A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold
<|reference_start|>A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold: 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.<|reference_end|>
@article{baglama2024a,
    title={A Hybrid Algorithm for Computing a Partial Singular Value Decomposition
  Satisfying a Given Threshold},
    author={James Baglama, Jonathan A. Ch'avez Casillas, Vasilije Perovi'c},
    journal={arXiv preprint arXiv:2407.06306},
    year={2024},
    archivePrefix={arXiv},
    eprint={2407.06306},
    primaryClass={math.NA cs.NA}
}