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

2024/07/08 by James Baglama, Baglama, James, Jonathan A. Chávez Casillas +3
Computer Science · #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA)

paper · pdf · doi:10.48550/arxiv.2407.06306

openalex publication_date 2024/07/08 · openalex created_date 2024/07/11 · openalex updated_date 2026/07/28

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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