Showing papers by "Arnon D. Cohen published in 1987"

Gradient-Type Algorithms for Partial Singular Value Decomposition

Abstract: It is often desirable to calculate only a few terms of the SVD expansion of a matrix, corresponding to the largest or smallest singular values. Two algorithms, based on gradient and conjugate gradient search, are proposed for this purpose. SVD is computed term by term in a decreasing or increasing order of singular values. The algorithms are simple to implement and are especially advantageous with large matrices.