Abstract
We discuss a new method for the iterative computation of some of the generalized
singular values and vectors of a large sparse matrix. Our starting point is the augmented
matrix formulation of the GSVD. The subspace expansion is performed by (approximately) solving a Jacobi–Davidson type correction equation, while we give several alternatives for the subspace extraction. Numerical experiments illustrate the performance of the method.
| Original language | English |
|---|---|
| Place of Publication | Eindhoven |
| Publisher | Technische Universiteit Eindhoven |
| Number of pages | 26 |
| Publication status | Published - 2009 |
Publication series
| Name | CASA-report |
|---|---|
| Volume | 0910 |
| ISSN (Print) | 0926-4507 |
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