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Topic: Available Partial SVD code?
Replies: 1   Last Post: Dec 7, 1996 5:30 PM

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John C. Nash

Posts: 27
Registered: 12/7/04
Re: Available Partial SVD code?
Posted: Dec 7, 1996 5:30 PM
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On 2 Dec 1996, Norm Lehtomaki wrote:

> In article <32a345f8.0@newshost.atk.com>,
> norm@atk.com (Norm Lehtomaki) writes:

> > What is the state of the art in computing only the left or right singular
> > vectors of the k largest singular values of a nxm complex matrix where
> > n > m > k. Is there efficient code for this available? I am aware of
> > the psvd.f in netlib. It uses the smallest singular values and has
> > k = m. I'm looking for k < m.

> Actually, I'm in error here. psvd.f does use k < m but I'm still interested
> in getting a selectable subspace associated with the largest singular
> values and not the smallest.

Seymour Shlien & I published a short paper in the Computer Journal in
1987 with two compact algorithms. One of these was put in the 1990
(and 1996 Japanese) editions of my Compact Numerical Methods for

I don't have the exact ref. of Nash & Shlien to hand. Sorry.


John C. Nash, Professor of Management, Faculty of Administration,
University of Ottawa, 136 Jean-Jacques Lussier Private,
P.O. Box 450, Stn A, Ottawa, Ontario, K1N 6N5 Canada
email: jcnash@uottawa.ca, voice mail: 613 562 5800 X 4796
fax 613 562 5164, Web URL = http://macnash.admin.uottawa.ca

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