کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4637924 1631990 2016 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Extended Lanczos bidiagonalization algorithm for low rank approximation and its applications
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Extended Lanczos bidiagonalization algorithm for low rank approximation and its applications
چکیده انگلیسی

We propose an extended Lanczos bidiagonalization algorithm for finding a low rank approximation of a given matrix. We show that this method can yield better low-rank approximations than standard Lanczos bidiagonalization algorithm, without increasing the cost too much. We also describe a partial reorthogonalization process that can be used to maintain an adequate level of orthogonality of the Lanczos vectors in order to produce accurate low-rank approximations. We demonstrate the effectiveness and applicability of our algorithm for a number of applications.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 301, 1 August 2016, Pages 213–229
نویسندگان
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