A cross-product free Jacobi-Davidson type method for computing a partial generalized singular value decomposition (GSVD) of a large matrix pair.
Jinzhi HuangZhongxiao JiaPublished in: CoRR (2020)
Keyphrases
- singular value decomposition
- reconstruction error
- factorization method
- singular values
- dimension reduction
- qr decomposition
- singular vectors
- correlation matrix
- low rank
- clustering method
- least squares
- pairwise
- support vector machine svm
- optical flow
- pseudo inverse
- measurement matrix
- spectral clustering
- neural network
- principal component analysis
- latent semantic analysis
- null space
- matrix decomposition
- objective function
- image processing