Schlagwort(e): Mathematics Subject Classification (1991):65F15

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik

Notizen: Summary. We present a numerical algorithm for computing a few extreme generalized singular values and corresponding vectors of a sparse or structured matrix pair $\{A,B\}$ . The algorithm is based on the CS decomposition and the Lanczos bidiagonalization process. At each iteration step of the Lanczos process, the solution to a linear least squares problem with $(A^{\rm T},B^{\rm T})^{\rm T}$ as the coefficient matrix is approximately computed, and this consists the only interface of the algorithm with the matrix pair $\{A,B\}$ . Numerical results are also given to demonstrate the feasibility and efficiency of the algorithm.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/s002110050175

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