On choices of formulations of computing the generalized singular value decomposition of a large matrix pair.
Jinzhi HuangZhongxiao JiaPublished in: Numer. Algorithms (2021)
Keyphrases
- singular value decomposition
- singular values
- least squares
- low rank
- dimensionality reduction
- linear algebra
- dimension reduction
- singular vectors
- latent semantic indexing
- factorization method
- null space
- measurement matrix
- low rank approximation
- data matrix
- feature extraction
- low rank matrix
- reconstruction error
- tensor factorization
- principal component analysis
- matrix decomposition
- qr decomposition
- matrix completion
- support vector
- feature selection