A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold

期刊论文
发表日期：

2024年8月6日

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James Baglama,
Jonathan A. Chávez-Casillas,
Vasilije Perović

摘要

In this paper, we describe a new hybrid algorithm for computing all singular triplets above a given threshold and provide its implementation in MATLAB/Octave and R. The high performance of our codes and ease at which they can be used, either independently or within a larger numerical scheme, are illustrated through several numerical examples with applications to matrix completion and image compression. Well-documented MATLAB and R codes are provided for public use.