Transactions of the Japan Society for Industrial and Applied Mathematics
Online ISSN : 2424-0982
ISSN-L : 0917-2246
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On Computing the k-th Singular Triplet
Dongjin LeeTomohiro SogabeYuto MiyatakeShao-Liang Zhang
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2019 Volume 29 Issue 1 Pages 121-140

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Abstract

Abstract. We propose a numerical algorithm for the problem of computing the k-th singular triplet of a large sparse matrix. In the proposed algorithm, the problem is divided into subproblems, and then eigenvalue problems equivalent to the singular value problem are solved in each subproblem. We discuss the accuracy of the proposed algorithm and show that it can handle large matrices in numerical experiments.

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© 2019 by The Japan Society for Industrial and Applied Mathematics
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