Computing smallest singular triplets with implicitly restarted Lanczos bidiagonalization
Applied Numerical Mathematics - Numerical algorithms, parallelism and applications
A Jacobi-Davidson type method for the product eigenvalue problem
Journal of Computational and Applied Mathematics
An efficient method for eye tracking and eye-gazed FOV estimation
ICIP'09 Proceedings of the 16th IEEE international conference on Image processing
Probabilistic Upper Bounds for the Matrix Two-Norm
Journal of Scientific Computing
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We discuss a new method for the iterative computation of a portion of the singular values and vectors of a large sparse matrix. Similar to the Jacobi--Davidson method for the eigenvalue problem, we compute in each step a correction by (approximately) solving a correction equation. We give a few variants of this Jacobi--Davidson SVD (JDSVD) method with their theoretical properties. It is shown that the JDSVD can be seen as an accelerated (inexact) Newton scheme. We experimentally compare the method with some other iterative SVD methods.