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arXiv · 2201.02903

Two harmonic Jacobi--Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair

Jinzhi Huang·Zhongxiao Jia
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Abstract

Two harmonic extraction based Jacobi--Davidson (JD) type algorithms are proposed to compute a partial generalized singular value decomposition (GSVD) of a large regular matrix pair. They are called cross product-free (CPF) and inverse-free (IF) harmonic JDGSVD algorithms, abbreviated as CPF-HJDGSVD and IF-HJDGSVD, respectively. Compared with the standard extraction based JDGSVD algorithm, the harmonic extraction based algorithms converge more regularly and suit better for computing GSVD components corresponding to interior generalized singular values. Thick-restart CPF-HJDGSVD and IF-HJDGSVD algorithms with some deflation and purgation techniques are developed to compute more than one GSVD components. Numerical experiments confirm the superiority of CPF-HJDGSVD and IF-HJDGSVD to the standard extraction based JDGSVD algorithm.

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Jinzhi Huang, Zhongxiao Jia. 2022-01-09. Two harmonic Jacobi--Davidson methods for computing a partial generalized singular value decomposition of a large matrix pair. https://doi.org/10.1007/s10915-022-01993-7

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