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A Golub-Kahan Davidson Method for Accurately Computing a Few Singular Triplets of Large Sparse Matrices.

Steven GoldenbergAndreas StathopoulosEloy Romero
Published in: SIAM J. Sci. Comput. (2019)
Keyphrases
  • objective function
  • covariance matrix
  • image processing
  • dimensionality reduction
  • sparse matrices