计算满足给定阈值的部分奇异值分解的混合算法

IF 1.7 3区数学 Q2 MATHEMATICS, APPLIED

Numerical Algorithms Pub Date : 2024-08-06 DOI:10.1007/s11075-024-01906-9

James Baglama, Jonathan A. Chávez-Casillas, Vasilije Perović

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引用次数: 0

摘要

在本文中，我们描述了一种用于计算超过给定阈值的所有奇异三元组的新型混合算法，并提供了该算法在 MATLAB/Octave 和 R 中的实现。我们通过几个应用于矩阵补全和图像压缩的数值示例，说明了我们的代码的高性能及其在独立或更大数值方案中的易用性。我们提供了文档齐全的 MATLAB 和 R 代码供公众使用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold

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A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold

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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来源期刊

Numerical Algorithms 数学-应用数学

CiteScore

4.00

自引率

9.50%

发文量

201

审稿时长

9 months

期刊介绍： The journal Numerical Algorithms is devoted to numerical algorithms. It publishes original and review papers on all the aspects of numerical algorithms: new algorithms, theoretical results, implementation, numerical stability, complexity, parallel computing, subroutines, and applications. Papers on computer algebra related to obtaining numerical results will also be considered. It is intended to publish only high quality papers containing material not published elsewhere.