Ronny Ramlau, Lothar Reichel (Hg.)


ETNA - Electronic Transactions on Numerical Analysis






ISBN 978-3-7001-8258-0
Online Edition

  Research Article
Open access


Electronic Transactions on Numerical Analysis (ETNA) is an electronic journal for the publication of significant new developments in numerical analysis and scientific computing. Papers of the highest quality that deal with the analysis of algorithms for the solution of continuous models and numerical linear algebra are appropriate for ETNA, as are papers of similar quality that discuss implementation and performance of such algorithms. New algorithms for current or new computer architectures are appropriate provided that they are numerically sound. However, the focus of the publication should be on the algorithm rather than on the architecture. The journal is published by the Kent State University Library in conjunction with the Institute of Computational Mathematics at Kent State University, and in cooperation with the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences (RICAM). Reviews of all ETNA papers appear in Mathematical Reviews and Zentralblatt für Mathematik. Reference information for ETNA papers also appears in the expanded Science Citation Index. ETNA is registered with the Library of Congress and has ISSN 1068-9613.

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Austrian Academy of Sciences Press
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ETNA - Electronic Transactions on Numerical Analysis



ISBN 978-3-7001-8258-0
Online Edition



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Verlag der Österreichischen Akademie der Wissenschaften
Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2,
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400
https://verlag.oeaw.ac.at, e-mail: bestellung.verlag@oeaw.ac.at
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doi:10.1553/etna_vol58s164



doi:10.1553/etna_vol58s164



Thema: natural
Ronny Ramlau, Lothar Reichel (Hg.)


ETNA - Electronic Transactions on Numerical Analysis






ISBN 978-3-7001-8258-0
Online Edition

  Research Article
Open access


James Baglama, Vasilije Perović
PDF Icon  Explicit deflation in Golub-Kahan-Lanczos bidiagonalization methods ()
S.  164 - 176
doi:10.1553/etna_vol58s164

Open access

Verlag der Österreichischen Akademie der Wissenschaften


doi:10.1553/etna_vol58s164
Abstract:
We discuss a simple, easily overlooked, explicit deflation procedure applied to Golub-Kahan-Lanczos Bidiagonalization (GKLB)-based methods to compute the next set of the largest singular triplets of a matrix from an already computed partial singular value decomposition. Our results here complement the vast literature on this topic, provide additional insight, and highlight the simplicity and the effectiveness of this procedure. We demonstrate how existing GKLB-based routines for the computation of the largest singular triplets can be easily adapted to take advantage of explicit deflation, thus making it more appealing to a wider range of users. Numerical examples are presented including an application of singular value thresholding.

Keywords:  Lanczos bidiagonalization, (partial/truncated) singular value decomposition, deflation, thresholding
  2023/02/07 09:52:22
Object Identifier:  0xc1aa5576 0x003e09f5
.

Electronic Transactions on Numerical Analysis (ETNA) is an electronic journal for the publication of significant new developments in numerical analysis and scientific computing. Papers of the highest quality that deal with the analysis of algorithms for the solution of continuous models and numerical linear algebra are appropriate for ETNA, as are papers of similar quality that discuss implementation and performance of such algorithms. New algorithms for current or new computer architectures are appropriate provided that they are numerically sound. However, the focus of the publication should be on the algorithm rather than on the architecture. The journal is published by the Kent State University Library in conjunction with the Institute of Computational Mathematics at Kent State University, and in cooperation with the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences (RICAM). Reviews of all ETNA papers appear in Mathematical Reviews and Zentralblatt für Mathematik. Reference information for ETNA papers also appears in the expanded Science Citation Index. ETNA is registered with the Library of Congress and has ISSN 1068-9613.



Verlag der Österreichischen Akademie der Wissenschaften
Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400
https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at