A Jacobi-Davidson type method for the generalized singular value problem
A Jacobi-Davidson type method for the generalized singular value problem
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DOI：
10.1016/j.laa.2009.03.003
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发表时间：
2009-07
影响因子：
1.1
通讯作者：
M. Hochstenbach
中科院分区：
文献类型：
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作者：
M. Hochstenbach
讨论了大型稀疏矩阵的广义奇异值和广义奇异向量的迭代计算的一种新方法。我们的出发点是增广矩阵制定的GSVD。子空间展开是通过（近似）求解Jacobi-Davidson型校正方程来进行的，同时我们给出了几种子空间提取的方法。数值实验验证了该方法的有效性。
We discuss a new method for the iterative computation of some of the generalized singular values and vectors of a large sparse matrix. Our starting point is the augmented matrix formulation of the GSVD. The subspace expansion is performed by (approximately) solving a Jacobi–Davidson type correction equation, while we give several alternatives for the subspace extraction. Numerical experiments illustrate the performance of the method.