A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold (2407.06306v3)

Published 8 Jul 2024 in math.NA and cs.NA

Abstract: In this paper, we describe a new hybrid algorithm for computing all singular triplets above a given threshold and provide its implementation in MATLAB/Octave and R. The high performance of our codes and ease at which they can be used, either independently or within a larger numerical scheme, are illustrated through several numerical examples with applications to matrix completion and image compression. Well-documented MATLAB and R codes are provided for public use.

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