Fast approximate truncated SVD

Shishkin, SL; Shalaginov, A; Bopardikar, SD

Shishkin, SL (reprint author), United Technol Res Ctr, 411 Silver Lane,MS 129-15, E Hartford, CT 06447 USA.

NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS, 2019; 26 (4):

Abstract

This paper presents a new method for the computation of truncated singular value decomposition (SVD) of an arbitrary matrix. The method can be qualifi......

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