Paper ID sheet
- TITLE: Low-Rank Incremental Methods for Computing Dominant Singular Subpsaces
- AUTHORS: C. G. Baker, K. A. Gallivan, P. Van Dooren.
This paper describes a generic low-rank incremental method for computing the
dominant singular triplets of a matrix via a single pass through the matrix.
This work unifies several efforts previously described in the literature. We
tie the operation of the proposed method to a particular optimization-based
eigensolver. This allows the description of novel methods exploiting multiple
passes through the matrix.
- STATUS: Presented at the 10th Copper Mountain Conference on Iterative Methods, 7 April 2008.
- DATE OF ENTRY: April 2008.