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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
Computers.

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

JN



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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