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arXiv · 2407.06306

A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold

James Baglama·Jonathan A. Chávez Casillas·Vasilije Perović
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Abstract

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.

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James Baglama, Jonathan A. Chávez Casillas, Vasilije Perović. 2024-07-08. A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold. https://arxiv.org/abs/2407.06306

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