A Krylov-Schur approach to the truncated SVD

Computing a small number of singular values is required in many practical applications and it is therefore desirable to have efficient and robust methods that can generate such truncated singular value decompositions. A new method based on the Lanczos bidiagonalization and the Krylov-Schur method is...

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Detalles Bibliográficos
Autor principal: Stoll, M
Formato: Report
Publicado: Unspecified 2008